Using GA-based Support Vector Regression to Explore the Value Premium and Size Premium of Stock Market in the United States

碩士 === 中華大學 === 資訊管理學系碩士班 === 98 === Stock market prediction is an important research issue of Artificial Intelligent. Our research used hybrid AI to explore the value premium of S&P 500 Barra value index and S&P 500 Barra growth index, size premium between S&P 600 small cap index and S&...

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Bibliographic Details
Main Authors: Hsiao-Ching Lee, 李小青
Other Authors: Deng-Yiv Chiu
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/96957244141958773284