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標題: 基於移動平均分析技術實作類神經網路系統於股價預測
A neural network system implementation of stocks price forecasting model based on MA analysis technique
作者: 廖文榮
Liao, Wen-Jung
關鍵字: stocks forecasting;股票預測;technique analysis;neuro-fuzzy network;技術分析;模糊類神經網路
出版社: 電子商務研究所
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This paper develops a model of a trading system by using neuro-fuzzy framework in order to better predict the stock market index. This research is proposed to integrate every component in the stock analysis system. For this reason, the analysis system is a flexible and adjustable through calling by each component. Dynamic parameters can be automatically analyzed the model developed in the research. The empirical results show strong evidence of nonlinearity in the stock market index by using moving average based technical trading rules. Theoretically our approach shows that the neuro-fuzzy model may allow investors to earn higher returns in the dynamic model when profit making opportunities exist and can be exploited with an efficient information processing and learning system strategically.
其他識別: U0005-1308200801301400
Appears in Collections:科技管理研究所

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