Enhanced stock price variation prediction via DOE and BPNN-based optimization

CHUR > College of Management > Department of Finance > Journal Articles > Item 987654321/35571

Please use this identifier to cite or link to this item: http://chur.chu.edu.tw/handle/987654321/35571

Title:	Enhanced stock price variation prediction via DOE and BPNN-based optimization
Authors:	謝素真 Chen, Hsieh Su
Contributors:	財務管理學系 Finance
Keywords:	Stock price forecasting;Back-propagation neural network;Design of experiment;Taguchi method;Parameter optimization
Date:	2011
Issue Date:	2014-06-27 10:42:35 (UTC+8)
Abstract:	Stock price variation predictions are at the core of many research issues, and neural networks (NNs) are widely applied and were proven to be more efficient than time series forecasting for stock price forecasting. However, this type of research always de
Appears in Collections:	[Department of Finance] Journal Articles

Files in This Item:

File	Description	Size	Format
p_m333_0043.pdf		27Kb	Adobe PDF	308	View/Open