Using Hilbert-Huang Transform For Credit Card Fraud Forecasting
碩士 === 東吳大學 === 企業管理學系 === 99 === Abstract Financial time series are inherently nonlinear and non-stationary, it is therefore difficult using statistical models to forecast. ANN (Artificial Neural Networks) does not require strict theoretical assumptions, so it has been applied in a wide range areas...
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| Format: | Others |
| Language: | zh-TW |
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2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20247408431612379212 |