GRG-based Analysis of Taiwan Stock Market
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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2001
|
Online Access: | http://ndltd.ncl.edu.tw/handle/06038464691210515874 |
id |
ndltd-TW-089NTUST442083 |
---|---|
record_format |
oai_dc |
spelling |
ndltd-TW-089NTUST4420832015-10-13T12:09:58Z http://ndltd.ncl.edu.tw/handle/06038464691210515874 GRG-based Analysis of Taiwan Stock Market 台灣股票市場之GRG分析 Dian-Geng Wu 吳典庚 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. Yen-Tseng Hsu 徐演政 2001 學位論文 ; thesis 82 zh-TW |
collection |
NDLTD |
language |
zh-TW |
format |
Others
|
sources |
NDLTD |
description |
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.
|
author2 |
Yen-Tseng Hsu |
author_facet |
Yen-Tseng Hsu Dian-Geng Wu 吳典庚 |
author |
Dian-Geng Wu 吳典庚 |
spellingShingle |
Dian-Geng Wu 吳典庚 GRG-based Analysis of Taiwan Stock Market |
author_sort |
Dian-Geng Wu |
title |
GRG-based Analysis of Taiwan Stock Market |
title_short |
GRG-based Analysis of Taiwan Stock Market |
title_full |
GRG-based Analysis of Taiwan Stock Market |
title_fullStr |
GRG-based Analysis of Taiwan Stock Market |
title_full_unstemmed |
GRG-based Analysis of Taiwan Stock Market |
title_sort |
grg-based analysis of taiwan stock market |
publishDate |
2001 |
url |
http://ndltd.ncl.edu.tw/handle/06038464691210515874 |
work_keys_str_mv |
AT diangengwu grgbasedanalysisoftaiwanstockmarket AT wúdiǎngēng grgbasedanalysisoftaiwanstockmarket AT diangengwu táiwāngǔpiàoshìchǎngzhīgrgfēnxī AT wúdiǎngēng táiwāngǔpiàoshìchǎngzhīgrgfēnxī |
_version_ |
1716853694036705280 |