|
[1]http://ckipsvr.iis.sinica.edu.tw/, Chinese Knowledge and Information Processing. [2]http://www.tej.com.tw/twsite/, Taiwan Economic Journal [3]http://www.twse.com.tw/ch/index.php, Taiwan Stock Exchange. [4]http://law.moj.gov.tw/, Laws & Regulations Database of The Republic of China. [5]M. Amiri, M. Zandieh, B. Vahdani, R. Soltani, and V. Roshanaei, “An integrated eigenvector-DEA-TOPSIS methodology for portfolio risk evaluation in the FOREX spot market, Expert Systems with Applications, vol. 37, no. 1, pp. 509–516, 2010. [6]A. Charnes, W. W. Cooper, and E. Rhodes, “Measuring the efficiency of decision making units, European Journal of Operational Research, 1978. [7]J. Chen, H. Huang, S. Tian, and Y. Qu, “Feature selection for text classification with Naïve Bayes, Expert Systems with Applications, vol. 36, no. 3, Part 1, pp. 5432–5435, Apr. 2009. [8]Z. Cheng and Y. Zhang, “Classification Models of Estrogen Receptor-B Ligands Based on PSO-Adaboost-SVM, Journal of Convergence Information Technology, vol. 5, no. 2, pp. 67–83, 2010. [9]J.-L. Deng, “Control problems of grey systems, Systems & Control Letters, vol. 1, no. 5, pp. 288–294, Mar. 1982. [10]N. C. P. Edirisinghe and X. Zhang, “Generalized DEA model of fundamental analysis and its application to portfolio optimization, Journal of Banking & Finance, vol. 31, no. 11, pp. 3311–3335, 2007. [11]E. F. Fama, “Random walks in stock market prices, Financial Analysts Journal, vol. 16, 1965. [12]E. F. Fama, “Efficient Capital Markets: A Review of Theory and Empirical Work, The Journal of Finance, vol. 25, no. 2, pp. 383–417, May 1970. [13]R. Feldman and J. Sanger, The Text Mining Handbook: Advanced Approaches in Analyzing Unstructured Data. Cambridge University Press, 2006. [14]Y. Freund and R. E. Schapire, “A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting, Journal of Computer and System Sciences, vol. 55, no. 1, pp. 119–139, Aug. 1997. [15]G. Gidófalvi, “Using News Articles to Predict Stock Price Movements, in Department of Computer Science and Engineering University of California, 2001. [16]J. H. Holland, “Adaptation in Natural and Artificial Systems, University of Michigan, 1975. [17]W. Huang, S. Goto, and M. Nakamura, “Decision-making for stock trading based on trading probability by considering whole market movement, European Journal of Operational Research, vol. 157, no. 1, pp. 227–241, Aug. 2004. [18]J. M. Keynes, The General Theory of Employment, Interest and Money. Macmillan Cambridge University Press, for Royal Economic Society, 1936. [19]C.-Y. Kung and K.-L. Wen, “Applying Grey Relational Analysis and Grey Decision-Making to evaluate the relationship between company attributes and its financial performance--A case study of venture capital enterprises in Taiwan, Decision Support Systems, vol. 43, no. 3, pp. 842–852, 2007. [20]M. Lam, “Neural network techniques for financial performance prediction: integrating fundamental and technical analysis, Decision Support Systems, vol. 37, no. 4, pp. 567–581, 2004. [21]N. Lazarevic-McManus, J. R. Renno, D. Makris, and G. A. Jones, “An object-based comparative methodology for motion detection based on the F-Measure, Computer Vision and Image Understanding, vol. 111, no. 1, pp. 74–85, Jul. 2008. [22]X. Li, L. Wang, and E. Sung, “AdaBoost with SVM-based component classifiers, Engineering Applications of Artificial Intelligence, vol. 21, no. 5, pp. 785–795, Aug. 2008. [23]H. Markowitz, “Portfolio Selection, The Journal of Finance, vol. Vol. 7, no. No. 1, pp. pp. 77–91., 1952. [24]C. Meyer and H. Schramm, “Boosting HMM acoustic models in large vocabulary speech recognition, Speech Communication, vol. 48, no. 5, pp. 532–548, May 2006. [25]B. Niu, Y. Jin, W. Lu, and G. Li, “Predicting toxic action mechanisms of phenols using AdaBoost Learner, Chemometrics and Intelligent Laboratory Systems, vol. 96, no. 1, pp. 43–48, Mar. 2009. [26]J. R. Nofsinger and R. W. Sias, “Herding and Feedback Trading by Institutional and Individual Investors, The Journal of Finance, vol. Vol. 54, no. No. 6, pp. pp. 2263–2295, 1999. [27]C. R. Radcliffe, Investment: Concepts, Analysis and Strategy, 5th Edition, Publisher: Addison Wesley, 1997. [28]J. R. Quinlan, “Induction of Decision Trees, Machine Learning, no. 1, pp. 81–106, 1986. [29]C. R. Robert, Investment: Concepts, Analysis and Strategy (5th Edition). Addison Wesley, 1997. [30]D. E. Robert, J. Magee, and W. H. C. Bassetti, Technical Analysis of Stock Trends. AMACOM, 1966. [31]E. Romero, L. Màrquez, and X. Carreras, “Margin maximization with feed-forward neural networks: a comparative study with SVM and AdaBoost, Neurocomputing, vol. 57, no. 0, pp. 313–344, Mar. 2004. [32]C. E. SHANNON, “A mathematical theory of communication, The Bell System Technical Journal, vol. 27, pp. 379–423,623–656, 1948. [33]Y.-R. Shiue, R. Guh, and K. Lee, “Development of machine learning‐based real time scheduling systems: using ensemble based on wrapper feature selection approach, International Journal of Production Research, pp. 1–19, 2012. [34]H. A. Simon, Administrative behavior: a study of decision-making processes in administrative organization. Free Press, 1997. [35]P. Slovic, “Psychological Study of Human Judgment: Implications for Investment Decision Making, The Journal of Finance, vol. 27, no. 4, pp. 779–799, 1972. [36]H. Stern, Y. Chassidim, and M. Zofi, “Multiagent visual area coverage using a new genetic algorithm selection scheme, European Journal of Operational Research, vol. 175, no. 3, pp. 1890–1907, Dec. 2006. [37]S. Thawornwong and D. Enke, “The adaptive selection of financial and economic variables for use with artificial neural networks, Neurocomputing, vol. 56, pp. 205–232, 2004. [38]C.-F. Tsai and Y.-C. Hsiao, “Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches, Decision Support Systems, vol. 50, no. 1, pp. 258–269, 2010. [39]C.-F. Tsai, Y.-C. Lin, D. C. Yen, and Y.-M. Chen, “Predicting stock returns by classifier ensembles, Applied Soft Computing, vol. 11, no. 2, pp. 2452–2459, 2011. [40]C. C. Vapnik, “Support-Vector Networks, Machine Learning, no. 20, pp. 273–297, 1995. [41]X. Wang, F. Wang, and S. Zhong, Electrical, Information Engineering and Mechatronics 2011: Proceedings of the 2011 International Conference on Electrical, Information Engineering and Mechatronics (Eiem 2011). Springer, 2012. [42]T.-T. Wong, “Generalized Dirichlet distribution in Bayesian analysis, Applied Mathematics and Computation, vol. 97, no. 2–3, pp. 165–181, Dec. 1998. [43]G. P. Zhang, “A neural network ensemble method with jittered training data for time series forecasting, Information Sciences, vol. 177, no. 23, pp. 5329–5346, Dec. 2007. [44]X. Zhou, W. Jiang, Y. Tian, and Y. Shi, “Kernel subclass convex hull sample selection method for SVM on face recognition, Neurocomputing, vol. 73, no. 10–12, pp. 2234–2246, Jun. 2010. [45]鄧聚龍, 灰色系統理論與應用. 高立圖書有限公司, 2000.
|