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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/86134633170047597851 |