Forecasting Taiwan Index Futures with XGBOOST Algorithm

碩士 === 國立雲林科技大學 === 財務金融系 === 107 === Over the past two decades, a growing large body of investors has traded the Taiwan index weighted futures (TX) for arbitrage or hedging purpose. As the information released by the Taiwan Futures Exchange is more diversified, the related researches on TX is also...

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Bibliographic Details
Main Authors: LIU,SHUN-FU, 劉順富
Other Authors: LIU,CHIH-LIANG
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/m782y5