The performance comparisons of various time series and artificial intelligence approaches in the return predictions of Taiwan stock market

碩士 === 朝陽科技大學 === 財務金融系碩士班 === 91 === This paper employs time-series econometric model and other artificial intelligence approaches to predict Taiwan Stock market index return. The approaches applied in this study include the back-propagation neural network (BPN), genetic algorithm based neural netw...

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Bibliographic Details
Main Authors: Jui-hsin Lau, 劉瑞鑫
Other Authors: Tsung-Nan Chou
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/26755509795817791487