Applying Technical Indictors to Construct ETF Trading Strategy-An Application of Grey Relational and Neural Networks
碩士 === 南華大學 === 財務管理研究所 === 95 === This study applies the ETF stock price moving average to construct a profitable investment strategy. We first choose effective technical indicators by applying Grey relation analysis and then take the different combinations of technical indicators as input vecto...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/b3374x |