The profitability of CRISMA trading system by using Neuro-Fuzzy
碩士 === 靜宜大學 === 企業管理研究所 === 90 === In this paper we investigate the profitability of the proposed trading system combining CRISMA technical trading rules and Neuro-Fuzzy technique based on the MSCI Taiwan Stocks. Besides, this paper also construct the portfolio by using Neuro-Fuzzy, and we compare t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98054254765312960174 |