Using the Application of Artificial Intelligence for Cycle-Trading in Futures Commodity Price Forecasting– Case Study of Taiwan Index Futures

碩士 === 中國文化大學 === 資訊管理學系碩士在職專班 === 101 === This study uses back-propagation neural network (BPNN) theory to forecast the next day closing index of TAIEX from January 2000 to December 2010. We use fundamental indicators and technical indicators as input variables. The learning sample is divided into...

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Bibliographic Details
Main Authors: Shich, Wen-Chi, 夏文琪
Other Authors: Allen Y. Chang, Ph.D.
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/20648347892364750683