Applying Multi-Neural Networks with Macroeconomic Variables to Verify the Effectiveness of CAPM Model
碩士 === 國立交通大學 === 管理學院資訊管理學程 === 99 === The stock market in Taiwan is a shallow-plate market, which is full of high level of systemic risk. Stock price in this market goes up and down seriously because it affects by lots of economic factors. This study proposes a multi-neural network model with mont...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75290414022516972858 |