Technical Analysis, Genetic Algorithms, and Data Snooping : An Empirical Study of Taiwan Stock Market
碩士 === 國立雲林科技大學 === 企業管理系碩士班 === 89 === This study investigates the forecast power of technical trading rules in Taiwan stock markets. The technical trading rules of Brock, Lakonishok, and LeBaron (BLL, 1992) are used as a benchmark to compare with the profitability of genetic algorithm (GA) trading...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/17018885455000091590 |