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題名:Trend-oriented Training for Neural Networks to Forecast Stock Markets
書刊名:Asia Pacific Management Review
作者:李俊德曾家翔
作者(外文):Lee, Chun-tehTzeng, Jia-shiang
出版日期:2013
卷期:18:2
頁次:頁181-195+a8
主題關鍵詞:移動平均線類神經網路股市趨勢趨勢導向的訓練Moving averagesNeural networksStock market trendsTrend-oriented training
原始連結:連回原系統網址new window
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  • 共同引用共同引用:0
  • 點閱點閱:23
期刊論文
1.Braun, H.、Chandler, J.(1987)。Predicting stock market behavior through rule induction: An application of the learning-from-example approach。Decision Sciences,18,415-429。  new window
2.Chang, P. C.、Liu, C. H.、Lin, J. L.、Fan, C. Y.、Ng, C. S. P.(2009)。A neural network with a case based dynamic window for stock trading prediction。Expert Systems with Applications,36(3),6889-6898。  new window
3.Chen, Y.、Mabu, S.、Shimada, K.、Hirasawa, K.(2009)。A genetic network programming with learning approach for enhanced stock trading model。Expert Systems with Applications,36(10),12537-12546。  new window
4.Freitas, F.D.、De Souza, A.F.、de Almeida, A.R.(2009)。Prediction-based portfolio optimization model using neural networks。Neurocomputing,72,2155-2170。  new window
5.Kaboudan, M.(2000)。Genetic programming prediction of stock prices。Computational Economics,16,207-236。  new window
6.Zhu, X.、Wang, H.、Xu, L.、Li, H.(2008)。Predicting stock index increments by neural networks: The role of trading volume under different horizons。Expert Systems with Applications,34(4),3043-3054。  new window
7.Lui, Yu-Hon、Mole, D.(1998)。The Use of Fundamental and Technical Analyses by Foreign Exchange Dealers: Hong Kong Evidence。Journal of International Money and Finance,17,535-545。  new window
8.Armano, G.、Marchesi, M.、Murru, A.(2005)。A hybrid genetic-neural architecture for stock indexes forecasting。Information Sciences,170(1),3-33。  new window
9.Yao, Jingtao、Tan, Chew Lim、Poh, Hean-Lee(1999)。Neural Networks for Technical Analysis: A Study on KLCI。International Journal of Theoretical and Applied Finance,2(2),221-241。  new window
會議論文
1.Glaria-Bengoechea, A.、Ordofiez-Ureta, C.、Marchant-Saavedra, M.、Opaz0-Medina, N.(1996)。Stock market indices in Santiago de Chile: Forecasting using neural networks2172-2175。  new window
2.Lee, C.T.、Chen, Y.P.(2007)。The efficacy of neural networks and simple technical indicators in predicting stock markets2292-2297。  new window
3.Lin, H.Y.、Juan, Y.F.、Chen, A.P.(2007)。Hybrid intelligent trading approach-XCS neural network model for Taiwan stock index trend forecasting1408-1414。  new window
圖書
1.Colby, R. W.、Mayers, T.(1998)。The Encyclopedia of Technical Market Indicators。Chicago:Irwin Professional Publishing。  new window
2.Hurst, J.(2000)。The Profit Magic of Stock Transaction Timing。Greenville, SC:Traders Press。  new window
3.Millard, B.J.(1999)。Channels and Cycles: A Tribute to J. M. Hurst。Greenville, SC:Traders Press。  new window
4.Negnevitsky, M.(2005)。Artificial Intelligence: A Guide to Intelligent Systems。Pearson Education, Inc.。  new window
 
 
 
 
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