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題名:應用分群技術與基因演算法建構以趨勢為基礎之股市投資策略
書刊名:臺北科技大學學報
作者:吳忠敏 引用關係周聖鈞
作者(外文):Wu, Chung-minChou, Sheng-chun
出版日期:2013
卷期:45:2
頁次:頁49-67
主題關鍵詞:分群技術基因演算法股價趨勢投資策略ClusteringGenetic algorithmsStock trendInvestment strategy
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:23
  • 點閱點閱:36
期刊論文
1.陳信宏、陳昱志、鄭舜仁(20061200)。以時間數列模型檢定臺灣股票市場弱式效率性之研究。管理科學與統計決策,3(4),8-17。new window  延伸查詢new window
2.Lai, M. M.、Lau, S. H.(2006)。The Profitability of the Simple Moving Averages and Trading Range Breakout in the Asian Stock Markets。Journal of Asian Economics,17,144-170。  new window
3.Atsalakis, G. S.、Valavanis, K. P.(2009)。Forecasting Stock Market Short-term Trends Using a Neurofuzzy Based Methodology。Expert Systems with Applications,36(7),10696-10707。  new window
4.李愷莉(20120200)。與時變動之系統風險探討--以轉換迴歸模型為例。創新與管理,9(1),55-87。new window  延伸查詢new window
5.林水金、陳啟斌、王光偉、董貴玲(20100600)。科技類股投資組合交易策略與決策研究。創新研發學刊,6(1),60-79。new window  延伸查詢new window
6.邱登裕、徐廣銘(20080100)。股市投資決策模式之建構與個股買賣時機之探討。資訊管理學報,15(1),73-96。new window  延伸查詢new window
7.Atsalakis, G. S.、Dimitrakakis, E. M.、Zopounidis, C. D.(2011)。Elliott Wave Theory and Neuro-Fuzzy Systems, in Stock Market Prediction: The WASP System。Expert Systems with Applications,38(8),9196-9206。  new window
8.Ferentinos, K. P.、Tsiligiridis, T. A.(2007)。Adaptive Design Optimization of Wireless Sensor Networks Using Genetic Algorithms。Computer Networks,51(4),1031-1051。  new window
9.Gimeno, R.、Nave, J. M.(2009)。A Genetic Algorithm Estimation of the Term Structure of Interest Rates。Computational Statistics & Data Analysis,53(6),2236-2250。  new window
10.Glickstein, D. A.、Wubbels, R. E.(1983)。Dow Theory is Alive and Well。The Journal of Portfolio Management,9(3),28-32。  new window
11.Huang, Y. S.(1995)。The Trading Performance of Filter Rules on the Taiwan Stock Exchange。Applied Financial Economics,5(6),391-395。  new window
12.Khan, S.、Ahmad, A.(2004)。Cluster Center Initialization Algorithm for K-means Clustering。Pattern Recognition Letters,25,1293-1302。  new window
13.Saitta, A.(1995)。Using Dow Theory to Catch Trends。Futures,24,46-48。  new window
14.Tajunisha, N.、Saravanan, V.(2010)。Performance Analysis of K-Means with Different Initialization Methods for High Dimensional Data。International Journal of Artificial Intelligence & Applications,1(4),44-52。  new window
15.Srinivas, M.、Lalit, M. P.、PatNik, M.(1994)。Genetic Algorithms: A Survey。IEEE Computer,27(6),17-26。  new window
16.連立川、葉怡成、江宗原、楊豐銘(20060300)。遺傳演算法建構臺灣股市期貨買賣決策規則之研究。資管評論,14,47-61。  延伸查詢new window
17.黃彥聖(19950100)。移動平均法的投資績效。管理評論,14(1),47-67。new window  延伸查詢new window
18.Kuo, R. J.、Ho, L. M.、Hu, C. M.(2002)。Integration of self-organizing feature map and k-means algorithm for market segmentation。Computers & Operations Research,29(11),1475-1493。  new window
19.李顯儀、吳幸姬(20091200)。技術分析資訊對共同基金從眾行為的影響。臺大管理論叢,20(1),227-260。new window  延伸查詢new window
20.Chien, Ya-Wen Chang、Chen, Yen-Liang(2010)。Mining associative classification rules with stock trading data--A GA-based method。Knowledge-Based Systems,23(6),605-614。  new window
21.Teixeira, Lamartine Almeida、De Oliveira, Adriano Lorena Inacio(2010)。A Method for Automatic Stock Trading Combining Technical Analysis and Nearest Neighbor Classification。Expert Systems with Applications,37(10),6885-6890。  new window
22.French, Kenneth R.、Schwert, G. William、Stambaugh, Robert F.(1987)。Expected stock returns and volatility。Journal of Financial Economics,19(1),3-29。  new window
23.Bessembinder, Hendrik、Chan, Kalok(1995)。The Profitability of Technical Trading Rules in the Asian Stock Markets。Pacific-Basin Finance Journal,3(2/3),257-284。  new window
24.楊踐為、李家豪、類惠貞(20070800)。應用時間序列分析法建構臺灣證券市場之預測交易模型。中華管理評論,10(3),(1)1-(1)20。  延伸查詢new window
25.Chou, R. Y.(2005)。Modeling the Asymmetry of Stock Movements Using Price Ranges。Advances in Econometrics,20(1),231-257。  new window
26.Parkinson, Michael(1980)。The extreme value method for estimating the variance of the rate of return。Journal of Business,53(1),61-65。  new window
27.Nelson, Daniel B.(1991)。Conditional Heteroskedasticity in Asset Returns: A New Approach。Econometrica: Journal of the Econometric Society,59(2),347-370。  new window
學位論文
1.林祺祚(2008)。巨量與KD指標對未來股價影響之探討(碩士論文)。中華大學,新竹市。  延伸查詢new window
2.鄧福鈞(2000)。波浪理論針對台股走勢之實證與預測(碩士論文)。國立臺灣大學,台北市。  延伸查詢new window
3.蘇玄啟(2006)。以斜率趨勢指標為技術分析交易策略在台灣股票市場之應用(碩士論文)。逢甲大學,台中市。  延伸查詢new window
圖書
1.Bernstein, J.(1994)。Market Masters How Successful Traders Think, Trade and Invest and How You Can Too!。Dearborn Trade Publishing。  new window
2.杜金龍(2006)。最新技術指標在台灣股市應用的訣竅。財訊出版社。  延伸查詢new window
 
 
 
 
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