The Study of Wavelet Transform and Neural Network in Cross-Listed ETFs Stock Price Forecasting and Price Discovery
博士 === 國立高雄第一科技大學 === 財務金融研究所 === 100 === The purpose of this paper is to use wavelet transform and back-propagation neural network in financial time series forecasting. This research focuses on the Hong Kong ETFs listed in Hong Kong and the Hong Kong ETFs cross-listed in Taiwan, and explores its in...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36096520962059426442 |