An Application of Smooth Support Vector Regression and Gray Prediction on the TDR Arbitrage Strategy
碩士 === 國立臺灣科技大學 === 資訊管理系 === 100 === Because of the relation between Taiwan Depositary Receipt (TDR) and their underlying stocks, since TDR released end of 2008, Investor from Taiwan could not control the mode to reap the profit easily by its difference about the institutions and cultures, also inc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/kpe9bh |