Evaluation of Machine Learning Models for Predicting Asset Prices

碩士 === 國立臺灣大學 === 財務金融學研究所 === 106 === The aim of this thesis is to evaluate machine learning models for the purpose of predicting asset prices. The models are limited to neural networks, specifically the multilayer perceptron, the recurrent neural network, and the pi-sigma network. The asset used a...

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Bibliographic Details
Main Authors: Thomas Jacobson, 瑞華
Other Authors: 呂育道
Format: Others
Language:en_US
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/v82m8z