Stock Market Investment Decision Support System for Taiwan’s Banking Industry

碩士 === 龍華科技大學 === 資訊管理系碩士班 === 103 === In the investment market, in order to reduce the risk of investment banking, researchers take a variety of ways to improve the trading prediction models, and make sure when is the right time to buy / sell stock for profitability. So this study builds a stock ma...

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Bibliographic Details
Main Authors: Wang, Jhen-Syuan, 王振璿
Other Authors: Wen, Wu
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/4d2b67
Description
Summary:碩士 === 龍華科技大學 === 資訊管理系碩士班 === 103 === In the investment market, in order to reduce the risk of investment banking, researchers take a variety of ways to improve the trading prediction models, and make sure when is the right time to buy / sell stock for profitability. So this study builds a stock market investment decision support system. Through the Debt Ratio, Returns on Equity, Net Profit Rate, Earnings per Share, and other four kinds of the financial data collected from of 34 Taiwan's financial banks, we select the top five banks based on their financial performance. Then, we use three technologies indicators, moving average (MA), stochastic oscillator (KD), and the relative strength indicator (RSI) for performance analysis, and propose two predictive models to compare the difference among them, The study finds that the movement average (MA) in the second approach plays the best profitability. Meanwhile, the relationship between profitability and performance ranking is positive.