Applying Market Profile and Direction Satisfaction Factor on Trend Forecasting of TAIEX

碩士 === 國立交通大學 === 資訊管理研究所 === 105 === We extract a logic from Market Profile and transform it into an indicator named Direction Satisfaction Factor which can forecast market trend of the next day. We also arrange this indicator with Rotation Factor and Excess, use genetic algorithm which is good at...

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Bibliographic Details
Main Authors: Lai, Yen-Ming, 賴彥銘
Other Authors: Chen, An-Pin
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/k244u9