On-Line Portfolio Selection Using Recurrent Neural Network Based on Moving Average Reversion
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 104 === As the development of computing power and the neural network methods become more and more mature, the prediction on financial instruments using artificial related methods becomes more and more viable. In this thesis, we combined the moving average reversion and...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2016
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Online Access: | http://ndltd.ncl.edu.tw/handle/08650477242803367606 |