An empirical application of genetic algorithm with artificial neural networks to forecast the price of Taiwan index futures and the simulation of butterfly trading strategies
碩士 === 國立臺北大學 === 企業管理學系 === 98 === Butterfly trading strategy is one of the most important method to reduce the risk of the considerably high-risk futures exchange. Regression analysis or time series model utilized to achieve this purpose by most researchers in the conventional way. In this thesis,...
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Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/03825496268748270291 |