• 沒有找到結果。

Appendix A. Data tables

Table A.1: Risk-free rate(Average deposit interest rates of four major banks(Bank of Tai-wan, Taiwan Cooperative Bank (TCB), First Commercial Bank, Hua Nan Bank.))

Unit:(%) One Month One Quarter Two Quarters Three Quraters One Year Two years Three Years

2007/01 1.74 1.80 1.95 2.08 2.21 2.28 2.30

2007/02 1.74 1.80 1.95 2.08 2.21 2.28 2.30

2007/03 1.74 1.80 1.95 2.08 2.21 2.28 2.30

2007/04 1.77 1.83 1.98 2.11 2.24 2.29 2.30

2007/05 1.77 1.83 1.98 2.11 2.24 2.29 2.30

2007/06 1.97 2.03 2.18 2.31 2.44 2.50 2.51

2007/07 1.97 2.03 2.18 2.31 2.44 2.50 2.51

2007/08 1.97 2.03 2.18 2.31 2.44 2.50 2.51

2007/09 2.03 2.10 2.26 2.39 2.52 2.57 2.59

2007/10 2.03 2.10 2.26 2.39 2.52 2.57 2.59

2007/11 2.03 2.10 2.26 2.39 2.52 2.57 2.59

2007/12 2.09 2.17 2.34 2.47 2.60 2.65 2.66

2008/01 2.09 2.17 2.34 2.47 2.60 2.65 2.66

2008/02 2.09 2.17 2.34 2.47 2.60 2.65 2.66

2008/03 2.09 2.17 2.34 2.47 2.60 2.65 2.66

2008/04 2.14 2.22 2.39 2.52 2.64 2.69 2.71

2008/05 2.14 2.22 2.39 2.52 2.64 2.69 2.71

2008/06 2.15 2.24 2.40 2.54 2.66 2.71 2.73

2008/07 2.20 2.28 2.45 2.58 2.70 2.75 2.77

2008/08 2.20 2.28 2.45 2.58 2.70 2.75 2.77

2008/09 2.17 2.26 2.42 2.56 2.68 2.73 2.75

2008/10 1.98 2.07 2.24 2.38 2.49 2.54 2.55

2008/11 1.68 1.77 1.94 2.07 2.18 2.23 2.25

2008/12 1.01 1.07 1.24 1.37 1.48 1.53 1.55

2009/01 0.56 0.62 0.79 0.92 1.03 1.08 1.10

2009/02 0.50 0.56 0.71 0.85 0.93 0.98 1.00

2009/03 0.50 0.56 0.71 0.85 0.93 0.98 1.00

2009/04 0.50 0.56 0.71 0.85 0.93 0.98 1.00

2009/05 0.50 0.56 0.71 0.85 0.93 0.98 1.00

2009/06 0.50 0.56 0.71 0.85 0.93 0.98 1.00

2009/07 0.50 0.56 0.71 0.85 0.93 0.98 1.00

2009/08 0.50 0.56 0.71 0.85 0.93 0.98 1.00

2009/09 0.50 0.56 0.71 0.85 0.93 0.98 1.00

2009/10 0.53 0.58 0.74 0.87 0.95 1.01 1.03

2009/11 0.53 0.58 0.74 0.87 0.95 1.01 1.03

2009/12 0.53 0.58 0.74 0.87 0.95 1.01 1.03

2010/01 0.53 0.58 0.74 0.87 0.95 1.01 1.03

2010/02 0.53 0.58 0.74 0.87 0.95 1.01 1.03

2010/03 0.53 0.58 0.74 0.87 0.95 1.01 1.03

2010/04 0.53 0.58 0.74 0.87 0.95 1.01 1.03

2010/05 0.53 0.58 0.74 0.87 0.95 1.01 1.03

2010/06 0.62 0.67 0.82 0.94 1.04 1.10 1.11

2010/07 0.62 0.67 0.82 0.94 1.04 1.10 1.11

2010/08 0.62 0.67 0.82 0.94 1.04 1.10 1.11

2010/09 0.62 0.67 0.82 0.94 1.04 1.10 1.11

2010/10 0.69 0.74 0.89 1.01 1.13 1.16 1.18

2010/11 0.69 0.74 0.89 1.01 1.13 1.16 1.18

2010/12 0.69 0.74 0.89 1.01 1.13 1.16 1.18

2011/01 0.75 0.79 0.95 1.07 1.18 1.21 1.23

2011/02 0.75 0.79 0.95 1.07 1.18 1.21 1.23

2011/03 0.75 0.79 0.95 1.07 1.18 1.21 1.23

2011/04 0.82 0.87 1.03 1.15 1.27 1.30 1.31

2011/05 0.82 0.87 1.03 1.15 1.27 1.30 1.31

2011/06 0.82 0.87 1.03 1.15 1.27 1.30 1.31

2011/07 0.88 0.94 1.11 1.22 1.35 1.38 1.39

2011/08 0.88 0.94 1.11 1.22 1.35 1.38 1.39

2011/09 0.88 0.94 1.11 1.22 1.35 1.38 1.39

2011/10 0.88 0.94 1.11 1.22 1.35 1.38 1.39

2011/11 0.88 0.94 1.11 1.22 1.35 1.38 1.39

2011/12 0.88 0.94 1.11 1.22 1.35 1.38 1.39

Table A.2: Overall Original Monthly Performance

Month Standard Model Model Mk-1 Model Mk-2 Model Mk-3 Model Mk-4 Model Mk-5 Single BPNN

7-Jan 760 678 862 842 940 942 488

7-Feb 556 456 544 498 460 538 112

7-Mar 243 189 157 45 265 161 455

7-Apr 322 456 362 448 586 382 378

7-May 151 167 205 161 11 199 407

7-Jun 441 721 607 713 453 557 1117

7-Jul 1275 1473 1487 1289 1267 1321 1057

7-Aug 2254 1550 1636 1394 1864 1608 380

7-Sep 627 923 959 883 857 1005 1211

7-Oct 1034 1224 1278 1332 1174 1144 1132

7-Nov 1368 1744 1720 1948 2184 1830 578

7-Dec 732 716 846 776 666 908 848

8-Jan 1391 691 757 689 849 1083 2083

8-Feb 211 281 237 87 277 219 917

8-Mar 1389 1947 2267 2119 1855 2061 1543

8-Apr 361 947 1033 665 881 859 -115

8-May 1213 1113 1037 961 1121 1149 483

8-Jun 452 96 290 468 222 472 224

8-Jul 1111 1673 1985 925 1805 1357 165

8-Aug 918 438 536 430 422 388 200

8-Sep 482 408 524 308 492 788 558

8-Oct 467 435 589 433 607 519 397

8-Nov 765 687 489 429 711 793 577

8-Dec 315 865 903 1023 869 931 -327

9-Jan 563 415 417 187 157 361 117

9-Feb 659 615 615 413 409 639 211

9-Mar 207 413 277 133 103 375 359

9-Apr 424 712 1022 1018 818 1044 -242

9-May 114 316 486 334 312 512 -80

9-Jun 870 544 836 392 208 838 168

9-Jul -54 318 202 40 -8 144 64

9-Aug 449 169 163 -45 155 77 229

9-Sep 59 397 493 59 215 535 213

9-Oct 413 429 305 163 217 251 -249

9-Nov 499 419 503 373 435 559 379

9-Dec 280 -44 24 82 68 -4 162

10-Jan 18 542 572 542 482 542 -200

10-Feb 358 332 428 202 328 454 -14

10-Mar -112 202 150 264 268 112 134

10-Apr -156 -118 2 170 78 -32 238

10-May 134 758 474 686 876 402 434

10-Jun 11 -11 209 -121 -147 185 57

10-Jul 223 3 39 65 33 -21 101

10-Aug 63 -253 -133 67 15 -91 123

10-Sep 140 224 144 240 276 218 14

10-Oct 237 395 401 275 355 389 167

10-Nov 23 141 51 67 37 167 165

10-Dec 39 177 111 171 193 129 249

11-Jan -220 128 98 186 162 98 374

11-Feb 195 389 737 587 483 279 307

11-Mar 434 546 634 776 714 514 522

11-Apr 235 121 135 133 177 115 -225

11-May 24 84 86 286 124 -32 346

11-Jun -39 107 115 213 79 279 43

11-Jul 24 162 114 28 138 234 -144

11-Aug 1297 761 867 599 819 683 -155

11-Sep -538 -36 -60 -202 -38 384 -184

11-Oct 278 350 186 398 342 318 246

11-Nov 187 317 467 509 391 325 131

11-Dec 120 22 84 64 18 -80 -508

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Appendix A. Data tables

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