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  • 學位論文

適應性類神經模糊推論系統在動態交易決策的應用-台灣股票指數期貨的實證研究

The Application of Adaptive Neuro-Fuzzy Inference System(ANFIS) for Dynamic Trading Decision Support System-Evidence from TAIEX Stock Index Futures

指導教授 : 李沃牆
共同指導教授 : 吳典明(Dian-Ming Wu)
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參考文獻


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2. Afolabi, M., and O. Olatoyosi, (2007), “Predicting stock prices using a hybrid Kohonen self-organizing map (SOM),” Annual Hawaii international conference on system sciences, 40th, pp. 1–8.
4. Armano, G., M. Marchesi, and A. Murru, (2005), “A hybrid genetic-neural architecture for stock indexes forecasting, ” Information Sciences, vol . 170, pp. 3–33.
5. Atsalakis, G. S., and K. P. Valavanis, (2009a), “Surveying stock market forecasting techniques – part II: Soft computing methods,” Expert Systems with Applications, vol. 36, no. 3, pp. 5932–5941.
6. Atsalakis, G. S., and K. P. Valavanis,(2009b), “Forecasting stock market short-term trends using a neuro-fuzzy based methodology,” Expert Systems with Applications, vol. 36, no. 3, pp. 10696–10707.

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