Constructing Call Warrant Trading Strategies with Deep Learning in Taiwan
碩士 === 國立中山大學 === 財務管理學系研究所 === 106 === This study uses all call warrants from 2003 to 2017 in Taiwan to design trading strategy about Bollinger Bands ,breakouts and moving averages, and then to use two feature selection methods : learning vector quantization plus five warrant features and random fo...
| 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/h38536 |