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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/87723
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87723


    Title: 以總體經濟變數預測股市超額報酬--類神經網路與迴歸分析之比較
    Authors: 蔡宗顯
    Contributors: 張健邦
    蔡宗顯
    Keywords: 總體經濟
    超額報酬
    類神經網路
    Date: 1996
    Issue Date: 2016-04-28 15:59:02 (UTC+8)
    Abstract: 投資人欲預測股票價格的走勢以賺取超額報酬一直是投資人的夢,本研究的主要研究目的就是探討台灣股票市場中的超額報酬是否能用一些總體經濟因素預測其走勢,且類神經網路是近幾年來非常受歡迎的預測工具故我們也要比較類神經網路與迴歸分析對樣本外預測能力何者較佳。
    Description: 碩士
    國立政治大學
    統計學系
    84354006
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002002418
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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