Using Back-Propagation Neural Network and Support Vector Regression in Forecasting of Nikkei225 Stock Index and trading strategy

Using Back-Propagation Neural Network and Support Vector Regression in Forecasting of Nikkei225 Stock Index and trading strategy

碩士 === 輔仁大學 === 金融研究所 === 94 === This study investigates the information content and spill over effect of Nikkei 225 futures prices during the non-cash-trading (NCT) period. The same day’s leading futures and previous day’s cash and futures market closing indices are firstly used to predict the ope...

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Bibliographic Details
Main Authors:	Hsiang-Yu Liu, 劉翔瑜
Other Authors:	Tian-ShyugLee
Format:	Others
Language:	zh-TW
Published:	2006
Online Access:	http://ndltd.ncl.edu.tw/handle/86544622591427509846

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