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