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dc.contributor.authorChen, Jen-Huaen_US
dc.contributor.authorHuang, Chiung-Fenen_US
dc.contributor.authorChen, An-Pinen_US
dc.date.accessioned2014-12-08T15:24:34Z-
dc.date.available2014-12-08T15:24:34Z-
dc.date.issued2009en_US
dc.identifier.isbn978-960-474-144-1en_US
dc.identifier.urihttp://hdl.handle.net/11536/17029-
dc.description.abstractMaximizing the profit and minimizing the loss notwithstanding the trend of the market is always desirable in any investment strategy. The present research develops an investment strategy, which has been verified effective in the real world, by employing self-organizing map neural network for mutual funds and tracking the trends of stock market indices according to macro-economy indicators, weighted indices, and rankings of mutual funds. Our experiment shows if utilizing strategy 3 according to our model during a period from January 2002 to December 2008 the total returns could be at 122 percents even though the weighted index falls 22 percents and averaged investment returns for random transaction strategies stand at minus 25 percents during the same period. As such, we conclude that our model does efficiently increase the investment return.en_US
dc.language.isoen_USen_US
dc.subjectEquity Funden_US
dc.subjectNeural Networken_US
dc.subjectSelf-Organizing Mappingen_US
dc.subjectInvestment Strategyen_US
dc.titleApplication of Self-Organizing Mapping Neural Network for Discovery of Market Behavior of Equity Funden_US
dc.typeProceedings Paperen_US
dc.identifier.journalPROCEEDINGS OF THE 8TH WSEAS INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE, MAN-MACHINE SYSTEMS AND CYBERNETICS (CIMMACS '09)en_US
dc.citation.spage190en_US
dc.citation.epage195en_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:000276622300033-
Appears in Collections:Conferences Paper