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題名:以實驗計畫法與迴歸分析建構多因子選股系統
書刊名:數據分析
作者:葉怡成劉泰男
作者(外文):Yeh, I-chengLiu, Tai-nan
出版日期:2016
卷期:11:1
頁次:頁167-205
主題關鍵詞:股市選股多因子模型配方實驗計畫法迴歸分析最佳化Stock marketStock pickingMulti-factor modelMixtureDesign of experimentRegression analysisOptimization
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:5
期刊論文
1.van der Hart, Jaap、Slagter, Erica、van Dijk, Dick(2003)。Stock selection strategies in emerging markets。Journal of Empirical Finance,10(1/2),105-132。  new window
2.Cao, Q.、Leggio, K. B.、Schniederjans, M. J.(2005)。A Comparison between Fama and French's Model and Artificial Neural Networks in Predicting the Chinese Stock Market。Computers and Operations Research,32(10),2499-2512。  new window
3.Eakins, S. G.、Stansell, S. R.(2003)。Can value-based stock selection criteria yield superior risk-adjusted returns: an application of neural networks。International Review of Financial Analysis,12(1),83-97。  new window
4.Olson, D.、Mossman, C.(2003)。Neural network forecasts of Canadian stock returns using accounting ratios。International Journal of Forecasting,19(3),453-465。  new window
5.Atsalakis, George S.、Valavanis, Kimon P.(2009)。Surveying stock market forecasting techniques--Part II: Soft computing methods。Expert Systems with Applications,36(3),5932-5941。  new window
6.Ren, N.、Zargham, M.、Rahimi, S.(2006)。A Decision Tree-Based Classification Approach to Rule Extraction for Security Analysis。International Journal of Information Technology and Decision Making,5(1),227-240。  new window
7.邱志洲、蔡易潤、呂奇傑(20151000)。建構兩階段多目標之類免疫支援向量廻歸模式於股價預測。Journal of Data Analysis,10(5),1-30。new window  延伸查詢new window
8.張虎、李國俊(20110200)。中國證券市場有效性研究。Journal of Data Analysis,6(1),63-82。new window  延伸查詢new window
9.陳信宏、李顯儀、蘇懿(20141000)。中國大陸上市公司營收資訊對股價之傳遞速度。Journal of Data Analysis,9(5),73-97。new window  延伸查詢new window
10.Noma, M.(2010)。Value investing and financial statement analysis。Hitotsubashi Journal of Commerce and Management,44(1),29-46。  new window
11.Roko, I.、Gilli, M.(2008)。Using economic and financial information for stock selection。Computational Management Science,5(4),317-335。  new window
12.Yeh, I-Cheng、Hsu, Tzu-Kuang(2011)。Growth Value Two-Factor Model。Journal of Asset Management,11(6),435-451。  new window
13.Sorensen, E. H.、Miller, K. L.、Ooi, C. K.(2000)。The Decision Tree Approach to Stock Selection。Journal of Portfolio Management,27(1),42-53。  new window
14.Piotroski, Joseph D.(2000)。Value Investing: the Use of Historical Financial Statement Information to Separate Winners from Losers。Journal of Accounting Research,38(1),1-41。  new window
圖書
1.葉怡成(2005)。實驗計劃法--製程與產品最佳化。五南圖書出版股份有限公司。  延伸查詢new window
2.Montgomery, Douglas C.、黎正中(1998)。實驗設計與分析。臺北:高立圖書有限公司。  延伸查詢new window
3.Myers, Raymond H.、Montgomery, Douglas C.(1995)。Response Surface Methodology。John Wiley & Sons, Inc.。  new window
4.葉怡成、吳盛富(2013)。臺灣股市何種選股模型行得通?。臺北:財團法人臺灣金融研訓院。  延伸查詢new window
5.Montgomery, Douglas C.(1996)。Design and Analysis of Experiments。New York:John Wiley & Sons, Inc.。  new window
 
 
 
 
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