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題名:Integration of Evolutionary Computing and Equity Valuation Models to Forecast Stock Values Based on Data Mining
書刊名:Asia Pacific Management Review
作者:張應華 引用關係王詩琴
作者(外文):Chang, Ying-huaWang, Shih-chin
出版日期:2013
卷期:18:1
頁次:頁63-78+a8
主題關鍵詞:演化策略類神經網路資料挖掘公司治理Ohlson模型Evolution strategiesArtificial neural networksData miningCorporate governanceOhlson model
原始連結:連回原系統網址new window
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  • 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:28
期刊論文
1.Beyer, H. G.、Schwefel, H.(2002)。Evolution strategies: A comprehensive introduction。Journal of Natural Computing,1(1),3-52。  new window
2.Chang, Y. H.(2010)。Adopting co-evolution and constraint-satisfaction concept on genetic algorithms to solve supply chain network design problems。Expert Systems with Applications,37,6919-6930。  new window
3.Chen, Haiyang、Hexter, J. Lawrence、Hu, Michael Y.(1993)。Management ownership and corporate value。Managerial and Decision Economics,14(4),335-346。  new window
4.Cheung, W. K. A.、Wei, K. C. J.(2006)。Insider ownership and corporate performance: Evidence from the adjustment cost approach。Journal of Corporate of Finance,12,906-925。  new window
5.Costa, L., Oliveira(2001)。Evolutionary algorithms approach to the solution of mixed integer non-linear programming problems。Computers and Chemical Engineering,25,257-266。  new window
6.Daily, C. M.、Dalton, D. R.(1997)。CEO and board chair roles held jointly or separately much ado about nothing?。The Academy of Management Executive,11(3),11-20。  new window
7.Dibike, Y. B.、Solomatine, D.(2001)。River flow forecasting using artificial neural networks。EGS journal of Physics and Chemistry of the Earth,26,1-7。  new window
8.Erickson, J.、Park, Y. W.、Reisig, J.、Shin, H. H.(2005)。Board composition and firm value under concentrated ownership: The Canadian evidence。Pacific-Basin Finance Journal,13,387-410。  new window
9.Hasanebi, O.(2007)。Optimization of truss bridges within a specified design domain using evolution strategies。Engineering Optimization,39,737-756。  new window
10.Runarsson, T.、Sarker, R., Jonsson, M. T.(2000)。Constrained nonlinear integer programming, self-adaptation and evolution strategies。International Journal of Knowledge-Based Intelligent Engineering Systems,4,164-171。  new window
11.Yang, Z. R.、Platt, M. B.、Platt, H. D.(1999)。Probabilistic neural networks in bankruptcy prediction。Journal of Business Research,44,67-74。  new window
12.Booth, J. R.、Cornett, M. M.、Tehranian, H.(2002)。Boards of Directors, Ownership, and Regulation。Journal of Banking and Finance,26(10),1973-1996。  new window
13.Singh, Manohar、Davidson, Wallace N. III(2003)。Agency Costs, Ownership Structure and Corporate Governance Mechanisms。Journal of Banking and Finance,27(5),793-816。  new window
14.Cornett, M. M.、Marcus, A. J.、Saunders, A.、Tehranian, H.(2007)。The Impact of Institutional Ownership on Corporate Operating Performance。Journal of Banking & Finance,31(6),1771-1794。  new window
15.Amir, Eli、Lev, Baruch(1996)。Value-relevance of Nonfinancial Information: The Wireless Communications industry。Journal of Accounting and Economics,22(1-3),3-30。  new window
16.Mandelker, Gershon N.、Agrawal, Anup(1990)。Large Shareholders and the Monitoring of Managers: The Case of Antitakeover Charter Amendments。Journal of Financial and Quantitative Analysis,25(2),143-161。  new window
17.Kwon, Yung-Keun、Moon, Byung-Ro(2007)。A hybrid neurogenetic approach for stock forecasting。IEEE transactions on neural networks,18(3),851-864。  new window
18.Morck, Randall、Shleifer, Andrei、Vishny, Robert W.(1988)。Management Ownership and Market Valuation: An Empirical Analysis。Journal of Financial Economics,20(1/2),293-315。  new window
19.Yermack, D.(1996)。Higher market valuation for firms with a small board of directors。Journal of Financial Economics,40(2),185-211。  new window
20.Lee, Tsun-Siou、Yeh, Yin-Hua(2004)。Corporate Governance and Financial Distress: Evidence from Taiwan。Corporate Governance: An International Review,12(3),378-388。  new window
21.Kiel, Geoffrey C.、Nicholson, Gavin J.(2003)。Board Composition and Corporate Performance: How the Australian Experience Informs Contrasting Theories of Corporate Governance。Corporate Governance: An International Review,11(3),189-205。  new window
22.Mak, Yuen Teen、Li, Yuan(2001)。Determinants of Corporate Ownership and Board Structure: Evidence from Singapore。Journal of Corporate Finance,7(3),235-256。  new window
23.Ohlson, James A.(1995)。Earnings, Book Values, and Dividends in Equity Valuation。Contemporary Accounting Research,11(2),661-687。  new window
24.Agrawal, Anup、Knoeber, Charles R.(1996)。Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders。The Journal of Financial and Quantitative Analysis,31(3),377-397。  new window
25.Jensen, Michael C.、Ruback, Richard S.(1983)。The market for corporate control: The scientific evidence。Journal of Financial Economics,11(1-4),5-50。  new window
26.Bhagat, Sanjai、Bolton, Brian(2008)。Corporate Governance and Firm Performance。Journal of Corporate Finance,14(3),257-273。  new window
研究報告
1.Bordo, M. D.(2008)。An historical perspective on the crisis of 2007-2008。National Bureau of Economic Research, Inc.。  new window
圖書
1.Pai, G.、Vijayalakshmi, A.、Michel, T.(2009)。Heuristic optimization of complex constrained portfolio sets with short sales。Machine Intelligence Research Labs。  new window
2.Pirie, S.、Smith, M.(2008)。Stock prices and accounting information: A review of the state of play。Journal of Accounting-€“Business and Management。  new window
3.Vanstone, B. J.、Finnie, G.、Tan, C.(2004)。Evaluating the application of neural networks and fundamental analysis in the Australian stockmarket。Proceedings of the IASTED International Conference on Computational Intelligence。  new window
4.White, G. I.、Sondhi, A. C.、Fried, D.(2003)。The Analysis and Use of Financial Statement。John Wiley & Sons Inc.。  new window
5.World Bank Group(1999)。Corporate Governance: A Framework for Implementation: Overview。World Bank Group。  new window
6.Deb, Kalyanmoy(2001)。Multi-objective Optimization Using Evolutionary Algorithms。John Wiley & Sons。  new window
7.Anderberg, M. R.(1973)。Cluster Analysis for Applications。New York, NY:Academic Press。  new window
 
 
 
 
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