Taiex Futures Trading Systems based on Grey Theorem

碩士 === 國立臺灣科技大學 === 資訊工程系 === 93 === In this thesis, the main goal is to develop the long-term trend index to let the investors have sufficient confidence to hold the positions for a long time. Furthermore, we construct the short-term strategies to lower the risk if the traders hold many positions o...

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Bibliographic Details
Main Authors: Po-Tsang Yu, 余勃蒼
Other Authors: Yen-Tseng Hsu
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/17538198831535017122