標題: | An intelligent model for stock investment with buffett strategy, classifier system, neural network and linear programming |
作者: | Chen, AP Lin, WL Chen, YC 資訊管理與財務金融系 註:原資管所+財金所 Department of Information Management and Finance |
關鍵字: | classifier system;security investment;buffet;neural network;linear programming |
公開日期: | 2004 |
摘要: | "The Intelligent Model for Stock Investment with Buffett Strategy, Classifier System, Neural Network and Linear Programming" was studied for developing an intelligent model which call learn more knowledge regarding to stock investment with artificial intelligence technology. Classifier system, neural network, fundamental financial investment factors and linear programming are the fundamental components for the research. Knowledge transformation and Genetic evolution capability was discussed in the article, too. Furthermore, the investment strategy developed by Warren E. Buffett[17], the great financial investment master, was the major knowledge which was practiced in the article. For realizing more detail about learning system, a lot of topics regarding to artificial intelligence were discussed in advanced. including "A Market-Based Rule Learning System" [1], "Dynamic Trading Strategy Learning Model using Learning Classifier System" [2], "'Nonlinear Index Prediction" [3], "Financial Decision Support with Hybrid Genetic and Neural Based Modeling Tool" [4] and "Fuzzy Interval methods in Investment risk Appraisal" [5]. According to the Study mentioned above, the ideas to give intelligent model, especially with genetic algorithm, bring the direction for the advanced financial investment strategy and operation. Therefore, it was why a novel intelligent model with Buffett strategy, classifier system, neural network and linear programming proposed in the article. |
URI: | http://hdl.handle.net/11536/18332 |
ISBN: | 7-5062-7342-X |
期刊: | SHAPING BUSINESS STRATEGY IN A NETWORKED WORLD, VOLS 1 AND 2, PROCEEDINGS |
起始頁: | 255 |
結束頁: | 260 |
顯示於類別: | 會議論文 |