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政大機構典藏 > 社會科學學院 > 經濟學系 > 會議論文 > Item 140.119/75064

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Title:	Self-organizing maps as a foundation for charting or geometric pattern recognition in financial time series
Authors:	Chen, Shu-heng;Tsao, Chueh-Yung 陳樹衡
Contributors:	經濟系
Date:	2003
Issue Date:	2015-05-11 11:48:06 (UTC+8)
Abstract:	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.
Relation:	Computational Intelligence for Financial Engineering, 2003. Proceedings. 2003 IEEE International Conference on 20-23 March 2003, Page(s): 387 - 394
Data Type:	conference
DOI 連結:	http://dx.doi.org/10.1109/CIFER.2003.1196286
DOI:	10.1109/CIFER.2003.1196286
Appears in Collections:	[經濟學系] 會議論文

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