Forecasting High-Frequency Financial Time Series with Evolutionary Neural Trees：The Case of Hang Seng Stock Price Index
碩士 === 國立政治大學 === 經濟學系 === 87 === In this thesis, Evolutionary Neural Trees (ENTs) are applied to forecast the artificial data generated by financial and chaos models ─ iid random, linear process (Auto Regressive-Moving Average；ARMA), nonlinear processes (AutoRegressive Conditional Hetero...
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| Format: | Others |
| Language: | en_US |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/20219503687622939846 |