The Rule Pattern Difference Analysis of Global Market Indices under Quantitative Easing using Intelligent Data Mining Methodology
碩士 === 國立彰化師範大學 === 企業管理學系 國際企業經營管理(IMBA) === 103 === In this paper, to explore quantitative easing in the United States (QE) policy, the difference through the time series model and intelligent exploration methods construct the price index prediction models. QE1 during the period from November 2008...
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ndltd-TW-103NCUE53210242017-04-16T04:35:01Z http://ndltd.ncl.edu.tw/handle/75826218181212121261 The Rule Pattern Difference Analysis of Global Market Indices under Quantitative Easing using Intelligent Data Mining Methodology 以智慧數據探勘進行寬鬆貨幣政策下之主要市場指數價格趨勢規則態樣差異性分析 Liang Tzu-Hsien 梁梓賢 碩士 國立彰化師範大學 企業管理學系 國際企業經營管理(IMBA) 103 In this paper, to explore quantitative easing in the United States (QE) policy, the difference through the time series model and intelligent exploration methods construct the price index prediction models. QE1 during the period from November 2008 to March 2010, during the QE2 from November 2010 to June 2011 and during the QE3 from September 2012 to December 2013, the use of these three quantitative easing, firstly through normal distribution assays price allocation of kurtosis and skewness, through self-regression vector adjustment ahead of the index between - behind periods, further data mining obtained by the independent variable, relatively intelligent rules further state sample analysis system differences between traditional time series model, the empirical part of the use AREMOS economic statistics database and economic Daily News of Taiwan TEJ find supporting information, and finally calculate the predicted value and the actual value of the cross-references to validate robustness of the model. Hsing-Wen Wang 王信文 學位論文 ; thesis 64 zh-TW |
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碩士 === 國立彰化師範大學 === 企業管理學系 國際企業經營管理(IMBA) === 103 === In this paper, to explore quantitative easing in the United States (QE) policy, the difference through the time series model and intelligent exploration methods construct the price index prediction models. QE1 during the period from November 2008 to March 2010, during the QE2 from November 2010 to June 2011 and during the QE3 from September 2012 to December 2013, the use of these three quantitative easing, firstly through normal distribution assays price allocation of kurtosis and skewness, through self-regression vector adjustment ahead of the index between - behind periods, further data mining obtained by the independent variable, relatively intelligent rules further state sample analysis system differences between traditional time series model, the empirical part of the use AREMOS economic statistics database and economic Daily News of Taiwan TEJ find supporting information, and finally calculate the predicted value and the actual value of the cross-references to validate robustness of the model.
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Hsing-Wen Wang |
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Hsing-Wen Wang Liang Tzu-Hsien 梁梓賢 |
author |
Liang Tzu-Hsien 梁梓賢 |
spellingShingle |
Liang Tzu-Hsien 梁梓賢 The Rule Pattern Difference Analysis of Global Market Indices under Quantitative Easing using Intelligent Data Mining Methodology |
author_sort |
Liang Tzu-Hsien |
title |
The Rule Pattern Difference Analysis of Global Market Indices under Quantitative Easing using Intelligent Data Mining Methodology |
title_short |
The Rule Pattern Difference Analysis of Global Market Indices under Quantitative Easing using Intelligent Data Mining Methodology |
title_full |
The Rule Pattern Difference Analysis of Global Market Indices under Quantitative Easing using Intelligent Data Mining Methodology |
title_fullStr |
The Rule Pattern Difference Analysis of Global Market Indices under Quantitative Easing using Intelligent Data Mining Methodology |
title_full_unstemmed |
The Rule Pattern Difference Analysis of Global Market Indices under Quantitative Easing using Intelligent Data Mining Methodology |
title_sort |
rule pattern difference analysis of global market indices under quantitative easing using intelligent data mining methodology |
url |
http://ndltd.ncl.edu.tw/handle/75826218181212121261 |
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