Using Fuzzy Decision Tree to Forecast Taiwan Stock Exchange Capitalization Weighted Stock Index
| Autor: | Jheng-Yi Jiang, 蔣政邑 |
|---|---|
| Rok vydání: | 2015 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 103 In the past, investors with limited information to make investment decisions, but with Internet facilities and information made easily, the original investment decision is no longer available. So investors must use a lot of information to make investment decisions. However, with all the news on the market affect investment decisions, investors tend to be influenced by messages and make transactions, often resulting in a loss, investors therefore disappear from the market. Today, the use of large amounts of data analysis has become a trend, but in the course of the analysis still has many problems. Fuzzy decision tree is a combination of fuzzy theory and decision tree. It has been widely used in recent years. Fuzzy decision tree can be generated from a small amount of data in the rules. Apply to the rapid changes in the stock market can correct the error quickly, and reached the purpose of accurate prediction. In this study, the fuzzy decision tree to predict the future movement of the Index found that the prediction error is very large number of points. Change the situation forecast only 57.4%. In the present, in this study, the author changed the original variables, and designed for the new model. Prediction accuracy of the model is 93.44%. The trends are from the previous judgments rule, we expected to help investors make correct investment decisions and able to make right trading strategies immediately. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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