Applying Grey Forecasting Model on the Investment Performance of Markowitz Efficiency Frontier: A Case of the Taiwan Securities Markets.
Alex Kung-Hsiung ChangJen-Der KungPublished in: ICICIC (2) (2006)
Keyphrases
- forecasting model
- short term
- long term
- forecasting accuracy
- portfolio management
- stock market
- support vector regression
- financial markets
- prediction model
- bp neural network
- portfolio selection
- trading strategies
- rainfall runoff
- maximum likelihood
- portfolio optimization
- natural gas
- neural network
- electric power
- least squares
- decision making
- stock index futures