Reference: | Chena A.S., M.T. Leungb, H. Daouk(2003), “Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index”, Computers & Operations Research 30 (2003) 901–923 Chan M.C., C.C. Wong, C.C. Lan(2000), “Financial Time Series Forecasting by Neural Network Using Conjugate Gradient Learning Algorithm and Multiple Linear Regression Weight Initialization”, Citeseer (2000) Hamid S.A., Z. Iqbal(2004), “Using neural networks for forecasting volatility of S&P 500 Index futures prices”, Journal of Business Research 57(2004) 1116-1125 Irina K., J. Lelis(2008), “Pre-Processing of Input Data of Neural Networks:The Case of Forecasting Telecommunication Network Traffic”, Telenor ASA(2008) Lane G.C.(1984), “Trading Strategies”, Future Symposium International(1984) Lin T.W., C.C. Yu(2009), “Forecasting stock market with neural networks”, SSRN Working Paper (2009) Quaha T.S., B. Srinivasan(1999), “Improving returns on stock investment through neural network selection”, Expert Systems with Applications 17 (1999) 295–301 Wu Z.H., N.E. Huang(2009), “Ensemble Empirical Mode Decomposition:A Noise-Assisted Date Analysis Method”, Advances in Adaptive Data Analysis Vol. 1, No.1 (2009) 1-41.
Yu L., S.Y. Wang , K.K. Lai(2008), “Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm”, Energy Economics 30(2008) 2623-2635 Zhang, J.Z., “Design and implementation of intelligent stock trading decision support systems using adaptive-structure neural networks”, PhD thesis, Department Of Electrical Engineering, National Taiwan University, 1993 Zhang X., K.K. Lai, S.Y. Wang (2008), “A new approach for crude oil price analysis based on Empirical Mode Decomposition”, Energy Economics 30(2008) 905-918 林萍珍(2008), 投資分析:含Matlab應用、類神經網路與遺傳演算法模型 謝志敏(2007), 希爾伯特黃轉換簡介(Hilbert Huang Transform) 羅華強編著(2005), 類神經網路 – MATLAB的應用 |