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    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
    鄭宇庭
    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

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