Behavioral Finance Artificial Intelligence Trading Strategies Algorithm in the Empirical Analysis of Taiwan Index Warrants
碩士 === 東吳大學 === 財務工程與精算數學系 === 106 === This study uses the methods of historical estimation, the Gram-Charlier of Corrado and Su (1996), and Zhang et al. (2017) to investigate the relations between the underlying asset returns and the behavior sentiment indexes: the implied volatility and the implie...
| 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/43nry6 |