| DC 欄位 |
值 |
語言 |
| DC.contributor | 資訊管理學系 | zh_TW |
| DC.creator | 江吉雄 | zh_TW |
| DC.creator | Chi-Hsiung Chiang | en_US |
| dc.date.accessioned | 2002-6-5T07:39:07Z | |
| dc.date.available | 2002-6-5T07:39:07Z | |
| dc.date.issued | 2002 | |
| dc.identifier.uri | http://ir.lib.ncu.edu.tw:444/thesis/view_etd.asp?URN=89423042 | |
| dc.contributor.department | 資訊管理學系 | zh_TW |
| DC.description | 國立中央大學 | zh_TW |
| DC.description | National Central University | en_US |
| dc.description.abstract | 長期以來證券投資由於報酬高於其他投資工具而廣受一般大眾與法人的青睞，然而高報酬的背後往往伴隨著高風險，如何降低風險並獲得報酬，是投資者極為關心的重點。
釵h學者都致力於證券投資的相關研究，並產生各種不同的理論與工具，試圖預測股價以獲得超額報酬。然而這些方法多半僅使用基本面資料或技術面資料，鮮少有同時使用兩種資料者。
本研究採用遺傳演算法，針對台灣股票市場的歷史資料作搜尋，結合基本面分析與技術面分析兩種方式，建立一套選股與擇時整合機制，期望在能夠獲得令人滿意的報酬的同時，盡量降低風險。
本模型使用移動視窗，隨時間與環境改變而動態調整交易策略，使模型更具適應能力。經實驗結果顯示，遺傳演算法在選股與擇時同時編碼的問題上，確實有優秀的搜尋效果，具有較完整的表達能力，可以降低投資風險並打敗大盤買入持有策略。 | zh_TW |
| dc.description.abstract | The topic about investing is always a hot one. Investors usually prefer to focus on stock market. We all know that ＂high profit, high risk＂ and earning profit with low risk is difficult. Genetic algorithms are used to find trading strategies that integrate stock selection rules and trading rules in this research. With sliding windows, these trading strategies can adjust to en-vironment changes. According to experimental results, integrated stock selection rules and timing rules can reduce risk and gain satisfied profit. | en_US |
| DC.subject | 遺傳演算法 | zh_TW |
| DC.subject | 基本面選股 | zh_TW |
| DC.subject | 技術面擇時 | zh_TW |
| DC.subject | 投資策略 | zh_TW |
| DC.subject | Technical Timing Rules | en_US |
| DC.subject | Genetic Algorithms | en_US |
| DC.subject | fundamental Selection Rules | en_US |
| DC.subject | Investment Strategies | en_US |
| DC.title | 遺傳演算法於股市選股與擇時策略之研究 | zh_TW |
| dc.language.iso | zh-TW | zh-TW |
| DC.title | Using Genetic Algorithms to Find Fundamental Selection and Technical Timing Rules | en_US |
| DC.type | 博碩士論文 | zh_TW |
| DC.type | thesis | en_US |
| DC.publisher | National Central University | en_US |