A Time-Series Elman-Network Model Based on Covariance Structural Feature Selection Method for Stock Prediction

碩士 === 國立雲林科技大學 === 資訊管理系 === 107 === The stock price prediction plays an important issue in the stock markets because the accuracy of predict will result in significant impact for investor. However, information growth is more rapidly in last decade, how to find out the key influencing factors from...

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Bibliographic Details
Main Authors: Tzu-Jui Chiu, 邱子睿
Other Authors: Ching-Hsue Cheng
Format: Others
Language:en_US
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/65838e