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Chia-Cheng Chen,Chun-Hung Chen,Ting-Yin Liu
Pág. 59 - 66
This study aims to explore the prediction of S&P 500 stock price movement and conduct an analysis of its investment performance. Based on the S&P 500 index, the study compares three machine learning models: ANN, SVM, and Random Forest. With a per...
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Chia-Cheng Chen,Chia-Li Tai,Yi-Sheng Liu
Pág. 109 - 117
This study empirically examines the illiquidity premium of Taiwan stock markets and its relationship with monetary policies. We find that commonly used illiquidity measures are generally sensitive and capable of capturing market illiquidity, particularly...
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Chia-Cheng Chen,Yisheng Liu,Ting-Hsin Hsu
Pág. 1 - 10
This study aims to explore the prediction of Taiwan stock price movement and conduct an analysis of its investment performance. Based on Taiwan Stock Market index, the study compares four machine learning models: ANN, SVM, Random Forest and Naïve-Bayes. ...
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