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: | 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 |
Similar Items
-
The Research of Stock Market Returns:An Empirical Case Study on Taiwan Stock Market
by: Jui-Tung lee, et al.
Published: (2006) -
The Determinants of Conditional Return Autocorrelation in Taiwan''s Stock Market
by: Jui-Hua Huang, et al.
Published: (2004) -
The Equity Excess Return and Risk Premium of Taiwan Stock Market
by: Chien, Dennis Jui-Pu, et al.
Published: (2004) -
The Analysis of Stock Returns Between Taiwan and Asian Stock Markets --- The Application of GARCH Model
by: Cheng, Jui-Pin, et al.
Published: (1997) -
Using Artificial Intelligence In Prediction Of Taiwan Stock Markets
by: Hsieh, Ching-Hao, et al.
Published: (1997)