Neural network based Strategy for Trading Options

碩士 === 國立彰化師範大學 === 資訊管理學系所 === 104 === Options are tools for both position trading and risk management, but finding the right strategy is key to using these tools. Therefore, in this research, we develop an artificial neural network model for constructing option trading strategies. First, we predic...

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Bibliographic Details
Main Authors: Ke, Pei-Yin, 柯佩吟
Other Authors: Yang, Wan-Shiou
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/18415557095260703118