The Trading Performance of Genetic Algorithm Technical Rules: An Empirical Study of Taiwan Stock Market

碩士 === 國立雲林科技大學 === 企業管理技術研究所 === 87 === This study uses genetic algorithm (GA) to search the technical rules with best trading profits and their combining strategies. The GA technical trading rules are tested by the daily trading data of Taiwan Stock Exchange Index (TSE Index). Then we examine whet...

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Bibliographic Details
Main Authors: Jau-Sien Chen, 陳照憲
Other Authors: Chin-Sheng Huang
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/88031583756504457595