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題名:蟻群最佳化系統在臺灣股票市場投資決策之應用
書刊名:資訊管理學報
作者:陳明琪林逾先 引用關係郭人介
作者(外文):Chen, Ming-chiLin, Edward Yu-hsienKuo, Ren-jieh
出版日期:2008
卷期:15:1
頁次:頁153-177
主題關鍵詞:蟻群最佳化KD指標成交量20日移動平均線Ant colony optimizationKD technical indicatorsStocks trading volume20-day moving average
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(1) 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:1
  • 共同引用共同引用:8
  • 點閱點閱:34
期刊論文
1.Maniezzo, V.、Colorni, A.(1999)。The Ant System Applied to the Quadratic Assignment Problem。IEEE Transactions on Knowledge and Data Engineering,11(5),769-778。  new window
2.McMullen, Patrick R.(2001)。An Ant Colony Optimization Approach to Addressing a JIT Sequencing Problem with Multiple Objectives。Artificial Intelligence in Engineering,15(3),309-317。  new window
3.Dorigo, M.、Blum, C.(2005)。Ant colony optimization theory: A survey。Theoretical Computer Science,344,243-278。  new window
4.Volgenant, Ton、Jonker, Roy(1982)。A branch and bound algorithm for the symmetric traveling salesman problem based on the 1-tree relaxation。European Journal of Operational Research,9,83-89。  new window
5.Dorigo, Marco、Gambardella, Luca Maria(1997)。Ant Colony System: A cooperative learning approach to the traveling salesman problem。IEEE Transactions on Evolutionary Computation,1(1),53-66。  new window
6.Dorigo, M.、Bonabeau, E.、Theraulaz, G.(2000)。Ant Algorithms and Stigmergy。Future Generation Computer Systems,16(8),851-871。  new window
7.Dorigo, M.、Gambardella, L. M.(1997)。Ant Colonies for the Traveling Salesman Problem。BioSystems,43(2),73-81。  new window
8.Dorigo, M.、Di Caro, G.、Gambardella, L. M.(1999)。Ant Algorithms for Discrete Optimization。Artificial Life,5(2),137-172。  new window
9.Dorigo, M.、Maniezzo, V.、Colorni, A.(1996)。The ant system: Optimizatoin by a colony of cooperating agents。IEEE Transactions on Systems, Man, and Cybernetics--Part B,26(1),29-41。  new window
10.Basu, S.(1977)。Investment Performance of Common Stocks in Relation to Their Price-earnings Ratios: A Test of the Efficient Market Hypothesis。Journal of Finance,32(3),663-682。  new window
11.Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。  new window
12.林萍珍、陳稼興、林文修(20000700)。遺傳演算法在使用者導向的投資組合選擇之應用。資訊管理學報,7(1),155-171。new window  延伸查詢new window
13.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
14.Cootner, P. H.(1964)。Stock Market Price: Random vs. System Change。Industrial Manage Review,3,24-45。  new window
15.Gomory, R. E.(1963)。Solving Linear Programming Problems in Integers。Proceedings of Symposia in Applied Mathematics,10,211-215。  new window
16.Elder, A.(1987)。Using Stochastics to Catch Early Trend and Reversals。The Magazine of Commodities & Options,16,68-72。  new window
17.Bell, J. E.、McMullen, P. R.(2004)。Ant Colony Optimization Techniques for the Vehicle Routing Problem。Advanced Engineering Informatics,18,41-48。  new window
18.Doerner, K.、Gutjahr, W. J.、Hartl, R. F.、Strauss, C.、Stummer, C.(2006)。Pareto Ant Colony Optimization with IP Preprocessing in Multiobjective Project Portfolio Selection。European Journal of Operational Research,171,830-841。  new window
19.Doerner, K.、Gutjahr, W. J.、Hartl, R. F.、Strauss, C.、and Stummer, C.(2004)。Pareto Ant Colony Optimization: A Metaheuristic Approach to Multiobjective Portfolio Selection。Annals of Operations Research,131(1),79-99。  new window
20.Maringer, D.、Kellerer, H.(2003)。Optimization of Cardinality Constrained Portfolios with a Hybrid Local Search Algorithm。OR Spectrum,25(4),481-495。  new window
21.Simrlock, M.、Starks, L.(1985)。A Further Examination of Stock Price Changes and Transaction Volume。Journal of Finance Research,217-226。  new window
會議論文
1.裴文(2006)。應用螞蟻系統且以月線為判斷因子研究對臺灣上市股票之投資決策分析。0。  延伸查詢new window
2.Tsai, C. F.、Wu, H. C.、Tsai, C. W.(2002)。A New Clustering Approach for Data Mining in Large Databases。0。1087-4089。  new window
3.Holden, N.、Freitas, A. A.(2005)。A Hybrid Particle Swarm/Ant Colony Algorithm for the Classification of Hierarchical Biological Data。0。100-107。  new window
研究報告
1.Dorigo, M.、Maniezzo, V.、Colorni, A.(1991)。Positive Feedback as a Search Strategy。Politecnico di Milano。  new window
2.駱至中、方志成(2002)。向政治學與社會科學借法取經的新世代人工智慧。0。  延伸查詢new window
圖書
1.Dorigo, M.、Stützle, T.(2004)。Ant Colony Optimization。Cambridge, MA:MIT Press。  new window
2.Hansen, M.、Karp, R.(1962)。A Dynamic Programming Approach to Sequencing Problems。A Dynamic Programming Approach to Sequencing Problems。Minsk, Belarus。  new window
3.Dorigo, M.、Stutzle, T.(2003)。The Ant Colony Optimization Metaheuristic: Algorithms, Applications, and Advances。Handbook of Metaheuristics。0。  new window
4.陳安斌、陳明琪、姜林杰祐、李曜旭、黃建年(2005)。新金融實驗教學之財務金融資訊系統與投資管理。新金融實驗教學之財務金融資訊系統與投資管理。0。  延伸查詢new window
 
 
 
 
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