Building Multi-factor Stock Selection System Using Design of Experience and Regression Analysis
碩士 === 中華大學 === 資訊管理學系碩士班 === 99 === Abstract Over the past most multi-factor stock selection models used score approach, and subjectively set the score weight for each factor. This subjective approach not only can not optimize of performance of stock selection model, but also can not determine the...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03735390339706120418 |