Application of Neural Networks on Taiwan Stock Index Price Forecast and Trading Strategies
碩士 === 輔仁大學 === 金融研究所 === 91 === This study applies Back-Propagation Neural Network to predict Taiwan stock index price. Disregarding technical and fundamental indicators, this thesis considers raw futures and cash index data as the inputs of the network. The Taiwan index futures opens earlier and c...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/16143114904589731184 |