A Study on the Profitability of Neural Networks StockPrediction: The Case of Taiwan 50 Index Constituents
碩士 === 國立雲林科技大學 === 財務金融系 === 105 === This study employs back-propagation neural network by combining six fundamental variables and six macroeconomic indicators to predict the future returns of Taiwan 50 Index Constituents. The research period starts at January 2006 to December 2015 in a monthly mov...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ru5zf6 |