A study of genetic fuzzy trading modeling, intraday prediction and modeling.

This thesis consists of three parts: a genetic fuzzy trading model for stock trading, incremental intraday information for financial time series forecasting, and intraday effects in conditional variance estimation. Part A investigates a genetic fuzzy trading model for stock trading. This part contri...

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Bibliographic Details
Other Authors: Ng, H. S. (Hoi-Shing)
Format: Others
Language:English
Chinese
Published: 2010
Subjects:
Online Access:http://library.cuhk.edu.hk/record=b6074843
http://repository.lib.cuhk.edu.hk/en/item/cuhk-344476