The Optimal Models of the Gold Volatility

碩士 === 義守大學 === 資訊管理學系碩士班 === 98 === This study use gray system, regression analysis and regression-type back-propagation neural network to predict the Bank of Taiwan in the gold price volatility, the regression-type back-propagation neural network use regression analysis of variables selected, then...

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Bibliographic Details
Main Authors: Keng-Yi Chen, 陳耕毅
Other Authors: Chin-Chun Wu
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/46254587985901946397