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    請使用永久網址來引用或連結此文件: https://irlib.pccu.edu.tw/handle/987654321/28447


    題名: 挖掘量化關聯規則以預測台灣50成分股票漲跌之研究
    Research on Mining Quantitative Association Rules to Predict Stock Price Changes for Firms Listed in Taiwan 50 Index
    作者: 朱光明
    Gunawan, Dennis
    貢獻者: 資訊管理學系
    關鍵詞: Quantitative Association Rules
    Candlestick Pattern
    Stock Trend Forecasting
    Data Mining
    Taiwan 50 Index
    日期: 2014-06
    上傳時間: 2014-10-07 16:09:58 (UTC+8)
    摘要: As stock market investing attracts many investors to get a profit, trend and stock price forecasting plays an important role in the stock market. Many professional traders use the technical analysis to analyze the stocks and predict the stock price or trend. Candlestick chart analysis is one of the technical analyses which are widely used for investment decision making. Nevertheless, the accuracy, when it is applied for companies listed in Taiwan 50 index as a stand-alone variable, is not as expected. In this research, the quantitative association rules which are used in decision making are generated using the trade volume, 5-day and 10-day moving average, price range, 1-day or 2-day candlestick pattern, and price change on the next day or the next fifth day. The data used in this research is stock prices of 38 companies which are listed in Taiwan 50 index from January 5th 1999 until February 27th 2014. The net profit which can be gained using one-day candlestick patterns with increase rules and decrease rules respectively is 122.075% and 45.6012%, whereas the net profit for two-day candlestick patterns with decrease rules is 84.2994%.
    顯示於類別:[資訊管理學系暨資訊管理研究所 ] 博碩士論文

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