Chung-Hua University Repository:Item 987654321/32457
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    Please use this identifier to cite or link to this item: http://chur.chu.edu.tw/handle/987654321/32457


    Title: Exploration of Rotation Strategy for Value premium of Stock Market
    Authors: 邱登裕
    Chiu, Deng-Yiv
    Contributors: 資訊管理學系
    Information Management
    Keywords: 基因演算法;價值成長差
    Genetic;vector regression;Passive-value-minus-growth
    Date: 2011
    Issue Date: 2014-06-27 01:54:35 (UTC+8)
    Abstract: We propose a hybrid AI approach to explore rotation strategy for value premium of S&P 500
    Barra value index and S&P 500 Barra growth index with GA-SVR approach. We utilize genetic algorithm to
    locate the approximate optimal combination of technical variab
    Appears in Collections:[Department of Information Management] Journal Articles

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