Behavioral Finance Artificial Intelligence Trading Strategies Algorithm in the Empirical Analysis of Taiwan Derivatives Market
碩士 === 東吳大學 === 財務工程與精算數學系 === 106 === This dissertation applied the historical estimation, Bakshi et al.(2003), Corrado and Su(1996), and Zhang et al.(2017) models to derive the Sentiment Indicators - Implied Volatility and Implied Skewness in Taiwan equities and derivatives markets from 2015 to 20...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5dguha |