:::

詳目顯示

回上一頁
題名:模糊類神經多項參數建構之預測模式及PSO-RLSE演算法於股市投資策略之研究
書刊名:臺灣管理學刊
作者:侯夆霖李俊賢
作者(外文):Hou, FenglinLi, Chunshien
出版日期:2020
卷期:20:1
頁次:頁23-75
主題關鍵詞:類神經網路模糊類神經模型粒子群演算法Artificial neural networksFuzzy-neural systemParticle swarm optimization
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:0
  • 點閱點閱:4
期刊論文
1.Marshall, B. R.、Cahan, R. H.(2005)。Is Technical Analysis Profitable on A Stock Market which has Characteristics that Suggest it may be Inefficient?。Research in International Business and Finance,19,384-398。  new window
2.Boyacioglu, M. A.、Avci, D.(2010)。An adaptive network-based fuzzy inference system (ANFIS) for the prediction of stock market return: The case of the Istanbul stock exchange。Expert Systems with Applications,37(12),7908-7912。  new window
3.Huarng, K.、Yu, T. H. K.(2006)。Ratio-based lengths of intervals to improve fuzzy time series forecasting。IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics,36,328-340。  new window
4.Bollen, Johan、Mao, Huina、Zeng, Xiaojun(2011)。Twitter mood predicts the stock market。Journal of Computational Science,2(1),1-8。  new window
5.Haidt, Jonathan(2007)。The New Synthesis in Moral Psychology。Science,316(5827),998-1002。  new window
6.Kim, K.-J.(2003)。Financial time series forecasting using support vector machines。Neurocomputing,55(1/2),307-319。  new window
7.Cheng, C.-H.、Wei, L.-Y.、Chen, Y.-S.(2009)。Fusion ANFIS models based on multi-stock volatility causality for TAIEX forecasting。Neurocomputing,72(16-18),3462-3468。  new window
8.Dickinson, D. G.(2000)。Stock market integration and macroeconomic fundamentals: An empirical analysis, 1980-95。Applied Financial Economics,10(3),261-276。  new window
9.Chen, T. L.、Cheng, C. H.、Teoh, H. J.(2008)。High-order fuzzy time-series based on multi-period adaptation model for forecasting stock markets。Physica A: Statistical Mechanics and Its Applications,387,876-888。  new window
10.Hirshleifer, David A.(2015)。Behavioral finance。Annual Review of Financial Economics,7,133-159。  new window
11.Wei, L.-Y.(2016)。A hybrid ANFIS model based on empirical mode decomposition for stock time series forecasting。Applied Soft Computing,42,368-376。  new window
12.Basu, S.(1977)。Investment performance of common stocks in relation to their priceearnings ratios: A test of the efficient market hypothesis。The Journal of Finance,32,663-682。  new window
13.Billah, M.、Waheed, S.、Hanifa, A.(2015)。Predicting closing stock price using Artificial Neural Network and adaptive neuro fuzzy inference system (ANFIS): The case of the Dhaka stock exchange。International Journal of Computer Applications,129(11),1-5。  new window
14.Bing, Y.、Hao, J. K.、Zhang, S. C.(2012)。Stock market prediction using artificial neural networks。Advanced Engineering Forum,6/7,1055-1060。  new window
15.Cheng, C.-H.、Yang, J.-H.(2018)。Fuzzy time-series model based on rough set rule induction for forecasting stock price。Neurocomputing,302,33-45。  new window
16.Kuan, C.-M.、Liu, T.(1995)。Forecasting exchange rates using feedforward and recurrent neural networks。Journal of Applied Econometrics,10,347-364。  new window
17.Rumelhart, D. E.、Hinton, G. E.、Williams, R. J.(1986)。Learning representations by back-propagating errors。Nature,323(9),533-536。  new window
18.Schiffmann, W. H.、Geffers, H. W.(1993)。Adaptive control of dynamic systems by back propagation networks。Neural Networks,6,517-524。  new window
19.Takagi, T.、Sugeno, M.(1983)。Derivation of fuzzy control rules from human operator's control actions。IFAC Proceedings,16(13),55-60。  new window
20.Wan, Y.、Si, Y.-W.(2017)。Adaptive neuro fuzzy inference system for chart pattern matching in financial time series。Applied Soft Computing,57,1-18。  new window
21.Chen, S. M.(1996)。Forecasting Enrollments Based on Fuzzy Time Series。Fuzzy Sets and Systems,81(3),311-319。  new window
22.Huarng, K. H.(2001)。Effective Lengths of Intervals to Improve Forecasting in Fuzzy Time Series。Fuzzy Sets and Systems,123(3),387-394。  new window
23.Jang, J. S. Roger(1993)。ANFIS: Adaptive-network-based fuzzy inference system。IEEE Transactions on Systems, Man, and Cybernetics,23(3),665-685。  new window
24.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
25.Kim, Myoung-Jong、Min, Sung-Hwan、Han, Ingoo(2006)。An evolutionary approach to the combination of multiple classifiers to predict a stock price index。Expert Systems with Applications,31(2),241-247。  new window
26.Nikolopoulos, Chris、Fellrath, Paul(1994)。A Hybrid Expert System for Investment Advising。Expert Systems,11(4),245-250。  new window
27.Roh, Tae Hyup(2007)。Forecasting the volatility of stock price index。Expert Systems with Applications,33(4),916-922。  new window
28.Sugeno, M.、Takagi, T.(1985)。Fuzzy Identification of Systems and Its Applications to Modeling and Control。IEEE Transactions on Systems, Man, and Cybernetics,SMC-15(1),116-132。  new window
29.Thawornwong, S.、Enke, D.(2004)。The adaptive selection of financial and economic variables for use with artificial neural networks。Neurocomputing,56(1),205-232。  new window
30.Yu, H. K.(2005)。Weighted fuzzy time series models for TAIEX forecasting。Physica A: Statistical Mechanics and its Applications,349,609-624。  new window
31.Yu, Tiffany Hui-Kuang、Huarng, Kun-Huang(2008)。A bivariate fuzzy time series model to forecast the TAIEX。Expert Systems with Applications,34(4),2945-2952。  new window
32.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
33.Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。  new window
34.Chang, J. R.、Wei, L. Y.、Cheng, C. H.(2011)。A hybrid ANFIS model based on AR and volatility for TAIEX forecasting。Applied Soft Computing,11(1),1388-1395。  new window
會議論文
1.Kimoto, T.、Asakawa, K.、Yoda, M.、Takeoka, M.(1990)。Stock Market Prediction System with Modular Neural Networks。1990 IJCNN International Joint Conference on Neural Networks。  new window
圖書
1.Strobach, P.(1990)。Linear Prediction Theory: A Mathematical Basis for Adaptive Systems。Springer-Verlag。  new window
其他
1.Schiffmann, W. H.,Joost, M.,Werner, R.(1994)。Optimization of the backpropagation algorithm for training multilayer perceptrons,https://pdfs.semanticscholar.org/f356/1e38060e41d48cedffa93699a676b05812e8.pdf。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE