Integrating Grey Theory and Neural Networks in Investigating the Information Contents of Futures Prices in Non-Cash-Trading Period: Evidence From the SGX-DT Nikkei 225 and MSCI Taiwan Index Futures Contracts
碩士 === 輔仁大學 === 金融研究所 === 88 === This study investigates the information contents of Nikkei 225 and MSCI Taiwan index futures prices in non-cash-trading period by integrating grey theory and neural networks. Then we construct a model to predict the daily opening spot price. First, we use...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93204581191684632100 |