English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 56577/90363 (63%)
造访人次 : 11889197      在线人数 : 65
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻


    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/91978


    题名: Mining the hedge and arbitrage of the Taiwan foreign exchange market
    作者: Liao, Shu-hsien;Lu, Shao-ling;Lai, Yung-wei
    贡献者: 淡江大學管理科學學系
    关键词: Data mining;Foreign exchange market;Association rule;Arbitrage;Hedging
    日期: 2012-02-15
    上传时间: 2013-08-12 13:26:53 (UTC+8)
    出版者: Oxford: Pergamon Press
    摘要: The foreign exchange market is one of the biggest markets in the global financial capital market. With current trends toward financial capital globalization, it is becoming more important to understand the hedge and arbitrage of foreign exchange markets. Thus, this study implements association rules as a data mining approach to explore the associations among 19 different pairs of foreign exchange rates. Transaction data, such as foreign exchange rates, were collected to construct a database; the Apriori algorithm was then used to generate the association rules. By doing so, this study proposes several possible portfolio alternatives in the Taiwan foreign exchange market, including foreign exchange hedge and arbitrage under different circumstances.
    關聯: Expert Systems with Applications 39(3), pp.3197–3206
    DOI: 10.1016/j.eswa.2011.09.006
    显示于类别:[管理科學學系暨研究所] 期刊論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    index.html0KbHTML130检视/开启
    index.html0KbHTML300检视/开启

    在機構典藏中所有的数据项都受到原著作权保护.

    TAIR相关文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回馈