Using Factorized Technical Indicators as Market Sentiment for Predicting Market Returns-Apply Transfer Function ARIMA Model
碩士 === 國立臺北大學 === 企業管理學系 === 101 === Most stock prediction model using traditional stock technical indicators to construct the model, but recent research indicates stock returns associated with investor sentiment, trading volume and turnover are related. This article attempts besides price ind...
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| Format: | Others |
| Language: | zh-TW |
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2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/67637451724231060103 |