A Neural Network Approach for Prediction and Analysis in the Taiwan Stock Market --- Stock Price and TSEWPI
碩士 === 淡江大學 === 資訊管理學系 === 85 === This study attempts to select the significant ones from various offinancial ratios and indicators about sale events from the viewpoint offundamental analysis . After interviewing with investment experts and referencing th...
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ndltd-TW-085TKU003960222016-07-01T04:15:57Z http://ndltd.ncl.edu.tw/handle/84882368526384217481 A Neural Network Approach for Prediction and Analysis in the Taiwan Stock Market --- Stock Price and TSEWPI 運用類神經網路於臺灣股市個股及指數之預測分析 Cheng, Chi-Wei 鄭志偉 碩士 淡江大學 資訊管理學系 85 This study attempts to select the significant ones from various offinancial ratios and indicators about sale events from the viewpoint offundamental analysis . After interviewing with investment experts and referencing the results from related studies , some indicators withcorrelation were eliminated and a group of indicators was reserved . Back-Propagation Network (BPN) approach is used in this study. We collectretrospective data as BPN''s training samples and testing samples from four listed companies that are with similar industrial architectures . To prevent the noise from the effects of whole market and sector (consists of companies which have similar products) , we proposed amodule which is used to predict the relative trends between individual stock price and sector it belongs . Results indicate that the hit ratiosare about 59% in the individual stock module and about 67% in the sector-relative module on the end of the first month in which companiesopen their accounting information , and there are no obvious predictingcapacities after the second and the third month . This research also present a model that discusses the mutualrelations among GNP growth rate , interest rate and weighted EPR(Earning-Price Ratio) of whole listed companies on Taiwan Stock Exchange Company .We adopted neural network approach to identifying the forecasting - capacities of this model on long-term fluctuation of TSEWPI . The modelwe have proposed use retrospective date to discuss the relations betweenGNP growth rate and aggregate profits of whole listed company , the cyclic phenomenon within interest rate and PER of listed company , andtime-lagging effect . We hope this model can be applied on real world like TSEWPI trend prediction , for example , forecasting the peak and trough of TSEWPI curve . Hung-Chung Lee 李鴻璋 1997 學位論文 ; thesis 75 zh-TW |
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碩士 === 淡江大學 === 資訊管理學系 === 85 === This study attempts to select the significant ones from
various offinancial ratios and indicators about sale events from
the viewpoint offundamental analysis . After interviewing with
investment experts and referencing the results from related
studies , some indicators withcorrelation were eliminated and a
group of indicators was reserved . Back-Propagation Network
(BPN) approach is used in this study. We collectretrospective
data as BPN''s training samples and testing samples from four
listed companies that are with similar industrial architectures
. To prevent the noise from the effects of whole market and
sector (consists of companies which have similar products) , we
proposed amodule which is used to predict the relative trends
between individual stock price and sector it belongs . Results
indicate that the hit ratiosare about 59% in the individual
stock module and about 67% in the sector-relative module on the
end of the first month in which companiesopen their accounting
information , and there are no obvious predictingcapacities
after the second and the third month . This research also
present a model that discusses the mutualrelations among GNP
growth rate , interest rate and weighted EPR(Earning-Price
Ratio) of whole listed companies on Taiwan Stock Exchange
Company .We adopted neural network approach to identifying the
forecasting - capacities of this model on long-term fluctuation
of TSEWPI . The modelwe have proposed use retrospective date to
discuss the relations betweenGNP growth rate and aggregate
profits of whole listed company , the cyclic phenomenon within
interest rate and PER of listed company , andtime-lagging effect
. We hope this model can be applied on real world like TSEWPI
trend prediction , for example , forecasting the peak and trough
of TSEWPI curve .
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author2 |
Hung-Chung Lee |
author_facet |
Hung-Chung Lee Cheng, Chi-Wei 鄭志偉 |
author |
Cheng, Chi-Wei 鄭志偉 |
spellingShingle |
Cheng, Chi-Wei 鄭志偉 A Neural Network Approach for Prediction and Analysis in the Taiwan Stock Market --- Stock Price and TSEWPI |
author_sort |
Cheng, Chi-Wei |
title |
A Neural Network Approach for Prediction and Analysis in the Taiwan Stock Market --- Stock Price and TSEWPI |
title_short |
A Neural Network Approach for Prediction and Analysis in the Taiwan Stock Market --- Stock Price and TSEWPI |
title_full |
A Neural Network Approach for Prediction and Analysis in the Taiwan Stock Market --- Stock Price and TSEWPI |
title_fullStr |
A Neural Network Approach for Prediction and Analysis in the Taiwan Stock Market --- Stock Price and TSEWPI |
title_full_unstemmed |
A Neural Network Approach for Prediction and Analysis in the Taiwan Stock Market --- Stock Price and TSEWPI |
title_sort |
neural network approach for prediction and analysis in the taiwan stock market --- stock price and tsewpi |
publishDate |
1997 |
url |
http://ndltd.ncl.edu.tw/handle/84882368526384217481 |
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