以綜合式人工類神經網路方法 預測股價指數:以泰國為例

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题名:	以綜合式人工類神經網路方法預測股價指數:以泰國為例 Forecasting stock index with an integrated ANN method: A Thailand case
作者:	周若瑄 Kamsorn, Parichat
贡献者:	國際企業管理學系
关键词:	forecasting stock price artificial neural networks backpropagation wavelet neural network SET index
日期:	2014-06
上传时间:	2014-09-30 17:14:11 (UTC+8)
摘要:	Stock price is basically sensitive, non-stationary and very noisy. Many environmental factors are the important variables in stock price change, especially in emerging markets. To forecast stock price, this study proposed the developed integration artificial neural networks (ANNs) using the Wavelet De-nosing-based Back propogation (WDBP) neural network. The main purpose of the wavelet de-composition is to classify the basic elements from the noise of the signal. The used data in this experiment were the monthly closing prices of Stock Exchange of Thailand (SET) index during January 2001 to April 2014. To show the improved integration of using WDBP method, this paper applied three accurate measures to evaluate the forecasting performance. Following this paper methodology, the investors could be guided in investment providing deviation and direction of stock indexes and maximization profits in the emerging stock market.
显示于类别:	[企業管理學系暨國際企業管理研究所] 博碩士論文

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