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題名:股市投資決策模式之建構與個股買賣時機之探討
書刊名:資訊管理學報
作者:邱登裕徐廣銘
作者(外文):Chiu, Deng-yivHsu, Kuang-ming
出版日期:2008
卷期:15:1
頁次:頁73-96
主題關鍵詞:決策模式遺傳演算法法則式類神經網路倒傳遞類神經網路Decision modelGenetic algorithmRule-based neural networkBack-propagation neural network
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(3) 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:3
  • 共同引用共同引用:0
  • 點閱點閱:45
期刊論文
1.Kyung, S. T.、Chang, N.、Lee, G.(1999)。Dynamics of Modeling in Data Mining: Interpretive Approach to Bankruptcy Prediction。Journal of Management Information Systems,16(1),63-86。  new window
2.Nunez-Letamendia, L.(2002)。Trading systems designed by genetic algorithms。Managerial Finance,28(8),87-106。  new window
3.Massimiliano, V.、Rushi, B.、Oliver, H.、Mark, S.、Versace, M.、Bhatt, R.、Hinds, O.、Shiffer, M.(2004)。Predicting the Exchange Traded Fund DIA with a Combination of Genetic Algorithms and Neural Networks。Expert Systems with Applications,27(3),417-425。  new window
4.Kim, K. J.、Lee, W. B.(2004)。Stock Market Prediction Using Artificial Neural Networks with Optimal Feature Transformation。Neural Computing & Applications,13(3),255-260。  new window
5.Dhar, V.(1998)。Data Mining in Finance: Using Counterfactuals to Generate Knowledge from Organizational Information Systems。Information System,23,423-437。  new window
6.Skouras, S.(2001)。Financial Returns and Efficiency as Seen by an Artificial Technical Analyst。Journal of Economic Dynamics & Control,25,213-244。  new window
7.Matilla-Garc, M.、Argum, C.(2005)。A Hybrid Approach Based on Neural Networks and Genetic Algorithm to the Study of Profitability in the Spanish Stock Market。Applied Economics Letters,12(5),303-308。  new window
8.James, V. H.、Ray, D. N.(2002)。Data Mining of Time Series Using Stacked Generalization。Neurocomputting,43(1-4),173-184。  new window
會議論文
1.Ornes, C.、Sklansky, J.(1997)。A Neural Network That Explains as Well as Predicts Financial Market Behavior。0。43-49。  new window
2.Baba, N.、Inoue, N.、Asakawa, H.(2000)。Utilization of Neural Networks & GAs for Constructing Reliable Decision Support Systems to Deal Stocks。0。111-116。  new window
3.Chen, S. H.、Lee, W. C.(1999)。Pricing Call Warrants with Artificial Neural Network: The Case of the Taiwan Derivative Market。0。3877-3882。  new window
學位論文
1.鄭忠樑(2002)。運用分類樹於股價報酬率預測之研究(碩士論文)。元智大學。  延伸查詢new window
2.王春笙(1996)。以技術指標預測台灣股市股價漲跌之實證研究--以類神經網路與複迴歸模式建構(碩士論文)。國立臺灣大學。  延伸查詢new window
3.劉家兆(2000)。美國軟體類股異常報酬之研究-使用線上公開資訊探勘相關財務比率,0。  延伸查詢new window
圖書
1.葉怡成(1993)。類神經網路模式應用與實作。台北:儒林圖書公司。  延伸查詢new window
2.Fu, L. M.(1994)。Knowledge-based Neural Networks。Knowledge-based Neural Networks。0。  new window
3.吳宗正(1996)。投資技術分析。投資技術分析。臺北市。  延伸查詢new window
 
 
 
 
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