A Fuzzy Time Series-based Neural Network Approach to the Prices Forecast of Taiwan Stock Index Options
碩士 === 國立臺灣科技大學 === 資訊管理系 === 97 === Recently, option price forecasting has become a popular financial issue. Clearly, option price is affected by many factors, such as the current underlying asset price, the strike price of the option. Though many researchers have proposed forecasting methods for o...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28908055592357690260 |