Research on Mining Quantitative Association Rules to Predict Stock Price Changes for Firms Listed in Taiwan 50 Index
| Autor: | Gunawan, Dennis, 朱光明 |
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| Rok vydání: | 2014 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 102 As stock market investing attracts many investors to get a profit, trend and stock price forecasting plays an important role in the stock market. Many professional traders use the technical analysis to analyze the stocks and predict the stock price or trend. Candlestick chart analysis is one of the technical analyses which are widely used for investment decision making. Nevertheless, the accuracy, when it is applied for companies listed in Taiwan 50 index as a stand-alone variable, is not as expected. In this research, the quantitative association rules which are used in decision making are generated using the trade volume, 5-day and 10-day moving average, price range, 1-day or 2-day candlestick pattern, and price change on the next day or the next fifth day. The data used in this research is stock prices of 38 companies which are listed in Taiwan 50 index from January 5th 1999 until February 27th 2014. The net profit which can be gained using one-day candlestick patterns with increase rules and decrease rules respectively is 122.075% and 45.6012%, whereas the net profit for two-day candlestick patterns with decrease rules is 84.2994%. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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