An Application of Smooth Support Vector Machines on Taiwan Stock Index Futures Arbitrage
碩士 === 國立臺灣科技大學 === 資訊管理系 === 94 === In the literatures, many studies address that arbitrage opportunities have the phenomenon of continuous existence. However, fund position of arbitrageurs is limited and the purpose of the thesis is that choosing the better arbitrage opportunities in the market an...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/364d7j |