English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 94188/124659 (76%)
Visitors : 29671805      Online Users : 484
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/71777
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/71777

    Title: An Approach of Stocks Substitution Strategy Using Fuzzy Interval Correlation Coefficient
    Authors: Cheng,Yu-Ting;Yang,Chih-Ching
    Contributors: 統計系
    Date: 2013-02
    Issue Date: 2014-12-02 15:48:21 (UTC+8)
    Abstract: The classical Pearson's correlation coefficient has been widely adopted in various fields of application. However, when the data are composed of fuzzy interval values, it is not feasible to use such a traditional approach to evaluate the correlation coefficient. In this study, we propose the specific calculation of fuzzy interval correlation coefficient with fuzzy interval data to measure the relationship between various stocks. As such, the study is able to offer an improving measure of investment strategy for stocks substitution via the analysis of the fuzzy interval correlation. In addition, we use empirical studies to verify the validity of our proposal on fuzzy interval correlation coefficient using data from companies in electric machinery and plastic sectors in Taiwan.
    Relation: Communications in Statistics - Simulation and Computation , Accepted author version posted online: 26 Dec 2013
    Data Type: article
    Appears in Collections:[統計學系] 期刊論文

    Files in This Item:

    File Description SizeFormat

    All items in 政大典藏 are protected by copyright, with all rights reserved.

    社群 sharing

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback