Implementing a Decision Support System for Stock Investment based on Social Network Analysis

Autor: Da-Vid Lin, 林大為
Rok vydání: 2014
Druh dokumentu: 學位論文 ; thesis
Popis: 102
In this study, the research objective is to implement a decision support system for stock investment based on social network analysis. This study uses TEJ database as a data source and foreign brokerages as the main objects to construct the social networks. The social networks are analyzed by Core-Periphery Model to find out the stock or securities with a high correlation, then filters social networks by different definition of nodes and tides for further analysis. The system uses past market data to validate the results of recommendation, then sums up analysis results for more information to support the decision system. The outcome of the proposed methods is tested and shows promising recommendation. The decision support system in this study uses social network analysis to build the model of management subsystem for helping and supporting the process of investors to make decision, reduce the risk and have the better support information while doing investment.
Databáze: Networked Digital Library of Theses & Dissertations