應用灰色關聯生成及灰色預測模型於台灣股票之研究

• Main Author: 李皇林
• Other Authors: 蔡有龍博士
• Format: Others
• Language: zh-TW
• Published: 2013
• Online Access: http://ndltd.ncl.edu.tw/handle/41354665055733337219

碩士 === 建國科技大學 === 電機工程系暨研究所 === 102 === Grey system theory was proposed by Professor Deng， in 1982. By using relational analysis and modeling， the theory was proposed to solve the problems with uncertain and not-enough data. Then， apply prediction and decision method to analyze and understand the whole system. Originally， grey system theory was used in engineering; currently， it has been gradually applied in many kinds of fields. Because of the massive economic activity， stock buying and investment has become the main tool for people who want to earn money from stock market. Although， there are many mathematic methods to do cardinal analysis， the results are still not very accurate. Hence， at first， this paper used Excel in microsfot as the basic tool to build up the grey relational generating and grey prediction model for modeling analysis. Second， apply the model to simulate the real situation in stock market. Third， choose a prime company as the investment target by utilizing prediction model as our transaction reference. By the ending prices of each week in previous five weeks to predict the ending price of the sixth week， this study predicted the prices of some stocks and shares in 2012. We found that the mean error is between 4% to 8%， and that prove the grey system theory is one of feasible ways in stock market.