Walk Forward.

切換策略與不切換策略之績效探討:以7種海外期貨為例 = = Performance Comparison between Switching Strategy and Single Strategy-The Case of 7 Oversea Futures Contracts / by: (Language materials, printed)

馬可夫模型.

Wilcoxon Signed Rank Test.

海外期貨.

高原參數.

隱馬可夫模型.

Peak Parameter.

Hidden Markov Model.

Overseas Futures.

移動窗格.

魏克森符號等級檢定.

高峰參數.

Plateau Parameter.

Walk Forward.

Markov Model.