以企業財務資訊為基礎建構股票投資決策支援系統

Autor: 黃加輝, Huang,Chia Hui
Předmět:
Druh dokumentu: Text
Popis: This paper adopted multivariate analysis and data mining to choose stock as a member of portfolio with financial indicators. The first, the public companies are divided into three periods according to life cycle by clustering; then, the rules are founded by decision tree and discriminant analysis; and the stocks are chosen as a member of portfolio. The result is that we can get higher return than TSEC weighted non-financial index.
Databáze: Networked Digital Library of Theses & Dissertations