博碩士論文 108453015 完整後設資料紀錄

DC 欄位 語言
DC.contributor資訊管理學系在職專班zh_TW
DC.creator王希佩zh_TW
DC.creatorHsi-Pei Wangen_US
dc.date.accessioned2021-7-21T07:39:07Z
dc.date.available2021-7-21T07:39:07Z
dc.date.issued2021
dc.identifier.urihttp://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN=108453015
dc.contributor.department資訊管理學系在職專班zh_TW
DC.description國立中央大學zh_TW
DC.descriptionNational Central Universityen_US
dc.description.abstract投資一直是現代社會關注的議題,常見投資市場包含了銀行定存、外幣買賣、儲蓄險、基金、債劵、虛擬貨幣及股票,因為投資理財資訊越來越容易取得,使得更多人們透過理財提早規劃自己退休生活,讓自己達到財富自由,其中股票更是投資者投入最普遍的標的之一,大眾常在財經節目中聽取建議,找尋投資目標,但在下單的時間點,往往已經錯失投資的黃金機會,而導致血本無歸或是套牢在股海裡。 近年來隨著科技的進步,市面上開發出人工智慧新穎的投資工具,提供投資人使用,但往往建議投資人投資的股票,有時會因為證劵公司的私利,而提供投資者不是那麼公正的投資標的;故本研究利用公司股價(開盤價、最高價、最低價及收盤價)、基本面、技術面及籌碼面作為輸入變數,並以機器學習方法建立股市漲跌預測模型,如K-近鄰演算法 (k-nearest neighbors, kNN)、決策樹 (decision tree, DT)、支援向量機 (support vector machine, SVM)、隨機梯度下降法 (Stochastic gradient descent, SGD)、隨機森林 (Random Forest, RF)、人工神經網路 (Artificial Neural Network, ANN)、單純貝氏分類器 (Navie Bayes, NB)、邏輯式迴歸 (Logistic Regression, LGR)及AdaBoost (Adaptive Boosting)等工具,實驗結果整體表現以單純貝氏分類器最佳。zh_TW
dc.description.abstractInvestment has always been a topic of concern in modern society. Common investment markets include bank deposits, foreign currency trading, savings insurance, funds, bonds, virtual currencies, and stocks. Because investment and financial information becomes more and more accessible, many financial management tools have been developed. With the use of these tools, people can plan their retirement life and realize the freedom of wealth eariler. Investing in stocks is the most common for many investors. People often listen to financial suggestions and tips via audiovisual programs. However, at the time of placing an order, they often miss the critical time for investment, which leads to loss of money or being stuck in the stock market. In recent years, with the advancement of science and technology, new investment tools with artificial intelligence techniques have been developed for investors to use, but stocks that investors are often recommended to invest in are sometimes not so fair to investors because of the private interests of securities companies. Therefore, this research uses the company’s stock price (e.g., opening price, highest price, lowest price and closing price), fundamental analysis, technical analysis, and chip analysis as input variables. The sample of this study uses the Taiwan Economic Journal Database. A number of machine learning methods have been used to build stock price prediction models, including K-nearest neighbor (kNN), decision tree (DT), support vector machine (SVM), stochastic gradient descent (SGD), random forest (RF), artificial neural network (ANN), navie Bayes (NB), logistic regression (LGR), adaptive boosting (AdaBoost). The best results of the experimental is navie Bayes have the great prediction.en_US
DC.subject機器學習zh_TW
DC.subject股價預測zh_TW
DC.subject單純貝氏分類器zh_TW
DC.subject人工神經網路zh_TW
DC.subject邏輯式迴歸zh_TW
DC.title以機器學習建構股價預測模型:以台灣股市為例zh_TW
dc.language.isozh-TWzh-TW
DC.titleConstructing stock price forecast models with machine learning:Evidence from Taiwan Stock Marketen_US
DC.type博碩士論文zh_TW
DC.typethesisen_US
DC.publisherNational Central Universityen_US

若有論文相關問題,請聯絡國立中央大學圖書館推廣服務組 TEL:(03)422-7151轉57407,或E-mail聯絡  - 隱私權政策聲明