On Deriving Optimal Stock-Trading Strategies in Taiwan Stock Exchange Market Based on Markov Decision Process
碩士 === 東海大學 === 工業工程與經營資訊學系 === 95 === In this study we derive optimal stock-trading strategies in Taiwan stock exchange market (TSEM) based on Markov Decision Process (MDP). First, we defined the 14 states variables in the MDP that match with the 7%-limit rule on the stock-price change in TSEM. Acc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/13608563042708193108 |