國立高雄大學統計學研究所碩士班

Overview

Works:	1 works in 14 publications in 2 languages

Titles

網絡特徵之統計推論與其應用 = Statistical Inference for Network Characteristics and its Applications by: 國立高雄大學統計學研究所碩士班; 林聖翔 (Language materials, printed)

共整合統計套利投資策略期望報酬之估計方法 = Estimation for the Expected Returns of Co-Integration Based Statistical Arbitrage Trading Strategies by: 國立高雄大學統計學研究所碩士班; 盧建弘 (Language materials, printed)

基於粒子群優化算法的延伸雙支持向量迴歸應用於區間數據資料 = Extended Twin Support Vector Regression via Particle Swarm Optimization for the Interval Data by: 國立高雄大學統計學研究所碩士班; 陳嘉緯 (Language materials, printed)

Portfolio Selection with Spectral Risk Measures under ARMA-EGARCH-models = ARMA-EGARCH及關連結構模型下之最佳譜風險指標投資組合 by: 國立高雄大學統計學研究所碩士班; 林慈雍 (Language materials, printed)

運用軟訊息於金融時間序列建模 = Modeling Financial Time Series with Soft Information by: 國立高雄大學統計學研究所碩士班; 黃惠巧 (Language materials, printed)

估計隨機向量函數條件尾部期望值之重點抽樣法 = An Importance Sampling of Conditional Tail Expectations for Functions of Random Variables by: 國立高雄大學統計學研究所碩士班; 林家嬅 (Language materials, printed)

基於動態時間翹曲與壓縮學習的時間序列分類方法 = Time Series Classification by Dynamic Time Warping with Compressed Learning by: 呂弘屏; 國立高雄大學統計學研究所碩士班 (Language materials, printed)

最佳動態投資策略及其效用函數之分析與比較 = A Comparison study on utility functions of the optimal dynamic strategies by: 國立高雄大學統計學研究所碩士班; 張巧柔 (Language materials, printed)

具稀疏風險因子之套利定價模型與傳統定價模型之比較 = Compare Arbitrage Pricing Model with Sparse Risk Factors to Traditional Pricing Models by: 呂思萱; 國立高雄大學統計學研究所碩士班 (Language materials, printed)

以市場動能指標檢視各股表現並應用於投資組合 = Investigate the Performance of Stocks by Market Momentum Indices and Apply them to Portfolio by: 劉允方; 國立高雄大學統計學研究所碩士班 (Language materials, printed)

Subjects