A Study of TAIEX Futures High-frequency Trading by using EEMD-based Neural Network Learning Paradigms

碩士 === 國立政治大學 === 應用物理研究所 === 102 === Financial market is complex, unstable and non-linear system, it looks like have some principle but the principle usually have exception. The forecasting of time series always an issue in several field include finance. In this thesis we propose several version of...

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Bibliographic Details
Main Authors: Huang, Sven Shih Hao, 黃仕豪
Other Authors: Shiau, Yuo Hsien
Format: Others
Language:en_US
Online Access:http://ndltd.ncl.edu.tw/handle/45455658200913105573