The Empirical Research of Trading Strategies for Convolutional Neural Network and Portfolio Theory on Taiwan Stock Market
碩士 === 國立政治大學 === 金融學系 === 107 === This Research selects 49 companies from the top 60 companies in Taiwan as a sample, collects stock data from 2006 to 2018. Choose technical indicators as variables, and use convolutional neural network prediction as a stock selection strategy to form a portfolio. I...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5774t5 |