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題名:整合多元適應性雲形迴歸與支援向量迴歸建構股價預測模式之研究
書刊名:數據分析
作者:呂淑瑜呂奇傑 引用關係
作者(外文):Lu, Shu-yuLu, Chi-jie
出版日期:2018
卷期:13:2
頁次:頁47-61
主題關鍵詞:股價預測多元適應性雲形迴歸支援向量迴歸Stock price forecastingMultivariate adaptive regression splinesSupport vector regression
原始連結:連回原系統網址new window
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  • 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.Zhou, Y.、Leung, H.(2007)。Predicting objected-oriented software maintainability using multivariate adaptive regression splines。The Journal of Systems and Software,80,1349-1361。  new window
2.Raj Kiran, N.、Ravi, V.(2008)。Software reliability prediction by soft computing techniques。The Journal of Systems and Software,81(4),576-583。  new window
3.Koike, A.、Takagi, T.(2004)。Prediction of protein-protein interaction sites using support vector machines。Protein Engineering Design & Selection,17(2),165-173。  new window
4.Pai, P. F.、Lin, C. S.(2005)。Using Support Vector Machines in Forecasting Production Values of Machinery Industry in Taiwan。The International Journal of Advanced Manufacturing Technology,27(1),205-210。  new window
5.Kim, K.-J.(2003)。Financial time series forecasting using support vector machines。Neurocomputing,55(1/2),307-319。  new window
6.De Veaux, R. D.、Gordon, A. L.、Comiso, J. C.、Bacherer, N. E.(1993)。Modeling of topographic effects on Antarctic sea ice using multivariate adaptive regression splines。Journal of Geophysical Research,98(C11),20307-20319。  new window
7.Leigh, W.、Hightower, R.、Modani, N.(2005)。Forecasting the New York stock exchange composite index with past price and interest rate on condition of volume spike。Expert Systems with Applications,28(1),1-8。  new window
8.Ince, H.、Trafalis, T. B.(2006)。A hybrid model for exchange rate prediction。Decision Support Systems,42(2),1054-1062。  new window
9.Nguyen-Cong, V.、Dang, G. V.、Rode, B. M.(1996)。Using Multivariate Adaptive Regression Splines to QSAR Studies of Dihydroartemisinin Derivatives。European Journal of Medical Chemistry,31(10),797-803。  new window
10.Roh, Tae Hyup(2007)。Forecasting the volatility of stock price index。Expert Systems with Applications,33(4),916-922。  new window
11.Abraham, A.、Steinberg, D.、Philip, N. S.(2001)。Rainfall forecasting using soft computing models and multivariate adaptive regression splines。IEEE SMC Transactions: Special,2001,1-12。  new window
12.Chen, A. S.、Leung, M. T.、Daouk, H.(2003)。Application of neural network to an emerging financial market: Forecasting and trading the Taiwan stock index。Computers & Operations Research,,30,901-923。  new window
13.Friedman, J. H.(1991)。Multivariate Adaptive Regression Splines (with discussion)。The Annals of Statistics,19,1-141。  new window
14.Ko, M.、Osei-Bryson, K. M.(2004)。Using regression splines to assess the impact of information technology investments on productivity in the health care industry。Information Systems Journal,14,43-63。  new window
15.Nag, A. K.、Mitra, A.(2002)。Forecasting daily foreign exchange rates using genetically optimized neural networks。Journal of Forecasting,21,501-511。  new window
16.Schittenkopf, C.、Dorffner, G.、Dockner, E. J.(2000)。Forecasting time-dependent conditional densities: a semi-nonparametric neural network approach。Journal of Forecast,19,355-374。  new window
17.Tay, Francis E. H.、Cao, Lijuan(2001)。Financial Forecasting Using Support Vector Machines。Neural Computing & Application,10,184-192。  new window
18.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
19.Chou, S. M.、Lee, T. S.、Shao, Y. E.、Chen, I. F(2004)。Mining the breast cancer pattern using artificial neural networks and multivariate adaptive regression splines。Expert Systems with Applications,27(1),133-142。  new window
20.Griffin, W. L.、Fisher, N. I.、Friedman, J. H.、Ryan, C. G.(1997)。Statistical Techniques for the Classification of Chromites in Diamond Exploration Samples。Journal of Geochemical Exploration,59(3),233-249。  new window
21.Meissner, Gunter、Kawano, Noriko(2001)。Capturing the Volatility Smile of Options on High-tech Stocks: A Combined GARCH-neural Network Approach。Journal of Economics and Finance,25(3),276-292。  new window
22.Mohandes, M. A.、Halawani, T. O.、Rehman, S.、Hussain, A. A.(2004)。Support vector machines for wind speed prediction。Renewable Energy,29,939-947。  new window
23.Tay, Francis E. H.、Cao, Lijuan(2001)。Application of Support Vector Machines in Financial Time Series Forecasting。Omega: The International Journal of Management Science,29(4),309-317。  new window
24.Karras, D. A.、Mertzios, B. G.(2004)。Time Series Modeling of Endocardial Border Motion in Ultrasonic Images Comparing Support Vector Machines, Multilayer Perceptrons and Linear Estimation Technique。Measurement,36,331-345。  new window
25.Balachandher, K. G.、Fauzias, M. N.、Lai, M. M.(2002)。An examination of the random walk model and technique trading rules in the Malaysian stock market。Quarterly Journal of Business & Economics,41,81-104。  new window
26.Zhang, Guoqiang、Patuwo, B. Eddy、Hu, Michael Y.(1998)。Forecasting with artificial neural network: The state of the art。International Journal Forecasting,14(1),35-62。  new window
會議論文
1.Zareipour, H.、Bhattacharya, K.、Canizares, C. A.(2006)。Forecasting the Hourly Ontario Energy Price by Multivariate Adaptive Regression Splines。IEEE Power Engineering Society General Meeting。  new window
研究報告
1.Friedman, J. H.(1990)。Multivariate Adaptive Regression Splines。Stanford, CA:Department of Statistics, Stanford University。  new window
學位論文
1.黃明輝(2002)。資料探勘在財務領域的運用--以債券型基金之績效評估為例(碩士論文)。輔仁大學。  延伸查詢new window
2.唐筱菁(2002)。整合財務比率與智慧資本指標建構企業危機預警系統--MARS與類神經網路之應用(碩士論文)。輔仁大學。  延伸查詢new window
3.朱慧祺(2008)。資料探勘乳部腫瘤存活分析模式之建構(碩士論文)。輔仁大學。  延伸查詢new window
4.徐美珍(2004)。企業財務危機之預測(碩士論文)。國立政治大學。  延伸查詢new window
5.許書瑤(2006)。結合粒子群最佳化演算法與支援向量迴歸於財務時間序列預測模式之建構--以日經225指數及台灣加權股價指數為例(碩士論文)。輔仁大學。  延伸查詢new window
6.許峻源(2001)。類神經網路與MARS於資料探勘分類模式之應用(碩士論文)。輔仁大學。  延伸查詢new window
圖書
1.Vapnik, V. N.(1999)。The nature of statistical learning theory。Springer-Verlag。  new window
2.Steinberg, D.、Bernard, B.、Phillip, C.、Kerry, M.(1999)。MARS User Guide。San Diego, CA:Salford Systems。  new window
圖書論文
1.Vapnik, V.、Golowich, S. E.、Smola, A.(1997)。Support vector method for function approximation, regression estimation and signal processing。Advance in Neural information processing system。Cambridge, MA:MIT Press。  new window
 
 
 
 
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