Applying the Artificial Intelligence Neural Network for Constructing Optimal Investment Portfolio
碩士 === 東吳大學 === 財務工程與精算數學系 === 107 === In this study, the Alpha index and the Neural Network algorithm are used to construct the stock picking strategy. Then the Markowitz (1952) Mean-Variation optimization algorithm is used to determine the allocation weight of individual stocks. Finally, we consid...
| 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/3ya79d |