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