| Summary: | 碩士 === 朝陽科技大學 === 財務金融系碩士班 === 100 === Investors constantly searched for some methods to determine market trends, stock price as a reference indicator of the timing and stock selection in the stock market over the past years. By using technical analysis, we do not need huge resources to get the information and it is easier than using fundamental analysis. This study employed common technical indicators, which test profitability in the stock market, include Moving Average, Filter Rule and Trading Range Breakout. We use Combined Signal Approach, plus Dempster-Shafer Theory in the Artificial Intelligence field in order to increase the investing performance and earnings stability.
Form our result, we find that the individual share has the best profitability in the Trading Range Breakout. However, the greatest loss of individual share is obviously higher than other strategies. It shows that individual technical indicators do not have enough stability and there is also happening a lot of contradiction among them. The empirical result shows that using Combined Signal Approach not only improves the earnings of individual technical indicators but also wins the strategy of Buy and Hold strategy. In addition, after integrating Dempster-Shafer Theory and Combined Signal Approach, we find that Dempster-Shafer Theory increases the earnings of trading strategy and it also improves different ranges in different industries.
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