Exploring Seasonality Effect of Multinational Stock Dynamism with Support Vector Regression and Artificial Intelligence Approach

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Please use this identifier to cite or link to this item: http://chur.chu.edu.tw/handle/987654321/31115

Title:	Exploring Seasonality Effect of Multinational Stock Dynamism with Support Vector Regression and Artificial Intelligence Approach
Authors:	邱登裕 Chiu, Deng-Yiv
Contributors:	資訊管理學系 Information Management
Keywords:	genetic algorithm;support vector regression;moving window;seasonality effect
Date:	2009
Issue Date:	2014-06-27 01:20:24 (UTC+8)
Abstract:	We propose a hybrid approach of support vector regression, genetic algorithm, and seasonal moving window to explore seasonality effect for the stock indexes in three developed and one emerging markets using daily prices from 1996 to 2005. First, we utiliz
Appears in Collections:	[Department of Information Management] Seminar Papers

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