| dc.contributor | 經濟系 | |
| dc.creator (作者) | Chen, Shu-heng;Tsao, Chueh-Yung | |
| dc.creator (作者) | 陳樹衡 | zh_TW |
| dc.date (日期) | 2003 | |
| dc.date.accessioned | 11-May-2015 11:48:06 (UTC+8) | - |
| dc.date.available | 11-May-2015 11:48:06 (UTC+8) | - |
| dc.date.issued (上傳時間) | 11-May-2015 11:48:06 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/75064 | - |
| dc.description.abstract (摘要) | 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 (關聯) | Computational Intelligence for Financial Engineering, 2003. Proceedings. 2003 IEEE International Conference on 20-23 March 2003, Page(s): 387 - 394 | |
| dc.title (題名) | Self-organizing maps as a foundation for charting or geometric pattern recognition in financial time series | |
| dc.type (資料類型) | conference | en |
| dc.identifier.doi (DOI) | 10.1109/CIFER.2003.1196286 | |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1109/CIFER.2003.1196286 | |
