| Summary: | 碩士 === 國立臺灣科技大學 === 電機工程系 === 89 === In Grey System, the Grey Relational Grade (GRG) can describe the relationship between the main factor and others. For three targets included hot stock, leading factors and technical analysis, we could find out the characteristics of stock market and construct the simple and efficient investment models. The hot stock and leading factor analysis are fetched by GRG. The technical analysis is composed of three steps: fetching, degree defining and risk control. In fetching, GRG is used to decide the proper technical indices. In degree defining, fuzzy membership function is used. In risk control, there are two methods to filter high risk and keep profit. Finally, Taiwan stock market is given to demonstrate the performance and the validity of our models.
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