A Study of Applying Mahalanobis-Taguchi System in Stock Price Forecasting – An Example of Taiwan Electronic Stock
| Autor: | Johnson Wu, 吳政修 |
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| Rok vydání: | 2008 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 96 Security investment is an important issue that modern most people will face. Investors only hope to obtain the remuneration from the stock market, but because knowledge and information are deficient, result in judging the mistake causes the losses of the wealth. In the past a lot of research expected to find out an appropriate stock price prediction method reducing the risk. This research applies Mahalanobis-Taguchi System (MTS) developed recently in stock price forecasting. From literature and visiting expert, find out the notable Indicators of judging the pattern of the stock price and consider investor’s actual behavior, combine those factors to MTS. Utilize MTS construct an information recognition System which differentiate between normal group and abnormal group. And then the model optimizes the indexes to reduce the model which give a suggestion to investor arrived the result of robustness and cost down by Taguchi Method. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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