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題 名 | The Influential Specialties of Interest Rate in Derivative Commodity Market and Application of Neural Network=衍生性金融商品市場利率影響特質及類神經網路應用 |
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作 者 | 伍宇文; | 書刊名 | 黃埔學報 |
卷 期 | 33 1997.06[民86.06] |
頁 次 | 頁1-11 |
分類號 | 562.1 |
關鍵詞 | 衍生性金融商品市場; 利率; LIBOR; Random walk; Off-balance transaction; Liquidate debt; Business leading barometer; Adaptive learning rate method; |
語 文 | 英文(English) |
英文摘要 | The outcome of the study pointed out that in the application of neural network to forecast the constantly fluctuating interest rate in derivative commodity market, the mixed-improved network of incorporating Adaptive Learning Rate Method with Ngnyen-Widrow Method has the most outstanding performance. In the mean time, the results of testing in thinking process also showed the excellence of neural network in terms of convergent speed of error and effect of forecasting while the problems of multicollinearity and autocorrelation seriously exist in multiregressional model. |
本系統中英文摘要資訊取自各篇刊載內容。