Evaluating Mutual Fund Performance through FANNC and BPN
碩士 === 國立交通大學 === 管理科學系 === 90 === The purpose of this paper is to compare two different approaches, FANNC and BPN, in mutual fund performance evaluation. FANNC is a newly developed neural network which combines the features in ART and field theory. In our experiment, mutual fund performance can be...
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2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54034845097913909825 |
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ndltd-TW-090NCTU04580162015-10-13T10:06:24Z http://ndltd.ncl.edu.tw/handle/54034845097913909825 Evaluating Mutual Fund Performance through FANNC and BPN 運用FANNC與BPN評估共同基金績效 Szu-Wei Huang 黃思瑋 碩士 國立交通大學 管理科學系 90 The purpose of this paper is to compare two different approaches, FANNC and BPN, in mutual fund performance evaluation. FANNC is a newly developed neural network which combines the features in ART and field theory. In our experiment, mutual fund performance can be evaluated much faster in FANNC approach than that in BPN approach. RMS is also superior for FANNC. These results hold for both classification problems and for prediction problems. Keh-Luh Wang 王克陸 2002 學位論文 ; thesis 42 en_US |
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NDLTD |
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en_US |
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Others
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NDLTD |
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碩士 === 國立交通大學 === 管理科學系 === 90 === The purpose of this paper is to compare two different approaches, FANNC and BPN, in mutual fund performance evaluation. FANNC is a newly developed neural network which combines the features in ART and field theory. In our experiment, mutual fund performance can be evaluated much faster in FANNC approach than that in BPN approach. RMS is also superior for FANNC. These results hold for both classification problems and for prediction problems.
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Keh-Luh Wang |
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Keh-Luh Wang Szu-Wei Huang 黃思瑋 |
| author |
Szu-Wei Huang 黃思瑋 |
| spellingShingle |
Szu-Wei Huang 黃思瑋 Evaluating Mutual Fund Performance through FANNC and BPN |
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Szu-Wei Huang |
| title |
Evaluating Mutual Fund Performance through FANNC and BPN |
| title_short |
Evaluating Mutual Fund Performance through FANNC and BPN |
| title_full |
Evaluating Mutual Fund Performance through FANNC and BPN |
| title_fullStr |
Evaluating Mutual Fund Performance through FANNC and BPN |
| title_full_unstemmed |
Evaluating Mutual Fund Performance through FANNC and BPN |
| title_sort |
evaluating mutual fund performance through fannc and bpn |
| publishDate |
2002 |
| url |
http://ndltd.ncl.edu.tw/handle/54034845097913909825 |
| work_keys_str_mv |
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