The Research of Stock Price Forecasting Based on Neural Network
| Autor: | Fan-Yu Liao, 廖凡宇 |
|---|---|
| Rok vydání: | 2010 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 98 In this era, information is easily acquired. In recent years, moving towards liberalization and internationalization on the domestic stock market attracts more investors. Due to fast change in economic environment, the risk to invest in the stock market is getting higher. As the trend of the stock price is difficult to predict, investors must consider the following four points: 1. How to properly select stock is one of the goals that investors pay attention to 2. What is the correct timing to buy stock 3. Prepare a transaction tactics for stock purchase and sell 4. Set up the options for stock investment. In the past, many researches were undertaken by utilizing neural networks, like: junk email filtering, agricultural products sales prediction, including stock market prediction. There still remains space for improvement and we continue to carry on research in this respect. This research focuses on Taiwan 50 (ETF50) for historical database of the stock, and employs neural network with the eight technological analysis indicator of investment (KD, RSI, MA, MACD, William''s indicator, AR&BR, MTM, TAPI) to build the intelligent prediction of stock market trend. Hopefully this will help investors to make correct judgment in stock market sales and reduce the investment risk. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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