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,...

Full description

Bibliographic Details
Main Authors: CHEN, SHIH-YI, 陳適宜
Other Authors: GOO, YEONG-JIA
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/03825496268748270291