Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/37087
題名: 多變量模糊時間數列在財務上的應用
An Application of Multivariate Fuzzy Time Series on Financial Markets.
作者: 呂冠宏
貢獻者: 吳柏林
呂冠宏
關鍵詞: 模糊時間數列
模糊關係矩陣
預測
日期: 2007
上傳時間: 19-Sep-2009
摘要: 股票是許多人採取投資的項目。若能準確預測股價的漲跌,則可以有效地降低投資風險,賺取利潤。然而,有許多因素會影響股票走勢,例如政治因素,匯率變化,天災人禍。因此,股票走勢很難被精確預測。我們嘗試用模糊統計來解決股價預測的問題。本論文藉由模糊相關矩陣來建立多變量模糊時間數列,以便用來預測股票趨勢。實證研究則以台灣加權股價指數為對象,對每日的收盤價進行模糊時間數列分析與預測,還計算誤差與準確率。實證研究顯示,能降低投資者的風險。
參考文獻: 中文部份
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英文部分
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描述: 碩士
國立政治大學
應用數學研究所
93751009
96
資料來源: http://thesis.lib.nccu.edu.tw/record/#G0093751009
資料類型: thesis
Appears in Collections:學位論文

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