Developing a Web Services Portfolio Construction Application with FKMS© Embedded Backtesting Model

Developing a Web Services Portfolio Construction Application with FKMS© Embedded Backtesting Model

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碩士 === 元智大學 === 資訊管理研究所 === 93 === We use the Web Services technique and becktesting method for portfolio construction application on the Financial Knowledge Management System (FKMS©). The system provides users to freely set input parameters including screening rules, model weights, portfolio size,...

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Bibliographic Details
Main Authors: Ya-Ling Yeh, 葉雅玲
Other Authors: Yi-Chuan Lu
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/69184403804260923192
Description
Summary:碩士 === 元智大學 === 資訊管理研究所 === 93 === We use the Web Services technique and becktesting method for portfolio construction application on the Financial Knowledge Management System (FKMS©). The system provides users to freely set input parameters including screening rules, model weights, portfolio size, ratings of financial ratios, and initial capital size. With FKMS©, users can first screen companies of interest, than select an existing backtesting module for portfolio construction. The resulting portfolio and its performance are then disseminated to the World Wide Web using the Web service technique.

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