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dc.contributor.authorTsai, Wen-Chihen_US
dc.contributor.authorChen, An-Pinen_US
dc.date.accessioned2014-12-08T15:02:45Z-
dc.date.available2014-12-08T15:02:45Z-
dc.date.issued2008en_US
dc.identifier.isbn978-0-7695-3407-7en_US
dc.identifier.urihttp://hdl.handle.net/11536/1386-
dc.identifier.urihttp://dx.doi.org/10.1109/ICCIT.2008.418en_US
dc.description.abstractThere are several studies extended classification system (XCS) in past years, the model can dynamically learn and adapt to the change of environments for maximizing the desired goals. This paper conducts simulation the experiment to evolve XCS for global asset allocation in the country-specific Exchanged Traded Funds (ETFs). Since international stock price trend is influenced by unknown and unpredictable surrounding, using XCS to model the fluctuations on global financial market allows' for the capability to discover the patterns of the future trends. The benefits of international diversification can be achieved with country-specific ETFs at a low cost, with a low transaction cost, tracking error and in a tax-efficient way. These empirical results indicate that XCS is capable of evolving from generation to generation, and in this way can provide the highest profit for future global asset allocation decision-making.en_US
dc.language.isoen_USen_US
dc.titleGlobal Asset Allocation using XCS Experts in Country-Specific ETFsen_US
dc.typeProceedings Paperen_US
dc.identifier.doi10.1109/ICCIT.2008.418en_US
dc.identifier.journalThird 2008 International Conference on Convergence and Hybrid Information Technology, Vol 2, Proceedingsen_US
dc.citation.spage1170en_US
dc.citation.epage1176en_US
dc.contributor.department資訊管理與財務金融系 註:原資管所+財金所zh_TW
dc.contributor.departmentDepartment of Information Management and Financeen_US
dc.identifier.wosnumberWOS:000262355500203-
Appears in Collections:Conferences Paper


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