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題名:以股票網路結構即時預測臺灣景氣狀態
書刊名:經濟研究. 國家發展委員會經濟發展處
作者:廖銘傳
作者(外文):Liao, Ming-chuan
出版日期:2022
卷期:22
頁次:頁(5)1-(5)48
主題關鍵詞:經濟預測景氣循環臺灣經濟股價報酬
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(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:7
  • 點閱點閱:2
期刊論文
1.Næs, R.、Skjeltorp, J. A.、Ødegaard, B. A.(2011)。Stock market liquidity and the business cycle。Journal of Finance,66(1),139-176。  new window
2.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
3.Giusto, Andrea、Piger, Jeremy(2017)。Identifying Business Cycle Turning Points in Real Time with Vector Quantization。International Journal of Forecasting,33(1),174-184。  new window
4.吳俊毅、朱浩榜(20200300)。即時預報臺灣的經濟成長率:MIDAS模型之應用。中央銀行季刊,42(1),59-84。new window  延伸查詢new window
5.Cortes, Corinna、Vapnik, Vladimir N.(1995)。Support-Vector Networks。Machine Learning,20(3),273-297。  new window
6.Acemoglu, D.、Carvalho, V. M.、Ozdaglar, A.、Tahbaz-Salehi, A.(2012)。The network origins of aggregate fluctuations。Econometrica,80(5),1977-2016。  new window
7.Adrian, T.、Boyarchenko, N.、Giannone, D.(2019)。Vulnerable growth。American Economic Review,109(4),1263-1289。  new window
8.Anesti, N.、Hayes, S.、Moreira, A.、Tasker, J.(2017)。Peering into the present: the Bank's approach to GDP nowcasting。Bank of England Quarterly Bulletin,2017(Q2)。  new window
9.Estrella, A.、Mishkin, F. S.(1998)。Predicting US recessions: Financial variables as leading indicators。Review of Economics and Statistics,80(1),45-61。  new window
10.Gabaix, X.(2011)。The granular origins of aggregate fluctuations。Econometrica,79(3),733-772。  new window
11.Štrumbelj, E.、Kononenko, I.(2014)。Explaining prediction models and individual predictions with feature contributions。Knowledge and information systems,41(3),647-665。  new window
12.Plakandaras, V.、Cunado, J.、Gupta, R.、Wohar, M. E.(2017)。Do leading indicators forecast US recessions? A nonlinear re‐evaluation using historical data。International Finance,20(3),289-316。  new window
13.Platt, J.(1999)。Probabilistic outputs for support vector machines and comparisons to regularized likelihood methods。Advances in large margin classifiers,10(3),61-74。  new window
14.張天惠(20120600)。我國金融情勢指數與總體經濟預測。中央銀行季刊,34(2),11-41。new window  延伸查詢new window
會議論文
1.Boser, B. E.、Guyon, I. M.、Vapnik, V. N.(1992)。A Training Algorithm for Optimal Margin Classifiers。The Fifth Annual Workshop on Computational Learning Theory,144-152。  new window
2.Lundberg, Scott M.、Lee, Su-In(2017)。A Unified Approach to Interpreting Model Predictions。The 31st international conference on neural information processing systems,(會議日期: 2017/12/04-12/09)。Long Beach。4768-4777。  new window
3.Ribeiro, Marco Tulio、Singh, Sameer、Guestrin, Carlos(2016)。Why Should I Trust You?: Explaining the Predictions of Any Classifier。22nd ACM SIG-KDD International Conference on Knowledge Discovery and Data Mining,(會議日期: 2016/08/13-08/17)。San Francisco。1135-1144。  new window
4.Zhang, H.(2004)。The Optimality of Naive Bayes。The 17th International FLAIRS conference,562-567。  new window
研究報告
1.徐士勛、黃裕烈、徐之強、張瑞雲(2020)。經濟趨勢調查之應用研究。  延伸查詢new window
2.黃裕烈(2019)。景氣監測預警系統之研究。  延伸查詢new window
3.Adam, K.、Merkel, S.(2019)。Stock price cycles and business cycles。European Central Bank。  new window
4.Azqueta-Gavaldon, A.、Hirschbühl, D.、Onorante, L.、Saiz, L.(2020)。Nowcasting business cycle turning points with stock networks and machine learning。European Central Bank。  new window
圖書
1.Biecek, P.、Burzykowski, T.(2021)。Explanatory model analysis: explore, explain, and examine predictive models。CRC Press。  new window
2.Hanck, C.、Arnold, M.、Gerber, A.、Schmelzer, M.(2019)。Introduction to Econometrics with R。University of Duisburg-Essen。  new window
3.Woloszko, N.(2020)。Tracking activity in real time with Google Trends。OECD Publishing。  new window
其他
1.Csardi, G.(2020)。igraph: Network Analysis and Visualization,https://CRAN.R-project.org/package=igraph。  new window
2.Ferreira, T. R. T.(2018)。Stock Market Cross-Sectional Skewness and Business Cycle Fluctuations,Governors of the Federal Reserve System (US)。  new window
3.Greenwell, B.(2020)。Fastshap: Fast Approximate Shapley Values,https://CRAN.R-project.org/package=fastshap。  new window
4.Kuhn, M.(2008)。Caret: Classification and Regression Training,https://CRAN.R-project.org/package=caret。  new window
5.Li, J. E.(2017)。Credit Market Frictions and the Linkage between Micro and Macro Uncertainty(SSRN 3472327)。  new window
6.Meyer, D.,Dimitriadou, E.,Hornik, K.,Weingessel, A.,Leisch, F.,Chang, C. C.,Lin, C. C.(2021)。E1071: Misc Functions of the Department of Statistics, Probability Theory Group (Formerly: E1071), TU Wien,https://CRAN.R-project.org/package=e1071。  new window
7.Molnar, C.(2020)。Interpretable machine learning。  new window
8.Pfaff, B.(2018)。Vars: VAR Modelling,https://CRAN.R-project.org/package=vars。  new window
圖書論文
1.Shapley, L. S.(1953)。A Value for n-Person Games。Contributions to the theory of games。Princeton University Press。  new window
 
 
 
 
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