• DocumentCode
    15857
  • Title

    The Profitability of CRISMA Trading System--- A Comparison of Linear and Nonlinear Models

  • Author

    Chin V Shien Lin استاد مشاور , Wen V Kuang Chou استاد راهنما

  • University
    Ethesys
  • Grade
    نامعلوم
  • Major
    Master )Masters Thesis(
  • Number of pages
    0
  • Publish Date
    2002
  • Keyword

    neural network , CRISMA , Regression model , GARCH , the discriminant analysis , neuro-fuzzy

  • Note
    01
  • Language
    انگليسي