Application of the Markov Stochastic in LOF
碩士 === 國立臺北科技大學 === 工業工程與管理系碩士班 === 101 === We developed a model by Markov Decision Process which is developed from Markov chain, and used the model to make the decision in fund market. The model is composed of 14 different state indexes. At first we defined NAV in 14 different state index, and calc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/pwx656 |