Wisdom Stock Selection – Taking stock type of Artificial Intelligence for example

• Main Authors: TZENG, HSIN-CHIEH, 曾馨頡
• Other Authors: SHIA, BEN-CHANG
• Format: Others
• Language: zh-TW
• Published: 2019
• Online Access: http://ndltd.ncl.edu.tw/handle/vfte39

碩士 === 輔仁大學 === 統計資訊學系應用統計碩士在職專班 === 107 === The development of Artificial Intelligence not only brings about changes in life, but also changes the business model of all industry. And the Artificial Intelligence has become an important trend in investment layout. In 2018, the use of Artificial Intelligence began to grow more prosperous. The financial industry has also followed this trend and launched relevant investment targets. Whether it is the emergence of Artificial Intelligence concept stocks or Artificial Intelligence funds, smart medical funds, etc., it all makes the investors have more choices in investing in the subject matter. This thesis made a preliminary search of the Artificial Intelligence concept stocks in Taiwan. With 26 files of Taiwan Artificial Intelligence concept stocks as research objects. And define the research variables for grouping which based on the side of technical and application. After comparing the rate of return of the stock combined with this stratified result with the Artificial Intelligence fund issued in the market. Exploring whether the profitability of the stock portfolio selected by the algorithm is better than the funds issued in the recent market. Therefore, this thesis shows that there is no significant result to support The algorithm only uses the P/E ratio, the stock yield, and the net price of the stock to be grouped by these three variables. The return on the stock portfolio of the selected category in this study will be better than the fund issued by the financial issued.