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...

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Bibliographic Details
Main Authors: Chi-Wei Lee, 李啟為
Other Authors: 蕭旭君
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/08650477242803367606