Artificial Neural Network Based Portfolio: Evidence from TSEC Taiwan 50 Index Constituent Stocks
碩士 === 雲林科技大學 === 財務金融系碩士班 === 97 === This study employs an artificial neural work model integrating with AR (4) for portfolio construction. The fundamental variables of sales and book value of Arnott (2004) are used as stock selection criteria in the pool of the TSEC Taiwan 50 Index constituent st...
| 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/33514777318138420907 |