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題名:支援向量機與支援向量迴歸於財務時間序列預測之應用
書刊名:數據分析
作者:呂奇傑 引用關係李天行高人龍黃敏菁
作者(外文):Lu, Chi-jieLee, Tian-shyugKao, Jen-lungHuang, Min-ching
出版日期:2009
卷期:4:2
頁次:頁35-56
主題關鍵詞:財務時間序列預測支援向量機支援向量迴歸類神經網路Financial time series forecastingSupport vector machineSupport vector regressionArtificial neural networkTaiwan stock weighted exchange index
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:0
  • 點閱點閱:3
期刊論文
1.Tang, Z.、Fishwick, P. A.(1993)。Feedforward Neural Nets as Models for Time Series Forecasting。ORSA Journal on Computing,5(4),374-385。  new window
2.Shin, K.-S.、Lee, T. S.、Kim, H.-J.(2005)。An Application of Support Vector Machines in Bankruptcy Prediction Model。Expert Systems with Applications,28(1),127-135。  new window
3.Koike, A.、Takagi, T.(2004)。Prediction of protein-protein interaction sites using support vector machines。Protein Engineering Design & Selection,17(2),165-173。  new window
4.Burbidge, R.、Trotter, M.、Buxton, B.、Holden, S.(2001)。Drug design by machines learning: support vector machines for pharmaceutical data analysis。Computer & Chemistry,26(1),5-14。  new window
5.Pai, P. F.、Lin, C. S.(2005)。Using Support Vector Machines in Forecasting Production Values of Machinery Industry in Taiwan。The International Journal of Advanced Manufacturing Technology,27(1),205-210。  new window
6.Thissen, U.、Van Brakel, R.、De Weijer, A. P.、Melssen, W. J.、Buydens, L. M. C.(2003)。Using Support Vector Machines for Time Series Prediction。Chemometrics and Intelligent Laboratory Systems,69,35-49。  new window
7.Fama, Eugene F.(1970)。Efficient Capital Market: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
8.Vellido, Alfredo、Lisboa, Paulo J. G.、Vaughan, J.(1999)。Neural networks in business: A survey of applications (1992-1998)。Expert Systems with Applications,17(1),51-70。  new window
9.Vapnik, V.、Golowich, S. E.、Smola, A. J.(1997)。Support Vector Method for Function Approximation, Regression Estimation and Signal Processing。Advances in Neural Information Processing Systems,9,281-287。  new window
10.Chen, An-Sing、Leung, Mark T.、Daouk, Hazem(2003)。Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index。Computers & Operations Research,30(6),901-923。  new window
11.Huang, W.、Nakamori, Y.、Wang, S. Y.(2005)。Forecasting Stock Market Movement Direction with Support Vector Machine。Computers & Operations Research,32(10),2513-2522。  new window
12.Leigh, W.、Hightower, R.、Modani, N.(2005)。Forecasting the New York stock exchange composite index with past price and interest rate on condition of volume spike。Expert Systems with Applications,28(1),1-8。  new window
13.Kim, K. I.、Jung, K.、Park, S. H.、Kim, H. J.(2002)。Support vector machines for texture classification。IEEE Transactions on Pattern Analysis and Machine Intelligence,24(11),1542-1550。  new window
14.Cherkassky, V.、Ma, Y.(2004)。Practical selection of SVM parameters and noise estimation for SVM regression。Neural networks,17(1),113-126。  new window
15.Lee, T. S.、Chiu, C. C.(2002)。Neural Network Forecasting of an Opening Cash Price Index。International Journal of Systems Science,33(3),229-237。  new window
16.Apergis, N.(2004)。Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries。Economics Letters,83,185-191。  new window
17.Cherkassky, V.、Mulier, F.(1999)。Vapnik-Chervonenkis (VC) learning theory and its applications。IEEE Transaction on Neural Networks,10,985-987。  new window
18.Cover, J. P.、Hueng, C. J.(2003)。The correlation between shocks to output and the price level: evidence from a multivariate GARCH model。Southern Economic Journal,70,75-92。  new window
19.Phua, P. K. H.、Ming, D.、Lin, W.(2001)。Neural network with genetically evolved algorithms for stocks prediction。Asia-pacific Journal of Operational Research,18,103-107。  new window
20.Norinder, U.(2003)。Support vector machine models in drug design: applications to drug transport processes and QSAR using simplex optimisations and variable selection。Neurocomputing,55,337-346。  new window
21.Kim, K. J.、Han, I.(2000)。Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index。Expert Systems with Applications,19(2),125-132。  new window
22.Tay, Francis E. H.、Cao, Lijuan(2001)。Application of Support Vector Machines in Financial Time Series Forecasting。Omega: The International Journal of Management Science,29(4),309-317。  new window
23.Yaser, S.、Atiya, A. F.(1996)。Introduction to Financial Forecasting。Applied Intelligence,6(3),205-213。  new window
24.Balachandher, K. G.、Fauzias, M. N.、Lai, M. M.(2002)。An examination of the random walk model and technique trading rules in the Malaysian stock market。Quarterly Journal of Business & Economics,41,81-104。  new window
研究報告
1.Hsu, C. W.、Lin, C. C.、Lin, C. J.(2003)。A practical guide to support classification。National Taiwan University。  new window
學位論文
1.黃綺年(2004)。統計方法與類神經網路應用於國內開放式股票型基金投資績效分類及投資報酬率預測之研究(碩士論文)。國立成功大學,臺南。  延伸查詢new window
2.陳國玄(2004)。人工神經網路與統計方法應用於臺灣上市電子類股價指數預測與分類之研究(碩士論文)。國立成功大學,臺南。  延伸查詢new window
3.張政一(2001)。類神經網路於有價證券預測股價及漲跌之研究(碩士論文)。中國文化大學,臺北。  延伸查詢new window
4.王彥茸(2001)。臺灣實施隔週休二日制度對股市報酬率之影響(碩士論文)。國立中央大學,桃園。  延伸查詢new window
5.莊智有(2000)。臺灣股市元月效應成因之探討--綜合實證研究(碩士論文)。中原大學,桃園。  延伸查詢new window
圖書
1.Rumelhart, E.、Hinton, G. E.、Williams, R. J.(1986)。Learning internal representations by error propagation in parallel distributed processing。Cambridge, Massachusetts:MIT Press。  new window
2.杜金龍(2006)。最新技術指標在臺灣股市應用的訣竅。臺北:財訊出版社。  延伸查詢new window
3.Deboeck, G. J.(1994)。Trading on the edge: neural, genetic, and fuzzy systems for chaotic financial markets。John Wiley & Sons, Inc.。  new window
4.Anderson, J. A.、Rosenfeld, E.(1998)。Neurocomputing: Foundations of Research。Cambridge, Massachusetts:MIT Press。  new window
圖書論文
1.Drucker, Harris、Burges, Christopher J. C.、Kaufman, Linda、Smola, Alex J.、Vapnik, Vladimir N.(1997)。Support vector regression machines。Advances in Neural Information Processing Systems。Cambridge, Massachusetts:MIT Press。  new window
2.Lee, T. S.、Chen, N. J.、Chiu, C. C.(2003)。Forecasting the opening cash price index using grey forecasting and neural networks: evidence from the SGX-DT MSCI Taiwan Index Futures Contracts。Computational Intelligence in Economics and Finance。Springer。  new window
 
 
 
 
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