以遺傳神經網路建構台灣股市買賣決策系統之研究

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Title:	以遺傳神經網路建構台灣股市買賣決策系統之研究
Authors:	葉怡成 Yeh, I-Cheng
Contributors:	資訊管理學系 Information Management
Keywords:	股票市場;技術指標;遺傳演算法;類神經網路 stock;index;genetic;networks
Date:	2008
Issue Date:	2014-06-27 01:44:39 (UTC+8)
Abstract:	本研究採用台灣大盤股價指數及成交值所轉換的18個價量技術指標做為輸入參數，以期末資金最大化做為適應度函數，應用遺傳演算法(Genetic Algotithms)建構買賣決策類神經網路(Neural Networks)。研究結果顯示，本研究所比較之四種交易策略：遺傳神經網路策略(Genetic Neural Networks, GNN)、遺傳邏輯規則策略(Genetic Logic Rule, GLR)、單一遺傳邏輯規則策略(Single Genetic Logic Rule)及買入持有策略，在測試範例期間 This paper used 18 kinds of price and volume technical indices transferred from the Taiwan stock price index as the input parameters, the maximization of the final capital as the fitness function, the genetic algorithms as the optimization tool to constru
Appears in Collections:	[Department of Information Management] Journal Articles

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