Modeling Financial Time Series with Soft Information
碩士 === 國立高雄大學 === 統計學研究所 === 106 === A hysteretic autoregressive model with GARCH effects and soft information, denoted by SHAR-GARCH, is proposed to model financial time series. The soft information contained in daily news is extracted by the techniques of support vector machine and principal compo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45p455 |