Font Size: a A A

Fund Investment Decisions Based On Multiple Input Multiple Output Study

Posted on:2010-03-31Degree:DoctorType:Dissertation
Country:ChinaCandidate:H H YuFull Text:PDF
GTID:1119330332473512Subject:Management Science and Engineering
Abstract/Summary:PDF Full Text Request
The main goal of the research was focusing on the fund investment decision system which was built through the technique of multiple-input and multiple-output (MIMO). We combined the technique of technical analysis and statistical analysis, used the concept of integrating statistical process control as the basis, and made parameters settings by Genetic Algorithms. We tried to raise the quality of fund investment by getting the better output of decision-making support system which simulated real transactions.The result of decision-making support system was testified by examples, according to profit strategies, working capital strategies and speculation strategies. It really could raise the quality of investment effectively.
Keywords/Search Tags:Multiple-Input Multiple-Output, Genetic Algorithms, Technical indicators, Buy-in and sell-out signals, Statistical Process Control
PDF Full Text Request
Related items