• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 1
  • 1
  • Tagged with
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

信心度函數與模糊時間數列預測 / Belief Function and Fuzzy Time Series Forecasting

楊勝斌 Unknown Date (has links)
投資的獲利多寡並不單單基於預測的準確性,信心度的大小亦攸關獲利的結果。因為信心度愈大,則投資人將會提高投資的金額,而獲得更多的利潤。反之,雖然預測的結果是準確的,但若信心度很小,則投資人將不敢投入較多的金額,如此一來所獲得的利潤就有限了。本文嘗試著應用信心度函數來輔助說明多變量模糊時間數列預測結果,亦即預測模式對預測結果的屬性所具有的信心程度。最後利用多變量模糊時間數列模式,結合加權股價指數的收盤價及成交量兩個變量,針對台灣加權股價指數進行預測及衡量預測屬性的信心度。相信這對於風險控管及提高投資報酬深具意義。

Page generated in 0.023 seconds