Forecasting Stock Market Indices Using RVC-SVR

碩士 === 臺北市立大學 === 資訊科學系碩士班 === 102 === This paper addresses stock market forecasting indices. Generally, the stock market index exhibits clustering properties and irregular fluctuation. This paper presents the results of using real volatility clustering (RVC) to analyze the clustering in support vec...

Full description

Bibliographic Details
Main Author: 黃瀞萱
Other Authors: Jui-Chung Hung
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/08567077783618402841