Building Multi-factor Stock Selection System Using Design of Experience and Neural Networks

碩士 === 中華大學 === 資訊管理學系碩士班 === 99 === Over the past most multi-factor stock selection models used score approach, and subjectively set the score weight for each factor. This subjective approach not only can not optimize of performance of stock selection model, but also can not determine the best weig...

Full description

Bibliographic Details
Main Authors: Yen, Jeng-Xiang, 嚴正翔
Other Authors: Yeh, I-Cheng
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/42341823154551708068