| 研究生: |
曹湘庭 Tsao, Hsiang-Ting |
|---|---|
| 論文名稱: |
以技術分析發展股票資訊預測方法 A Technical Analysis-based Method for Stock Market Forecasting |
| 指導教授: |
陳裕民
Chen, Yuh-Min |
| 共同指導教授: |
陳育仁
Chen, Yuh-Jen |
| 學位類別: |
碩士 Master |
| 系所名稱: |
電機資訊學院 - 製造資訊與系統研究所 Institute of Manufacturing Information and Systems |
| 論文出版年: | 2011 |
| 畢業學年度: | 99 |
| 語文別: | 中文 |
| 論文頁數: | 52 |
| 中文關鍵詞: | 預測 、股票市場 、技術分析 、支援向量機 、粒子群優化演算法 |
| 外文關鍵詞: | Forecasting, stock market, technical analysis, support vector machine, particle swarm optimization |
| 相關次數: | 點閱:99 下載:1 |
| 分享至: |
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由於股票市場的動態變化以及股票價格的影響因素眾多,使得股票價格評定困難度增加;再者,人類在處理資訊時,常會對於立即可用且切身相關的資訊加以放大其重要性,使得投資決策制定隨波逐流而無法客觀理性。因此,如何運用有效的資訊協助投資者進行股票投資決策已成為股票投資理財重要的課題之一。
本研究主要利用技術分析發展一股票預測方法,以預測出符合投資者偏好之個股,進而提昇股票投資者之決策支援品質與獲利能力。針對上述目的,本研究主要研究項目包括: (i) 技術分析為基之股票預測流程設計,(ii) 技術分析為基之股票預測方法發展以及(iii) 技術分析為基之股票預測方法驗證與比較。其中,技術分析為基之股票預測方法包括趨勢為基之個股分類方法、合適技術指標選定方法與交易訊號預測方法。
Dynamic changes in the stock market, and many factors influence stock prices, making the stock price to increase the difficulty of assessing. Furthermore, when human beings process information, often available for an immediate and vital information related to amplify the importance, making the decision-making of investment can not be objective and rational drift. Therefore, how to effectively use information to help investors make stock investment and also it has become one of the important issues in financial
decision-making.
In this study, the development of a stock using technical analysis forecasting method to predict the preferences of the investors out of stocks, and thus enhance the quality of the stock investors and decision-support profitability. For these purposes, the main research tasks include the study: (i) Design A Technical Analysis-based Process for Stock Market Forecasting, (ii) Development A Technical Analysis-based Method for Stock Market Forecasting, and (iii) Validation and Comparison of Technical Analysis-based Method for Stock Market Forecasting. Among them, the Technical Analysis-based Method for Stock Market Forecasting including Trend-based Stock Type Classification method, Adaptive Stock Market Indicator Selection method, and Stock Market Trading Signal Forecasting method.
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校內:2016-07-04公開