會議論文
| 學年 | 101 |
|---|---|
| 學期 | 2 |
| 發表日期 | 2013-06-17 |
| 作品名稱 | TAIEX Forecasting Based on Fuzzy Time Series and Technical Indices Analysis of the Stock Market |
| 作品名稱（其他語言） | |
| 著者 | 陳錫明; Chen, Shyi-ming; 王正一; Wang, Cheng-yi |
| 作品所屬單位 | |
| 出版者 | |
| 會議名稱 | IEA/AIE'13 26th International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems |
| 會議地點 | Amsterdam, The Netherlands |
| 摘要 | This paper presents a new method for forecasting the TAIEX based on fuzzy time series and technical indices analysis of the stock market. Because the proposed method uses both fuzzy time series and technical indices analysis of the stock market to analyze the historical training data in details for forecasting the TAIEX, it can get higher forecasting accuracy rate than the existing methods. The contribution of this paper is that we present a new fuzzy time series forecasting method based on the MACD index, combined with the stochastic line indices (KD indices) to forecast the TAIEX. It gets a higher average forecasting accuracy rate than the existing method for forecasting the TAIEX. |
| 關鍵字 | |
| 語言 | en |
| 收錄於 | |
| 會議性質 | 國際 |
| 校內研討會地點 | 無 |
| 研討會時間 | 20130617~20130621 |
| 通訊作者 | |
| 國別 | NLD |
| 公開徵稿 | |
| 出版型式 | |
| 出處 | Proceedings of the 26th International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/111998 ) |