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dc.contributor.authorChen, Chi-Huaen_US
dc.contributor.authorLin, Szu-Yinen_US
dc.contributor.authorChang, Hsu-Chiaen_US
dc.contributor.authorLo, Chi-Chunen_US
dc.date.accessioned2014-12-08T15:28:04Z-
dc.date.available2014-12-08T15:28:04Z-
dc.date.issued2012en_US
dc.identifier.isbn978-3-03785-307-8en_US
dc.identifier.issn1022-6680en_US
dc.identifier.urihttp://hdl.handle.net/11536/20335-
dc.identifier.urihttp://dx.doi.org/10.4028/www.scientific.net/AMR.393-395.213en_US
dc.description.abstractIn global open economy, transaction price estimation is an important issue in finance under stock price fluctuation. However, the transaction price is depend on the investors' expect price which is difficult to be captured in used and implemented models for transaction price estimation. Therefore, this paper proposes the Transaction Price Estimation Model (TPEM) and designs a novel Real-time Transaction Price Estimation System (RTPES) which adopts the TPEM based on the efficient market hypothesis to estimate the investors' expect price. In experiments, the simulation results show that the average accuracy of TPEM is 99.37%. This approach is feasible for stock investment decision-making.en_US
dc.language.isoen_USen_US
dc.subjectStock marketen_US
dc.subjectStock priceen_US
dc.subjectTransaction price estimation systemen_US
dc.titleOn the Design and Development of a Novel Real-Time Transaction Price Estimation Systemen_US
dc.typeProceedings Paperen_US
dc.identifier.doi10.4028/www.scientific.net/AMR.393-395.213en_US
dc.identifier.journalBIOTECHNOLOGY, CHEMICAL AND MATERIALS ENGINEERING, PTS 1-3en_US
dc.citation.volume393-395en_US
dc.citation.spage213en_US
dc.citation.epage216en_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:000309430600050-
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