A Study of the Relationship between Order Flow and Price Changes for Taiwan stock Index futures
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 93 === This thesis uses the artificial neural network(ANN) to investigate the linearity and non-linearity of relation between unexpected order flow and price changes. We analyze one minute intraday data of Taiwan stock index futures from January. 1, 2003 to December...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56406998552821834617 |