Wong Hing-Kwok. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 34-35). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Radial Basis Function (RBF) of Neural Network --- p.5 / Chapter 2.1 --- Neural Network --- p.6 / Chapter 2.2 --- Radial Basis Function (RBF) Network --- p.8 / Chapter 2.3 --- Model Specification --- p.10 / Chapter 2.4 --- Estimation --- p.12 / Chapter 3 --- RBF in Performance Attribution --- p.17 / Chapter 3.1 --- Background of Data Set --- p.18 / Chapter 3.2 --- Portfolio Construction --- p.20 / Chapter 3.3 --- Portfolio Rebalance --- p.22 / Chapter 3.4 --- Result --- p.23 / Chapter 4 --- Comparison --- p.26 / Chapter 4.1 --- Standard Linear Model --- p.27 / Chapter 4.2 --- Fixed Additive Model --- p.28 / Chapter 4.3 --- Refined Additive Model --- p.29 / Chapter 4.4 --- Result --- p.30 / Chapter 5 --- Conclusion --- p.32 / Bibliography --- p.34
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324320 |
| Date | January 2003 |
| Contributors | Wong, Hing-Kwok., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vii, 35 leaves : ill. (some col.) ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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