Constructing Smart Beta Trading Strategies with Deep Learning: Evidence from Taiwan Stock Market
碩士 === 國立中山大學 === 財務管理學系研究所 === 106 === In this research, Multilayer Perceptron (MLP) and Convolutional Neural Networks (CNN), belonging to Deep Learning, are designed as the investment models. Using Smart Beta factors and technical indicators as model inputs, this paper provides a Deep Learning Str...
| 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/9cs5m4 |