Dynamic Global Asset Allocation Using Daily Time-series Data
博士 === 國立交通大學 === 資訊管理研究所 === 98 === Several studies have been made on global asset allocation (GAA) in the past years. The extended classifier system (XCS) is built on the evolutionary algorithm (EA) model. The XCS model can learn and adapt dynamically to changes in macroeconomic environments in or...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79973794765794682216 |