政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/86217

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | 全文筆數/總筆數 : 113325/144300 (79%)
造訪人次 : 51187749 線上人數 : 884

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

政大機構典藏 > 商學院 > 資訊管理學系 > 學位論文 > Item 140.119/86217

請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/86217

題名:	應用神經網路於金融交換與Black-Scholes定價模式之探討與其意義分析 A study and analysis of applying neural networks to the financial swapa and the Black-Scholes pricing model
作者:	林義評 Lin, Yi-Ping
貢獻者:	蔡瑞煌 Tsai, Rai-Hwan 林義評 Lin, Yi-Ping
關鍵詞:	倒傳遞網路裡解神經網路 Black-Scholes 定價模式金融交換敏感度分析滯留區分析 BP RN Black-Scholes pricing model Financial swaps Sensitivity analysis Dead region analysis
日期:	1997
上傳時間:	2016-04-27 11:13:04 (UTC+8)
摘要:	本篇論文旨在分析神經網路學習績效，並提出一套學習演算法，結合倒傳遞網路(BP)與理解神經網路(RN)，命名為RNBP，這套學習演算法將與傳統的BP做比較，以兩個不同的財務金融領域的應用，一個是選擇權上Black-Scholes訂價模式的模擬，一個是金融交換上利率的預測。主要績效的評估準則是以學習的效率與模擬、預測的準確度為依據。 The study attempts to analyze the learning performance of neural networks in applications, and propose a new learning procedure for the layered feedforward neural network systems, named KNBP, which binds RN and BP learning algorithms. Two artificial neural networks, BP and KNBP, here are both applied to two financial fields, the simulation of Black-Scholes pricing model for the call options and the midrates forecasting in financial swaps. The explicit performance comparison between the two artificial neural network systems is mainly based on two criteria, which are learning efficiency and forecasting effectiveness.
描述:	碩士國立政治大學資訊管理學系 85356002
資料來源:	http://thesis.lib.nccu.edu.tw/record/#B2002001945
資料類型:	thesis
顯示於類別:	[資訊管理學系] 學位論文

文件中的檔案:

檔案	大小	格式	瀏覽次數
index.html	0Kb	HTML2	418	檢視/開啟

在政大典藏中所有的資料項目都受到原著作權保護.

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

資料載入中.....