:::

詳目顯示

回上一頁
題名:適用資源配置的改良型類神經網路
書刊名:資訊管理學報
作者:柯博昌田育任
作者(外文):Ko, Po-changTien, Yu-jen
出版日期:2008
卷期:15:3
頁次:頁203-226
主題關鍵詞:類神經網路有限資源配置投資組合資金分配遺傳演算法Neural networkLimited resource allocationPortfolioAsset allocationGenetic algorithm
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:10
  • 點閱點閱:3
期刊論文
1.Sharpe, W. F.(1971)。A Linear Programming Approximation for the General Portfolio Analysis Problem。Journal of Financial and Quantitative Analysis,6(5),1263-1275。  new window
2.Ko, P. C.、Lin, P. C.(2006)。An Evolution-based Approach with Modularized Evaluations to Forecast Financial Distress。Knowledge Based Systems,19(1),84-91。  new window
3.Chen, W.-H.、Shih, J.-Y.(2006)。A study of Taiwan's issuer credit rating systems using support vector machines。Expert Systems with Applications,30(3),427-435。  new window
4.Calderon, T. G.、Cheh, J. J.(2002)。A roadmap for future neural networks research in auditing and risk assessment。International Journal of Accounting Information Systems,3(4),203-236。  new window
5.Ahn, B. S.、Cho, S. S.、Kim, C. Y.(2000)。The Integrated Methodology of Rough Set Theory and Artificial Neural Network for Business Failure Prediction。Expert Systems with Applications,18(2),65-74。  new window
6.Konno, H.、Yamazaki, H.(1991)。Mean-Absolute Deviation Portfolio Optimization Model and Its Application to Tokyo Stock Market。Management Science,37(5),519-531。  new window
7.林萍珍、陳稼興、林文修(20000700)。遺傳演算法在使用者導向的投資組合選擇之應用。資訊管理學報,7(1),155-171。new window  延伸查詢new window
8.Sharpe, William F.(1963)。A simplified model for portfolio analysis。Management Science,9(2),277-293。  new window
9.Srinivas, M.、Patnaik, L. M.(1994)。Genetic Algorithms: A Survey。IEEE Computer,27(6),17-26。  new window
10.Amilon, Henrik(2003)。A Neural Network Versus Black-Scholes: A Comparison of Pricing and Hedging Performances。Journal of Forecasting,22(4),317-335。  new window
11.Chapados, N.、Bengio, Y.(2001)。Cost functions and model combination for VAR-based asset allocation using neural networks。IEEE Transactions on Neural Networks,12(4),890-906。  new window
12.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
13.Chen, An-Sing、Leung, Mark T.(2004)。Regression neural network for error correction in foreign exchange forecasting and trading。Computers and Operations Research,31(7),1049-1068。  new window
14.黃國棟、許中川、黃金生(20021200)。回饋式類神經網路知識發掘應用於最適投資組合資金配置。中山管理評論,10(4),651-682。new window  延伸查詢new window
15.陳安斌、姜林杰祐(1999)。Mean variance model結構問題及其解決方法探討。寶來金融創新雙月刊,5,1-10。  延伸查詢new window
16.Hung, K. K.、Cheung, Y. M.、Xu, L.(2003)。An Extended ASLD Trading System to Enhance Portfolio Management。IEEE Transaction on Neural Networks,14(2),413-425。  new window
17.Lajbcygier, P.(2004)。Improving Option Pricing with the Product Constrained Hybrid Neural Network。IEEE Transaction on Neural Networks,15(2),465-476。  new window
18.McAdam, P.、McNelis, P.(2005)。Forecasting Inflation with Thick Models and Neural Networks。Economic Modelling,22(5),848-867。  new window
19.Young, M. F.(1998)。A Minimax Portfolio Rule with Linear Programming Solution。Management Science,44(5),673-683。  new window
20.Tkacz, Greg(2001)。Neural network forecasting of Canadian GDP growth。International Journal of Forecasting,17(1),57-69。  new window
21.Xia, Y.、Liu, B.、Wang, S.、Lai, K. K.(2000)。A Model for Portfolio Selection with Order of Expected Return。Computers & Operations Research,27(1),409-422。  new window
22.Lin, P. C.、Ko, P. C.(2009)。Portfolio value-at-risk forecasting with GA-based extreme value theory。Expert Systems with Applications,36(2),2503-2512。  new window
會議論文
1.Chen, J. S.、Hou, J. L.(2006)。A Combination Genetic Algorithm with Applications on Capital Allocation。IEA/AIE 2006。  new window
2.Smith, D.(1985)。Bin Packing with Adaptive Search。International Conference on Genetic Algorithms and Their Application,202-206。  new window
3.Davis, L.(1985)。Job Shop Scheduling with Genetic Algorithms。International Conference on Genetic Algorithms and Their Application,136-140。  new window
4.Goldberg, D. E.、Lingle, R.(1985)。Alleles, Loci, and the Traveling Salesman Problem。International Conference on Genetic Algorithms and Their Application,154-159。  new window
5.Lin, C. C.、Liu, Y. T.(2004)。A Multiple Objective Genetic Algorithm with Mathematical Crossover Operator。The Ninth Conference on Artificial Intelligence and Applications,(會議日期: November 2004)。  new window
6.Lowe, D.(1994)。Novel Exploitation of Neural Network Methods in Financial Markets。1994 IEEE International Conference on Neural Networks。IEEE。3623-3628。  new window
7.Shoaf, J.、Foster, J. A.(1998)。The Efficient Set GA for Stock Portfolios。International Conference on Evolutionary Computing (CEC)。IEEE Press。354-359。  new window
圖書
1.Haykin, S.(1999)。Neural Networks: A Comprehensive Foundation。Prentice-Hall。  new window
2.Holland, J. H.(1975)。Adaptation in Natural and Artificial Systems: An Introductory Analysis with Application to Biology, Control, and Artificial Intelligence。MI:University of Michigan Press。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE