Design of prediction system based on HMM and Grey theory
碩士 === 國立臺灣科技大學 === 資訊工程系 === 101 === The main purpose of this paper is to provide a prediction system for stock market and focus on Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). This system consist three models, including HMM, GMM and SVM. In this paper, the Monte Carlo method...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71324405355554596124 |