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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2003
|
Online Access: | http://ndltd.ncl.edu.tw/handle/26755509795817791487 |