- 期刊
A Trend-Based Segmentation Method and the Support Vector Regression for Financial Time Series Forecasting
被引用紀錄
朱庭萱（2016）。建構以集群為基礎的快速時尚銷售預測模式-以日本企業為例〔碩士論文，淡江大學〕。華藝線上圖書館。https://doi.org/10.6846/TKU.2016.00094
Wu, J. L. (2013). 基於交易資訊及市場訊息的全面性特徵於智慧型股市交易模型之研究 [doctoral dissertation, Yuan Ze University]. Airiti Library. https://doi.org/10.6838/YZU.2013.00075
劉杰（2016）。機器學習在演算法交易中的應用 — 技術分析〔碩士論文，國立清華大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0016-0411201614430533
延伸閱讀
- 潘伊芳（2012）。A Trend Based Segmentation Method and the Support Vector Regression for Stock Trading Forecasting〔碩士論文，元智大學〕。華藝線上圖書館。https://doi.org/10.6838/YZU.2012.00088
- 呂奇傑、李天行、陳學群（2007）。Using Independent Component Analysis and Support Vector Regression for Financial Time Series Forecasting。資訊管理學報，14(4)，161-183。https://doi.org/10.6382/JIM.200710.0007
- Kato, R., & Shiohama, T. (2009). Model and Variable Selection Procedures for Semiparametric Time Series Regression. Journal of Probability and Statistics, 2009(), 148-184. https://doi.org/10.1155/2009/487194
- Su, W. T. (2014). Multiple Time Series Data Processing for Classification with Period Merging Algorithm and Statistical Measures [master's thesis, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU.2014.02824
- Khashei, M., & Bijari, M. (2011). A New Hybrid Methodology for Nonlinear Time Series Forecasting. Modelling and Simulation in Engineering, 2011(), 201-205. https://doi.org/10.1155/2011/379121