Neural Network Portfolio Construction of TSEC Taiwan 50 Index:A Comparison between Technical Analysis and Fundamental Analysis
碩士 === 雲林科技大學 === 財務金融系碩士班 === 98 === The study separately utilizes neural network models of technical indicators and fundamental variables forecasting the constituents stocks of TWSE Taiwan 50 index and comparing the performance of the constructed portfolios in terms of benchmarking TWSE TAIEX and...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/65697140040684290750 |