A study of Trading Strategies of TAIEX Futures by using EEMD-based Neural Network Learning Paradigms
碩士 === 國立政治大學 === 應用物理研究所 === 101 === Financial market changes constantly and Stock Price Volatility (SPV) seems to be no significant rules. This means behavioral characteristic of the stock price cannot foresee and uncertain accurately. In order to increase revenue and reduce investment risk in the...
Main Authors: | Chen,Yuan Hsiao, 陳原孝 |
---|---|
Other Authors: | 蕭又新 |
Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/45517817831628921875 |
Similar Items
-
TAIEX option trading by using EEMD-based neural network learning paradigm
by: Li, En Tzu, et al. -
A Study of TAIEX Futures High-frequency Trading by using EEMD-based Neural Network Learning Paradigms
by: Huang, Sven Shih Hao, et al. -
Portfolio of stocks trading by using EEMD-based neural network learning paradigms
by: Lai, Yu Chun, et al. -
The Application of Program Trading to TAIEX Futures Trading Strategy
by: Chuan-Tsai Lee, et al.
Published: (2006) -
The Trading Strategies of Moving Averages on the TAIEX Futures
by: HSU,CHIA-WEN, et al.
Published: (2018)