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題名:改良式類神經網路預測模式於股價預測之研究
書刊名:北商學報
作者:張育維 引用關係
作者(外文):Chang, Yu-wei
出版日期:2013
卷期:23
頁次:頁1-18
主題關鍵詞:股價預測ARIMA模式類神經網路灰色預測Stock price forecastingARIMAArtificial neural networkGM(1,1)
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:2
  • 點閱點閱:48
期刊論文
1.Zheng, X.、Liu, M.(2009)。An overview of accident forecasting methodologies。Journal of Loss Prevention in the Process Industries,22,484-491。  new window
2.白炳豐、林國平、王正賢(20040300)。橢圓形模糊系統於臺灣股市股價預測之應用。工業工程學刊,21(2),146-155。new window  延伸查詢new window
3.黃宇翔、王百祿(20081200)。ARIMA與適應性SVM之混合模型於股價指數預測之研究。電子商務學報,10(4),1041-1065。new window  延伸查詢new window
4.潘文超(20060600)。以灰色預測與類神經模糊推論系統預測臺股加權指數之研究。遠東學報,23(2),217-223。  延伸查詢new window
5.覃思乾(2006)。股價預測的GM(1,1)模型。決策與統計,2,22-23。  延伸查詢new window
6.Chen, A. S.、Leung, M. T.、Daouk, H.(2003)。Application of neuralnetworks to an emerging financial market: forecasting and trading the Taiwan Stock Index。Computers & Operations Research,30(6),901-923。  new window
7.Tseng, F. M.、Yu, H. C.、Tzeng, G. W.(2002)。Combining neural network model with seasonal time series for forecasting gyro drift。Technological Forecasting & Social Change,69,71-87。  new window
8.Wang, J. -Z.、Wang, J. -J.、Zhang, Z. -G.、Guo, S. -P.(2011)。Forecasting stock indices with back propagation neural network。Expert Systems with Application,38,14346-14355。  new window
9.Wang, J.-J.、Wang, J.-Z.、Zhang, Z.-G.、Guo, S.-P.(2012)。Stock index forecasting based on a hybrid model。Omega,40(6),758-766。  new window
10.Saad, E.、Prokhorov, D.、Wunsch, D.(1998)。Comparative Study of Stock Trend Prediction Using Time Delay, Recurrent and Probabilistic Neural Networks。IEEE Transactions on Neural Networks,9(6),1456-1470。  new window
11.Witt, S. F.、Witt, Christine A.(1995)。Forecasting tourism demand: A review of empirical research。International Journal of Forecasting,11(3),447-475。  new window
12.Pai, Ping-Feng、Lin, Chih-Sheng(2005)。A hybrid ARIMA and support vector machines model in stock price forecasting。Omega,33(6),497-505。  new window
13.Wang, C.-H.(2004)。Predicting tourism demand using fuzzy time series and hybrid grey theory。Tourism Management,25(3),367-374。  new window
14.Leigh, W.、Paz, M.、Purvis, R.(2002)。An Analysis of a Hybrid Neural Network and Pattern Recognition Technique for Predicting Short-term Increases in the NYSE Composite Index。Omega: The International Journal of Management Science,30(2),69-76。  new window
15.Oh, K. J.、Kim, K. J.(2002)。Analyzing Stock Market Tick Data Using Piecewise Nonlinear Model。Expert Systems with Applications,22(3),249-255。  new window
16.Tseng, F. M.、Yu, H. C.、Tzeng, G. H.(2001)。Applied hybrid grey model to forecast seasonal time series。Technological Forecasting and Social Change,67,291-302。  new window
17.詹錢登、曾志民、王志賢、王啓明(2006)。類神經網路應用於颱風報潮之預測。海洋工程學刊,6(1),1-24。  延伸查詢new window
18.Hassan, M. R.、Nath, B.、Kirley, M.(2007)。A fusion model of HMM, ANN and GA for stock market forecasting。Expert Systems with Applications,33(1),171-180。  new window
19.Güresen, Erkam、Kayakutlu, Gülgün、Daim, Tugrul U.(2011)。Using artificial neural network models in stock market index prediction。Expert Systems with Applications,38(8),10389-10397。  new window
學位論文
1.許枝傳(2005)。應用類神經網路與時間數列方法在小型台指期貨指數之分析與預測(碩士論文)。義守大學。  延伸查詢new window
2.張大晉(2009)。應用價格循環理論及遺傳類神經網路於股價預測之應用(碩士論文)。大葉大學。  延伸查詢new window
3.黃祺偉(2009)。多核心支援迴歸向量機應用於股價預測(碩士論文)。國立中山大學。  延伸查詢new window
4.鄒杰夫(2008)。台灣上市類股股價預測模型之研究--倒傳遞類神經網路模型之應用(碩士論文)。玄奘大學。  延伸查詢new window
5.廖凡宇(2010)。以類神經網路在股價預測之研究(碩士論文)。虎尾科技大學。  延伸查詢new window
6.蔡明翰(2010)。應用ARIMA與GARCH模式於台灣運輸產業股價之預測(碩士論文)。國立交通大學。  延伸查詢new window
7.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
圖書
1.鄧聚龍(1982)。灰色系統基本方法。華中理工大學出版社。  延伸查詢new window
2.Lewis, Colin D.(1982)。International and Business Forecasting Methods。London:Butterworths。  new window
3.楊奕農(2005)。時間序列分析--經濟與財務上之應用。臺北:雙葉書廊有限公司。  延伸查詢new window
4.葉怡成(2004)。應用類神經網路。臺北市:儒林圖書。  延伸查詢new window
5.Pankratz, A.(1983)。Forecasting with univariate Box-Jenkins method。NY:Wiley。  new window
 
 
 
 
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