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研究生: 劉欣瑜
Liu, Hsin-Yu
論文名稱: 結合財務報表與技術指標分析之股票趨勢預測
Stock Trend Prediction Using Financial Statements and Technical Indicators
指導教授: 劉任修
Liu, Ren-Shiou
學位類別: 碩士
Master
系所名稱: 管理學院 - 資訊管理研究所
Institute of Information Management
論文出版年: 2021
畢業學年度: 109
語文別: 中文
論文頁數: 43
中文關鍵詞: 股票預測深度學習財務報表技術分析
外文關鍵詞: Stock prediction, Deep Learning, Financial Statements, Technical analysis
相關次數: 點閱:164下載:0
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  • 摘要 i EXTENDED ABSTRACT ii 誌謝 ix 目錄 x 表目錄 xii 圖目錄 xiii 1 緒論 1 1.1 研究背景與動機 1 1.2 研究目的 2 1.3 研究貢獻 4 1.4 研究架構 4 2 文獻探討 5 2.1 股票市場預測 5 2.1.1 股價/趨勢預測 5 2.1.2 指數預測 10 2.1.3 風險/收益預測 11 2.2 財務比率 12 2.3 長短期記憶網路 15 2.3.1 遺忘閘門層 16 2.3.2 輸入閘門層 17 2.3.3 單元狀態 18 2.3.4 輸出閘門層 19 2.4 CNN-LSTM 20 2.5 小結 20 3 研究方法 21 3.1 問題描述 21 3.2 模型描述 21 3.2.1 架構描述 22 3.2.2 方法描述 24 4 實驗與分析 27 4.1 資料集及資料前處理 27 4.2 實驗架構與步驟 30 4.3 實驗結果與分析 32 4.3.1 實驗環境設定 32 4.3.2 衡量指標 32 4.3.3 實驗結果分析 34 5 結論與未來發展 38 參考文獻 39

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