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
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spelling ndltd-TW-093YZU003960602015-10-13T11:39:46Z http://ndltd.ncl.edu.tw/handle/69184403804260923192 Developing a Web Services Portfolio Construction Application with FKMS© Embedded Backtesting Model 網路服務架構下運用FKMS©建置回溯測試機制於評估選股策略之研究 Ya-Ling Yeh 葉雅玲 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. Yi-Chuan Lu 盧以詮 2005 學位論文 ; thesis 57 zh-TW
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description 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.
author2 Yi-Chuan Lu
author_facet Yi-Chuan Lu
Ya-Ling Yeh
葉雅玲
author Ya-Ling Yeh
葉雅玲
spellingShingle Ya-Ling Yeh
葉雅玲
Developing a Web Services Portfolio Construction Application with FKMS© Embedded Backtesting Model
author_sort Ya-Ling Yeh
title Developing a Web Services Portfolio Construction Application with FKMS© Embedded Backtesting Model
title_short Developing a Web Services Portfolio Construction Application with FKMS© Embedded Backtesting Model
title_full Developing a Web Services Portfolio Construction Application with FKMS© Embedded Backtesting Model
title_fullStr Developing a Web Services Portfolio Construction Application with FKMS© Embedded Backtesting Model
title_full_unstemmed Developing a Web Services Portfolio Construction Application with FKMS© Embedded Backtesting Model
title_sort developing a web services portfolio construction application with fkms© embedded backtesting model
publishDate 2005
url http://ndltd.ncl.edu.tw/handle/69184403804260923192
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AT yèyǎlíng wǎnglùfúwùjiàgòuxiàyùnyòngfkmsjiànzhìhuísùcèshìjīzhìyúpínggūxuǎngǔcèlüèzhīyánjiū
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