Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/75064
DC Field | Value | Language |
---|---|---|
dc.contributor | 經濟系 | |
dc.creator | Chen, Shu-heng;Tsao, Chueh-Yung | |
dc.creator | 陳樹衡 | zh_TW |
dc.date | 2003 | |
dc.date.accessioned | 2015-05-11T03:48:06Z | - |
dc.date.available | 2015-05-11T03:48:06Z | - |
dc.date.issued | 2015-05-11T03:48:06Z | - |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/75064 | - |
dc.description.abstract | For a long time technical analysts have detected trading signals with charts. Nonetheless, from a scientific viewpoint, charts are somewhat subjective objects. Using Kohonen`s self-organizing maps (SOMs), the research presented proposes a systematic and automatic approach to charting, or more generally stated, geometric pattern recognition. It is found that the charts discovered using SOM in empirical time series do transmit useful information, and that it is hard for such information to be captured by ordinary econometric methods. | |
dc.format.extent | 130 bytes | - |
dc.format.mimetype | text/html | - |
dc.relation | Computational Intelligence for Financial Engineering, 2003. Proceedings. 2003 IEEE International Conference on 20-23 March 2003, Page(s): 387 - 394 | |
dc.title | Self-organizing maps as a foundation for charting or geometric pattern recognition in financial time series | |
dc.type | conference | en |
dc.identifier.doi | 10.1109/CIFER.2003.1196286 | |
dc.doi.uri | http://dx.doi.org/10.1109/CIFER.2003.1196286 | |
item.openairetype | conference | - |
item.cerifentitytype | Publications | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.fulltext | With Fulltext | - |
item.grantfulltext | open | - |
Appears in Collections: | 會議論文 |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
index.html | 130 B | HTML2 | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.