Stock trading data, decision tree analysis and investment portfolio
碩士 === 國立東華大學 === 財務金融學系 === 106 === The study proposes a new stock portfolio constructed by the decision tree model, for creating values for investors. Using stocks’ market trading data to be the decision variables and using the Sharpe ratios to be objective variable, we develop a decision tree mod...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3nc2y6 |