臺灣人文及社會科學引文索引資料庫系統

:::

詳目顯示

回上一頁
第 1 筆 / 總合 1 筆   第一頁 上一頁 下一頁 最後一頁
/1頁
題名：應用獨立成份分析與支援向量迴歸於財務時間序列預測
書刊名：資訊管理學報
作者：呂奇傑 引用關係／李天行 引用關係／陳學群
作者(外文)：Lu, Chi-jie／Lee, Tian-shyug／Chen, Hsueh-chun
出版日期：2007
卷期：14:4
頁次：頁161-183
主題關鍵詞：獨立成份分析；支援向量迴歸；財務時間序列預測；股價指數；Independent component analysis；Support vector regression；Financial time series forecasting；Stock index
原始連結：連回原系統網址new window
相關次數：
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:15
期刊論文
1.Drucker, H.、Burges, C. J. C.、Kaufman, L.、Smola, A.、Vapnik, V. N.(1997)。Support Vector Regression Machines。Advances in Neural Information Processing Systems，9，155-161。  new window
2.Shin, K.-S.、Lee, T. S.、Kim, H.-J.(2005)。An Application of Support Vector Machines in Bankruptcy Prediction Model。Expert Systems with Applications，28(1)，127-135。  new window
3.Jung, C.、Boyd, R.(1996)。Forecasting UK Stock Prices。Applied Financial Economics，6，279-286。  new window
4.Cao, L.(2003)。Support vector machines experts for time series forecasting。Neurocomputing，51，321-339。  new window
5.Hyvärinen, A.、Oja, E.(2000)。Independent component analysis: algorithms and applications。Neural Networks，13(4/5)，411-430。  new window
6.Koike, A.、Takagi, T.(2004)。Prediction of protein-protein interaction sites using support vector machines。Protein Engineering Design & Selection，17(2)，165-173。  new window
7.Lee, T. S.、Chen, N. J.(2002)。Investigating the Information Content of Non-Cash-Trading Index Futures Using Neural Networks。Expert Systems with Applications，22(3)，225-234。  new window
8.Kim, K. I.、Jung, K.、Park, S. H.、Kim, H. J.(2002)。vector machines for texture classification。IEEE Transactions on Pattern Analysis and Machine Intelligence，24，1542-1550。  new window
9.Burbidge, R.、Trotter, M.、Buxton, B.、Holden, S.(2001)。Drug design by machines learning: support vector machines for pharmaceutical data analysis。Computer & Chemistry，26(1)，5-14。  new window
10.Chang, R. F.、Wu, W. J.、Moon, W. K.、Chen, D. R.(2003)。Improvement in breast tumor discrimination by support vector machines and speckle-emphasis texture analysis。Ultrasound in Medicine and Biology，29，679-686。  new window
11.Chang, C.-C.、Lin, C.-J.(2011)。LIBSVM: A library for support vector machines。ACM Transactions on Intelligent Systems and Technology，2(3)，27-21。  new window
12.Vigario, R.、Sarela, J.、Jousmaki, V.、Hamalainen, M.、Oja, E.(2000)。Independent Component Approach to the Analysis of EEG and MEG Recordings。IEEE Transactions on Biomedical Engineering，47，589-593。  new window
13.Kim, T. K.、Kim, H.、Hwang, W.、Kittler, J.(2004)。Independent Component Analysis in a Local Facial Residue Space for Face Recognition。Pattern Recognition，37，1873-1885。  new window
14.Déniz, O.、Castrillón, M.、Hernández, M.(2003)。Face Recognition Using Independent Component Analysis and Support Vector Machines。Pattern Recognition Letters，24(13)，2153-2157。  new window
15.Beckmann, C. F.、Smith, S. M.(2004)。Probabilistic Independent Component Analysis for Functional Magnetic Resonance Imaging。IEEE Transactions on Medical Imaging，23，137-152。  new window
16.Pai, P. F.、Lin, C. S.(2005)。Using Support Vector Machines in Forecasting Production Values of Machinery Industry in Taiwan。The International Journal of Advanced Manufacturing Technology，27(1)，205-210。  new window
17.Thissen, U.、Van Brakel, R.、De Weijer, A. P.、Melssen, W. J.、Buydens, L. M. C.(2003)。Using Support Vector Machines for Time Series Prediction。Chemometrics and Intelligent Laboratory Systems，69，35-49。  new window
18.Antoniou, Antonios、Holmes, Phil(1995)。Futures Trading, Information and Spot Price Volatility: Evidence for the FTSE-100 Stock Index Futures Contract Using GARCH。Journal of Banking & Finance，19(1)，117-129。  new window
19.Bartlett, M. S.、Movellan, J. R.、Sejnowski, T. J.(2002)。Face Recognition by Independent Component Analysis。IEEE Transactions on Neural Networks，13(6)，1450-1464。  new window
20.Comon, P.(1994)。Independent component analysis: a new concept?。Signal Processing，36(3)，287-314。  new window
21.V. David Sánchez A.(2002)。Frontiers of research in BSS/ICA。Neruocomputing，49(1-4)，7-23。  new window
22.Hyvärinen, A.(1999)。Fast and robust fixed-point algorithms for independent component analysis。IEEE Transactions on Neural Networks，10(3)，626-634。  new window
23.Kim, K.-J.(2003)。Financial time series forecasting using support vector machines。Neurocomputing，55(1/2)，307-319。  new window
24.Cherkassky, V.、Ma, Y.(2004)。Practical selection of SVM parameters and noise estimation for SVM regression。Neural Networks，17，113-126。  new window
25.Vellido, Alfredo、Lisboa, Paulo J. G.、Vaughan, J.(1999)。Neural networks in business: A survey of applications (1992-1998)。Expert Systems with Applications，17(1)，51-70。  new window
26.Lee, T. S.、Chiu, C. C.(2002)。Neural Network Forecasting of an Opening Cash Price Index。International Journal of Systems Science，33(3)，229-237。  new window
27.Zhang, Guoqiang、Patuwo, B. Eddy、Hu, Michael Y.(1998)。Forecasting with artificial neural networks: the state of the art。International Journal of Forecasting，14(1)，35-62。  new window
28.Tay, Francis E. H.、Cao, Lijuan(2001)。Financial Forecasting Using Support Vector Machines。Neural Computing & Application，10，184-192。  new window
29.Mohandes, M. A.、Halawani, T. O.、Rehman, S.、Hussain, A. A.(2004)。Support vector machines for wind speed prediction。Renewable Energy，29，939-947。  new window
30.Tay, Francis E. H.、Cao, Lijuan(2001)。Application of Support Vector Machines in Financial Time Series Forecasting。Omega: The International Journal of Management Science，29(4)，309-317。  new window
31.Li, S.、Kwok, J. T.、Wang, Y.、Zhu, H.(2003)。Texture Classification Using the Support Vector Machines。Pattern Recognition，36(12)，2883-2893。  new window
32.Balachandher, K. G.、Fauzias, M. N.、Lai, M. M.(2002)。An Examination of the Random Walk Model and Technical Trading Rules in the Malaysian Stock Market。Quarterly Journal of Business and Economics，41，81-104。  new window
33.Jung, Tzyy-Ping、Makeig, Scott、McKeown, Martin J.、Bell, Anthony J.、Lee, Te-Won、Sejnowski, Terrence J.、Jung, T. P.、Makeig, S.、McKeown, M. J.、Bell, A. J.、Lee, T. W.、Sejnowski, T. J.(2001)。Imaging Brain Dynamics Using Independent Component Analysis。Proceedings of the IEEE，89(7)，1107-1122。  new window
34.Ikeda, S.、Toyama, K.(2000)。Independent Component Analysis for Noisy Data-MEG Data Analysis。Neural Networks，13，1063-1074。  new window
35.Cheung, Y. M.、Xu, L.(2001)。Independent Component Ordering in ICA Time Series Analysis。Neurocomputing，41，145-152。  new window
36.Yaser, S.、Atiya, A. F.(1996)。Introduction to Financial Forecasting。Applied Intelligence，6，205-213。  new window
37.Jang, G. J.、Lee, T. W.、Oh, Y. H.(2002)。Learning Statistically Efficient Features for Speaker Recognition。Neurocomputing，49，329-348。  new window
38.Park, H. M.、Jung, H. Y.、Lee, T. W.、Lee, S. Y.(1999)。On Subband-based Blind Signal Separation for Noisy Speech Recognition。Electronics Letters，35，2011-2012。  new window
39.Chuang, C. C.、Su, S. F.、Jeng, J. T.、Hsiao, C. C.(2002)。Robust Support Vector Regression Networks for Function Approximation with Outliers。IEEE Transactions on Neural Networks，13，1322-1330。  new window
40.Parisi, F.、Vasquez, A.(2000)。Simple Technical Trading Rules of Stock Returns: Evidence from 1987 to 1998 in Chile。Emerging Markets Review，1，152-164。  new window
41.Norinder, U.(2003)。Support Vector Machine Models in Drug Design: Applications to Transport Processes and QSAR Using Simplex Optimisations and Variable Selection。Neurocomputing，55，337-346。  new window
42.Collobert, R.、Bengio, S.(2001)。SVMTorch: Support Vector Machines for Large-scale Regression Problems。Journal of Machine Learning Research，1，143-160。  new window
43.Kwon, K. Y.、Kish, J. R.(2002)。Technical Trading Strategies and Return Predictability: NYSE。Applied Financial Economics，12，639-653。  new window
44.James, C. J.、Gibson, O. J.(2003)。Temporally Constrained ICA: An Application to Artifact Rejection in Electromagnetic Brain Signal Analysis。IEEE Transactions on Biomedical Engineering，50，1108-1116。  new window
45.Karras, D. A.、Mertzios, B. G.(2004)。Time Series Modeling of Endocardial Border Motion in Ultrasonic Images Comparing Support Vector Machines, Multilayer Perceptrons and Linear Estimation Technique。Measurement，36，331-345。  new window
46.Barlett, M.、Sejnowski, T. J.(1997)。Viewpoint Invariant Face Recognition Using Independent Component Analysis and Attractor Networks。Advances in Neural Information Processing Systems，9，817-823。  new window
47.Suykens, J. A. K.、De Brabanter, J.、Lukas, L.、Vandewalle, J.、Brabanter, J. D.(2002)。Weighted Least Squares Support Vector Machines: Robustness and Sparse Approximation。Neurocomputing，48，85-105。  new window
會議論文
1.Lin, Q. H.、Zheng, Y. R.、Yin, F.、Liang, H. L.(2004)。Speech Segregation Using Constrained ICA。Dalian, China。755-760。  new window
2.Back, A.、Weigend, A.(1997)。Discovering Structure in Finance Using Independent Component Analysis。0。15-17。  new window
3.Kiviluoto, K.、Oja, E.(1998)。Independent Component Analysis for Parallel Financial Time Series。Tokyo, Japan。895-898。  new window
4.Oja, E.、Kiviluoto, K.、Malaroiu, S.(2000)。Independent Component Analysis for Financial Time Series。Lake Louise, Canada。111-116。  new window
5.Trafalis, T. B.、Ince, H.(2002)。Benders Decomposition Technique for Support Vector Regression。Honolulu, HI。2767-2772。  new window
6.Visser, E.、Lee, T. W.(2003)。Speech Enhancement Using Blind Source Separation and Two-channel Energy Based Speaker Detection。La Jolla, CA。884-887。  new window
研究報告
1.Lin, C. J.、Hsu, C. W.、Chang, C. C.(2003)。A Practical Guide to Support Vector Classification。Department of Computer Science and Information Engineering, National Taiwan University。  new window
圖書
1.Cichocki, A.、Amari, S.-I.(2002)。Adaptive blind signal and image processing: Learning algorithms and applications。New York. NY：John Wiley and Sons。  new window
2.Deboeck, G. J.(1994)。Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets。Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets。New York, NY：John Wiley & Sons, Inc.。  new window
3.Cover, Thomas M.、Thomas, Joy A.(1991)。Elements of Information Theory。John Wiley & Sons, Inc.。  new window
4.Hyvärinen, A.、Karhunen, J.、Oja, E.(2001)。Independent Component Analysis。New York, NY：John Wiley and Sons。  new window
5.Lee, T. W.(1998)。Independent Component Analysis: Theory and Application。Boston, MA：Kluwer Academic Publishers。  new window
6.Vapnik, V. N.(2000)。The Nature of Statistical Learning Theory。New York：Springer。  new window
7.Platt, J. C.(1999)。Fast Training of Support Vector Machines Using Sequential Minimal Optimization。Advances in Kernel Methods: Support Vector Learning。Cambridge, MA。  new window
8.Joachim, T.(1999)。Making Large-scale SVN Learning Practical。Advances in Kernel Methods: Support Vector Learning。Cambridge, MA。  new window
9.Lee, T. S.、Chen, N. J.、Chiu, C. C.(2003)。Forecasting the Opening Cash Price Index Using Gray Forecasting and Neural Networks: Evidence from the SGX-DT MSCI Taiwan Index Futures Contracts。Computational Intelligence in Economics and Finance。0。  new window
圖書論文
1.Vapnik, V. N.、Golowich, S.、Smola, A.(1997)。Support Vector Method for Function Approximation, Regression Estimation, and Signal Processing。Neural Information Processing Systems。Cambridge, MA：MIT Press。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE

臺灣人文及社會科學引文索引資料庫

目前上線人數：689（臺灣：652，外國：37） ／ 本年度總使用人次：2541260 ／ 訪客人次（自102年09月）：68349014
國家圖書館著作權聲明 Copyright © 2013 All rights reserved.
本館地址: 100201臺北市中山南路20號． 本館地圖及交通資訊．
總機：(02)23619132．最佳瀏覽解析度為1024x768以上