Research on stock price behavior by constituting Market Profiles in days－Evidence from Listed Companies in Taiwan

• Main Authors: Peng, Chia-Yen, 彭嘉彥
• Other Authors: Chen, An-Pin
• Format: Others
• Language: zh-TW
• Published: 2013
• Online Access: http://ndltd.ncl.edu.tw/handle/bfevzu

碩士 === 國立交通大學 === 管理學院資訊管理學程 === 101 === In recent years, much research indicates that there is some specific market behavior and patterns can not be explained. Technical analysts believe that the stock price and volume in the history that can be used to predict future price. This study based on the Market Profile theory implementing neural network architecture with market profile price indicator and rotation factors. Attempting to explore the knowledge and behavior patterns on the Taiwan stock market trend assessment and forecasting interval in financial investment environment Comparing with the random trading neural network model , the experimental results show whether accuracy in predicting the ups and downs on the stock price or profitability has significantly better results. Demonstrated price trends can be predicted, and shows the stock price trend does not meet the Random Walk. Investors can take advantage of market profile analysis with the appropriate trading strategy to increase the opportunities for profitable investment.