A Study of the Open Interest for Institutional Investors in TAIEX Futures and Options

碩士 === 國立交通大學 === 資訊管理研究所 === 98 === This study applies Back-Propagation Neural Network(BPNN) for investigating the relationship between TAIEX and Taiwan’s three major institutional investors’ open interest of futures and options. Daily values of three institutional investors, foreign investor, inve...

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Bibliographic Details
Main Authors: Lin, Yu-Ling, 林鈺綾
Other Authors: Chen, An-Pin
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/84180955008013504809