A Model of the Time Series based on Genetic Programming – An Application on Financial Markets
碩士 === 輔仁大學 === 資訊管理學系 === 94 === The main characteristic of time series model is to discover the relationships between the past and the present in financial time series. Box and Jenkins（1976） proposed Autoregressive Moving Average Model（ARMA） model using lags of independent variables and error term...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/21247290596980497084 |