查詢結果分析
相關文獻
- 類神經網路於香港跨境臺灣ETF股價預期能力之研究
- Neural Network Procedures for Taguchi's Dynamic Problems
- A Fast and Efficient Competitive Learning Design Algorithm Based on Weight Vector Training in Transform Domain
- 專家系統振動訊號圖型判別之研究
- 反傳遞模糊類神經網路於流量推估之應用
- 類神經網路(Neural Networks)的種類及其在影像處理上的應用
- C++Fuzzy類神經網路物件導向發展系統之建立
- 臺灣汽保費率之估計--對數線性費率模式與類神經網路之比較
- 運用類神經網路於股價指數之套利--以日經225指數為例
- 使用類神經網路預估碳化鎢材料放電加工性能
頁籤選單縮合
題名 | 類神經網路於香港跨境臺灣ETF股價預期能力之研究=The Study of Neural Network to Predict Hong Kong ETF Stock Price |
---|---|
作者 | 賴建成; 林育俊; | 書刊名 | 國立虎尾科技大學學報 |
卷期 | 29:2 2010.06[民99.06] |
頁次 | 頁9-20 |
分類號 | 563.54 |
關鍵詞 | 跨境掛牌; 類神經網路; ETF; Cross-border listed; Neural network; |
語文 | 中文(Chinese) |
中文摘要 | 本研究利用倒傳遞演算法爲架構的前饋式類神經網路,以香港掛牌ETF及香港跨境台灣掛牌ETF爲研究標的,探討其輸入變數香港恒生指數前一日收盤價是否有「價格發現」功能,以提供給國內外投資人作爲決策輔助系統以獲取較佳投資績效。因爲香港股票市場收盤時間爲16:00,而台灣股票市場收盤時間13:30,造成香港收盤時間較晚,所以本研究依據相同的輸入變數香港恒生指數前一日收盤價,分別與輸出變數香港掛牌ETF當日開盤價、香港跨境台灣掛牌ETF當日開盤價兩者互相比較驗證,是否仍具有相同股價預期能力。實證結果顯示,香港恒生指數前一日收盤價對香港掛牌ETF當日開盤價預期能力較對香港跨境台灣掛牌ETF當日開盤價預期能力來得好,這也表示香港恒生指數前一日收盤價對香港掛牌ETF當日開盤價相較於對香港跨境台灣掛牌ETF當日開盤價有價格發現功能。 |
英文摘要 | The study uses the back-propagation algorithm for the structure of feed-forward neural network, The purpose of this research focuses on the Hong Kong ETF listed in Hong Kong and the Hong Kong ETF cross-border listed in Taiwan, and explore its input (forecast) variables, whether there is "price discovery" function, to provide for domestic and foreign investors as a decision-support systems to obtain better investment performance. Because Hong Kong stock market's closing time is 16:00, while Taiwan stock market's closing time is 13:30, resulting in Hong Kong to close later. Therefore this study was based on the same input (forecast) variables, respectively, and output (target) variables Hong Kong ETF listed in Hong Kong and the Hong Kong's ETF cross-listed in Taiwan to compare the two verifications, the expected stock price still has the same capacity. The empirical results show that neural network is expected to verify the ability of Hong Kong ETF listed in Hong Kong stock price forecast capacity was better than in Hong Kong ETF cross-border Listed in Taiwan stock price forecast capacity. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。