TAIEX Trend Prediction with Support Vector Machine

碩士 === 國立中山大學 === 財務管理學系研究所 === 104 === This paper develops a prediction model which combined genetic algorithms and support vector machine to predict the five-day-ahead direction of the TAIEX. We employ technical indicators as model input features, and the model output is upward or downward signal....

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Bibliographic Details
Main Authors: Yen-Ting Su, 蘇彥庭
Other Authors: Jen-Tsung Huang
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/61892041901017770533