| Summary: | 碩士 === 東吳大學 === 財務工程與精算數學系 === 107 === The stock market has always been the favorite investment target of the Chinese people, but how can we have the maximum rate of return? This study mainly uses artificial intelligence-like neural network technology, and through the relative strength index (RSI), moving average (MA) ), stochastic indicator (KD) and smoothing similarity average line (MACD) are the main technical indicators, plus the many fundamental data of individual stocks to establish models, respectively, for different technical indicators investment strategies to calculate the return on investment. Here, the neural network, association rules, and rule induction are used to evaluate, and the annual return rate is evaluated in the next year to obtain the stock selection model with the highest return rate.
The information required for this study, including the basic information of individual stocks, transaction data and the source of legal person's import and export volume, is the Taiwan Economic New Report Database (TEJ). The data is selected as the financial stock information of listed companies in Taiwan, and is applied to the screening of high dividend stocks. Using the association rules to analyze past stock prices and dividends, calculate and rank the proportions of each financial indicator, and calculate the maximum return rate combination of investment in high-dividend stocks to provide investors with an investment direction.
The results show that although the dividend level has a positive correlation with the rate of return, under the influence of many unpredictable external factors, it is still impossible to rely solely on dividends to accurately predict the stock price trend, and still need to add more transaction data and The investment strategy to analyze and timely judge the operation and purchase, can increase the rate of return.
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