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    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/75064


    题名: Self-organizing maps as a foundation for charting or geometric pattern recognition in financial time series
    作者: Chen, Shu-heng;Tsao, Chueh-Yung
    陳樹衡
    贡献者: 經濟系
    日期: 2003
    上传时间: 2015-05-11 11:48:06 (UTC+8)
    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.
    關聯: Computational Intelligence for Financial Engineering, 2003. Proceedings. 2003 IEEE International Conference on 20-23 March 2003, Page(s): 387 - 394
    数据类型: conference
    DOI 連結: http://dx.doi.org/10.1109/CIFER.2003.1196286
    DOI: 10.1109/CIFER.2003.1196286
    显示于类别:[經濟學系] 會議論文

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