壹、中文部分
一、書籍
王文俊編著,認識Fuzzy,全華科技圖書股份有限公司,1997年。
吳柏林著,時間數列分析導論,華泰書局,1995年
孫宗瀛、楊英魁編著,Fuzzy控制─理論、實作與應用,全華科技圖書股份有限公司,1995年。
楊英魁校閱、中國生產力中心編譯,FUZZY控制,全華科技圖書股份有限公司,1993年。
葉怡成編著,類神經網路模式應用與實作,儒林圖書有限公司,2000年。
鄭碧娥著,商情預測,三民書局,第76-79頁,1983年。
蘇木春、張孝德編著,機器學習─類神經網路、模糊系統以及基因演算法則,全華科技圖書股份有限公司,1999年。
二、期刊
陳宗玄,「台灣六種主要畜產品產地價格預測分析」,台灣銀行季刊,第四十五卷,第三期,第297-323頁,1994年。
三、論文
吳淑玲,「漲跌幅限制與不對稱效果對台灣股市波動性之探討─台灣實證分析」,淡江大學財務金融研究所碩士論文,1998年。李家豪,「KD技術指標之類神經模糊交易決策支援系統」,靜宜大學企業管理研究所碩士論文,2001年。李慶鴻,「模糊類神經網路分析及其應用」,交通大學電機與控制工程所碩士論文,2000年。林能顯,「台灣蔬菜市場決價效率之研究─時間數列分析法之應用」,中興大學農業經濟研究所碩士論文,1985年。唐淑娟,「台灣地區鳳梨零售價格預測之研究─灰預測、類神經網路與預測組合之應用」,屏東科技大學農企業管理研究所碩士論文,2001年。陳怡雅,「利用類神經模糊理論建構過濾法則交易系統之績效研究」,靜宜大學資訊管理研究所碩士論文,2001年。曾麗華,「以時間數列探討台灣地區之蔬菜價格結構」,成功大學統計研究所碩士論文,1995年。黃啟仲,「建諸於KD技術指標之股價指數預測模式─線性與非線性模式之比較」,靜宜大學企業管理研究所碩士論文,2001年。楊新輝,「台北市第一果菜批發市場價量關係之研究」,台灣大學農業經濟學研究所碩士論文,1999年。葉敬軒,「台灣主要水果之價格分析─非線性模型之應用」,中興大學農產運銷研究所碩士論文,2001年。趙雲瀚,「以資料探勘分析氣候因素對蔬菜供給量之影響」,南華大學資訊管理研究所碩士論文,2001年。鄭永福,「台灣地區主要蔬菜價格之時間數列分析」,成功大學統計所碩士論文,2000年。鄭妃君,「利用類神經模糊理論評定契合程度─以管理人員甄選為例」,靜宜大學企業管理研究所碩士論文,1998年。
譚光榮,「時空數列分析在蔬菜價格變動與產銷策略之研究」,政治大學統計所碩士論文,1993年。蘇志倫,「台灣主要水果市場之動態分析」,中興大學農產運銷研究所碩士論文,1999年。貳、英文部分
I. Books
Altrock, C. V.(1997), Fuzzy Logic and NeuroFuzzy Applications in Business and Finance, NJ: Prentice-Hall PTR..
Armstrong, J. S.(1985), Long-Range Forecasting: From Crystal Ball to Computer, New York: Wiley.
Dielman, T. E.(2001), Applied Regression Analysis, 3rd edition, CA:Duxbury Press, 2001.
Ender, W.(1995), Applied Econometric Time Series, 1st edition, NJ:John Wiley & Sons, 135-158.
Gaynor, P. E., and R. C. Kirkpatrick(1994), Introduction to Time-series Modeling and Forecasting in Business and Economics, McGraw-Hill.
Granger, C. W. J.(1993), “Developments in the nonlinear Analysis of Economic Series”, Scandinavian Journal of Economics, 2nd edition, 263-276.
Hayes-Roth F., D.A. Waterman, and D.B. Lenat(1983), Building Expert Systems, MA:Addrison-Wiley.
Haykin, S.(1999), Neural Networks:A Comprehensive Foundation, 2th edition, NJ: Prentice-Hall.
Hill, R. C., W. E. Griffiths, and G. G. Judge(1997), Undergraduate Econometrics, 43-50, NJ:John Wiley & Sons.
McNeill, D., and P. Freiberger(1996), fuzzyTech for Business Reference Manual, INFORM GmbH Aachen and Inform Software Corporation Chicago.
Minsky, M.L., and S. S. Papert(1969), Perceptrons, Cambridge, MA: MIT Press.
Murpthy, J.J.(1986), Technical Analysis of the Futures Markets, 1st edition, NJ: Prentice-Hall.
Neter, J., W. Wasserman, and M. H. Kutner(1983), Applies Linear Regression Models,.
Pindyck, R. S., and D. L. Rubinfeld(1997), Econometric Models and Economic Forecasts, 4th edition, McGraw-Hill.
Zadeh, L.A.(1965), Fuzzy sets, Information and control, Vol.8, 338-353.
Zimmermann, H. J.(1987), Fuzzy Sets, Decision Making, and Expert Systems, Bonton: Kluver Academic Publisher.
Zimmermann, H. J., and C. von Altrock(1993), Fuzzy Logic and 2: Die Anwendungen, Munich: Oldenbourg.
II. Periodicals
Akgiray, V.(1989), “Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts”, Journal of Business, Vol.62, 55-80.
Bacsi, Z.,“Modelling Chaotic Behaviour in Agricultural Prices Using a Discrete Deterministic Nonlinear Price Model”, Agricultural Systems, Vol.55, No.3, 445-459, 1997.
Bera, A., E. Bubnys, and H. Park(1988), “Conditional Heteroscedasticity in the Market Model and Efficient Estimates of Betas”, Financial Review, Vol.23, 201-214.
Bessembinder, H., and K. Chan(1995), “The profitability of technical trading rules in the Asian stock markets”, Pacific-Basin Finance Journal 3, 257-284.
Bohan, J.(1981), “Relative Strength: Further Positive Evidence”, Journal of Portfolio Management, 36-39.
Brock, W., J. Lakonishok, and B. LeBaron(1992), “Simple Technical Trading Rules and Stochastic Properties of Stock Returns”, Journal of Finance, Vol.47, 1731-1764.
Brown, D. P., and R. H. Jenning(1989), “On Technical Analysis”, Review of Financial Studies 2, 527-551.
Capon, N.(1982), “Credit Scoring Systems: A Critical Analysis”, Journal of Marketing, Vol.46, 82-91.
Chen, L. H., and T. W. Chiou(1999), “A fuzzy credit-rating approach for commercial loans: a Taiwan case”, The International Journal of Management Science, Vol.27, 407-418.
Davidson, V. J., J. Ryks, and T. Chu(2001), “Fuzzy Models to Predict Consumer Ratings for Biscuits Based on Digital Image Features”, IEEE Transactions on Fuzzy Systems, Vol.9, No.1, 62-67.
Dorward, A. R.(1996), “Mdelling Diversity, Change and Uncertainty in Peasant Agriculture in Northern Malawi”, Agricultural Systems, Vol.51, No.4, 469-486.
Elder, A.(1987), “Using Stochastics to Catch Early Trend and Reversals”, The Magazine of Commodities & Options, Vol.16, 68-72.
Fornari, F., and A. Mete(1997), “Sing-and volatility-switching ARCH model: Theory and applications to international stock markets”, Journal of Applied Econometrics, Vol.12, 49-65.
Frey, C. W., and H. B. Kuntze(2001), “A Neuro-Fuzzy Supervisory Control System for Industrial Batch Process”, IEEE Transactions on Fuzzy Systems, Vol.9, No.4, 570-577.
Grossman, S. J., and J. E. Stiglitz(1980), “On the Impossibility of Informationally Efficient Markets”, American Economics Theory, Vol.18, 393-408.
Hawley, D., and D. Raina(1990), “Artificial Neural System: A New Tool for Financial Decision- Making”, Financial Analysis Joural, 63-72.
Hornik, K.(1989), “Multilayer Feedforward Networks are Universal Approximators”, Neural Networks, Vol.2, 359-366.
Kaneko, T.(1996), “Building a Financial Diagnosis System Based on Fuzzy Logic Production System”, Computer and Industrial Engineering, Vol.31, No.3, 743-746.
Kaneko, T.(1996), “Building a financial diagnosis system based on fuzzy logic production system”, Computers & Industrial Engineering, Vol.31, 743-746.
Kuo, R.J., and K.C. Xue(1998), “A decision support system for sales forecasting through fuzzy neural networks with asymmetric fuzzy weights”, Decision Support System, Vol.24, 105-126.
Lakonishok, J., A. Shleifer, and R. W. Viahmy(1994), “Contrarian investment, extrapolation, and risk”, Journal of finance, Vol.49, 1541-1578.
Lee, C. H., and C. C. Teng(2000), “Approximation of Periodic Functions Using a Modified Fuzzy Neural Network”, International Journal of Fuzzy Systems, Vol.2, No.3, 176-182.
Leitch, G., and J. E. Tanner(1991), “Economic Forecast Evaluation: Profit versus Conventional Error Measures”, Amercian Economic Review, Vol.81, No.3.
Levy, R. A.(1967), “Relative Strength as a Criterion for Investment Selection”, Journal of Financial, Vol.22, 595-610.
Malliaris, A.G., and J. L.Urrutia(1998), “Volume and Price Relationship: Hypotheses and Testing for Agricultural Futures”, The Journal of Futures Markets, Vol.18, No.1, 53-72.
Mohamed, A. N.(2001), “Knowledge based approach for productivity adjusted contruction schedule”, Expert Systems, Vol.21, 87-97.
Nie, J.(1997), “Nonlinear time-series forecasting: A fuzzy-neural approach”, Neurocomputing, Vol.16, 63-76.
Rosenblatt, F.(1958), “The Perception, a Probabilistic Model for Information Storage and Organization in Brain”, Psychological Review, Vol.62, 386-408.
Rumelhart, D. E., and J. L. McClelland(1986), “Learning internal representation by error propagation”, Parallel Distributed Processing, Vol.1, 318-362, Cambridge, MA: MIT Press.
Setnes, M., and U. Kaymak(2001), “Fuzzy Modeling of Client Preference from Large Data Sets: An Aplication to Target Selection in Direct Marketing”, IEEE Transactions on Fuzzy Systems, Vol.9, No.1, 153-163.
Smith, P., S. Husein, and D. T. Leonard(1996), “Forecasting Short Term Regional Gas Demand Using an Expert System”, Expert Systems With Applications, Vol.10, No.2, 265-273.
Sugeno, M., and T. Yasukawa(1993), “A Fuzzy-Logic-Based Approach to Qualitative Modeling”, IEEE Transactions on Fuzzy Systems, Vol.1, No.1, 7-31.
Sweeney, R.(1986), “Beating the Foreign Exchange Market”, Journal of Finance, Vol.41, 163-182.
Tong, R. M., and P. P. Bonissone(1984), “Linguistic Solutions to Fuzzy Decesion Problems”, Fuzzy Sets and Decision Analysis, 323-334.
Treynor, J.L., and R.Ferguson(1985), “In Defense of Technical Analysis”, Journal of Finance, Vol.40, 757-775.
Wang, Y., Y. S. Zhu, N. V. Thakor, and Y. H. Xu(2001), “A Short-Time Multifractal Approach for Arrhythmia Detection Based on Fuzzy Neural Network”, IEEE Transactions on Biomedical engineering, Vol.48, No.9, 989-994.
Wu, B.(1994), “Identification environment and robust forecastimg for nonlinear time series”, Computational Economics, Vol.7, 37-53.
III. Conference Papers
Baba, N., and M. Kozaki(1992), “An intelligent forcasting system of stock price using neural networks”, IEEE International Joint Conferenceon Neural Networks, Vlo.1, 371-377.
Black, F., “Studies in stock price volatility chances”, in Proceedings of the Bussiness and Economic Statistics Section, American Statistical Association, 177-181.
Foo, Yoon-Pin S., and Y. Takefuji(1989), “Stochastic neural networks for solving Job-Shop scheduling: part2. architecture and simulations”, IEEE International Joint Conferenceon Neural Networks, Vol.2, 283-290.
Garris, M.D. et al.(1991), “Methods for enhancing neural network handwritten character recognition”, IEEE International Joint Conferenceon Neural Networks, Vol.1, 695-700.
Hsieh, K. L.(1999), “Applying Neural Networks and Fuzzy Sets to Achieving the Off-line Quality Optimization”, Tanwan, Mass.: PH. D.dissertation, Chiao-Tung University.
Odom, M. D.(1989), “A neural network model for bankruptcy prediction”, IEEE International Joint Conferenceon Neural Networks, Vol.2, 163-168.
Surkan, A. J., and J. D. Singleton(1989), “Neural networks for bond rating improved by multiple hidden layers”, IEEE International Joint Conferenceon Neural Networks, Vol.2, 157-162.