Data mining techniques to identify the direction of Taiwan Stock Index Futures day trading
碩士 === 東吳大學 === 財務工程與精算數學系 === 99 === This study focused on whether the price movement of TAIEX Futures in every five-minute interval of the first 105 minutes impacts on the price moving direction during the rest of trading hours. The main research tool for this study is the decision tree model in d...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62576979033399310486 |