A study on Prediction Model of Dynamic Grey Rough Set and its Application for Optimal Stock Portfolio

碩士 === 嶺東技術學院 === 財務金融研究所 === 93 === ABSTRACT The main purpose of our study is to establish a trend filtering system, which combines Rough Set and Grey Theory to form the Trend Grey-Sets (Its abbreviation is TG-Rough Sets). This model is used to let the time-serial, season-serial or regular data hav...

Full description

Bibliographic Details
Main Authors: JING-LUN JIAN, 簡敬倫
Other Authors: TING-CHENG CHANG
Format: Others
Language:en_US
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/86134633170047597851