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 |