The following information was submitted:
Transactions: WSEAS TRANSACTIONS ON INFORMATION SCIENCE AND APPLICATIONS
Transactions ID Number: 89-257
Full Name: Chiung-Fen Huang
Position: Ph.D. Candidate
Age: ON
Sex: Female
Address: 1001 Ta Hsueh Road, Hsinchu, 300
Country: TAIWAN
Tel: 886-921-152058
Tel prefix: na
Fax: na
E-mail address: amanda.huangcf@gmail.com
Other E-mails: pennychiou@yahoo.com.tw
Title of the Paper: Applying Self-Organizing Mapping Neural Network for Discovery Market Behavior of Equity Fund
Authors as they appear in the Paper: Jen-Hua Chen, Chiung-Fen Huang, An-Pin
Email addresses of all the authors: andychen@faraday-tech.com, amanda.huangcf@gmail.com, apc@iim.nctu.edu.tw
Number of paper pages: 11
Abstract: Maximizing the profit and minimizing the loss notwithstanding the trend of the market is always desirable in any investment strategy. The present research develops an investment strategy, which has been verified effective in the real world, by employing self-organizing map neural network for mutual funds tracking the trends of stock market indices according to macroeconomics indicators and weighted indices and rankings of mutual funds. Our experiment shows if utilizing strategy 3 according to our model during a period from January 2002 to December 2008 the total returns could be at 122 percents even though the weighted index fell 22 percents during the same period and averaged investment returns for random transaction strategies stand at minus 25 percents. As such, we conclude that our model does efficiently increase the investment return.
Keywords: Equity Fund, Neural Network, Self-Organizing Mapping, Investment Strategy
EXTENSION of the file: .doc
Special (Invited) Session: Applying Self-Organizing Mapping Neural Network for Discovery Market Behavior of Equity Fund
Organizer of the Session: 697-529
How Did you learn about congress: NA
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