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    政大機構典藏 > 商學院 > 資訊管理學系 > 學位論文 >  Item 140.119/103977
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/103977


    Title: 金融科技通用平台建置-以理財機器人為例
    Implementation of universal platform on FinTech -  By the Case of Robo-Advisor
    Authors: 莊迪凱
    Chuang, Ti Kai
    Contributors: 劉文卿
    莊迪凱
    Chuang,Ti Kai
    Keywords: 投資組合
    雲端運算
    微服務
    Portfolio
    Cloud computing
    Microservices
    Date: 2016
    Issue Date: 2016-11-14 16:09:35 (UTC+8)
    Abstract: 本研究之重點是在金融科技上提供一個平台,平台的服務流程以理財機器人為例,使用雲端技術,以微服務的概念實作各服務的功能,並使用MQTT訊息佇列作為服務之間的溝通,打造一個能分散運算R語言的環境,讓投資人可以透過前端的瀏覽器去選擇適當的基金,並計算適當的投資比例,提供投資人作為投資基金的參考。
    平台中基金篩選的方式是透過4433法則來篩選,選出過去長、中、短期績效優良之基金,下一步再將基金篩選的結果透過效率前緣、切線投資組合、平均權重不同的演算法計算資金分配,依不同演算法算出共三組不同比例的投資權重,提供投資人作為投資基金之參考,本研究使用2010年到2014年共五年的基金資料去做基金篩選及資金分配計算,再用2015年一整年的資料計算效益。透過切線投資組合演算法所算出的投資權重,在2015年1月到2015年6月投資六個月時得到最佳的報酬率為22%。
    Reference: 壹、 中文部分
    MoneyDJ (2016)。國內基金統計資料。取自:https://www.moneydj.com/funddj/yb/yp905000.djhtm

    Madura(2004),客戶風險忍受程度Jeff Madura 作,蔡文馨、胡元媛、吳美惠、詹耀華、黃敏慈譯,個人理財規劃,財團法人台灣金融研訓院,民 93 年 6 月

    李存修、邱顯比(2009),共同基金評比,中華民國證券投資信託暨顧問同業公會委託台灣大學財務金融系(所)邱顯比與李存修兩位教授所做的共同基金績效評比表。取自
    :http://www.fin.ntu.edu.tw

    洪珠懿(2005),如何應用新金融商品於銀行財富管理以達成績效的均衡表現,碩士論文,國立政治大學經營管理碩士學程,台北。

    曾光輝(2008),投資者之風險屬性與基金理財績效之實證研究,中央大學產業經濟所碩士論文,桃園。
    貳、 英文部分
    A.T. Kearney (2015) Hype vs. Reality_The Coming Waves of Robo Adoption Retrieved July 2, 2016 from
    https://www.atkearney.com/documents/10192/7132014/Hype+vs.+Reality_The+Coming+Waves+of+Robo+Adoption.pdf/9667a470-7ce9-4659-a104-375e4144421d

    Asness, C., A. Frazzini, and L. H. Pedersen (2012), “Leverage Aversion and Risk Parity”, Financial Analysts Journal, Vol.68, No.1, pp.47-59

    Akka(2011) Akka Documentation - Actor System. Retrieved June 09, 2016 from: http://doc.akka.io/docs/akka/current/general/actor-systems.html

    Benartzi S. and Thaler R.H. (2001), “Naive diversification strategies in defined contribution saving plans .”American Economic Review, Vol.91, No.1, pp. 79-98

    Clarke, R., De Silva, H., and Thorley, S. (2006), “Minimum variance portfolios in the U.S. equity market, ”Journal of Portfolio Management, Vol.33, No. 1, pp. 10-24.

    C.Hewitt, P. Bishop, and R. Steiger(1973), A universal modular actor formalism for artificial intelligence, in Proceedings of the 3rd international joint conference on Artificial intelligence, pp. 235-245.

    Docker(2016) Why Docker? Retrieved March 28, 2016 from https://www.docker.com/enterprise#/docker-solution

    Faubion, B. (2016). Effect of Automated Advising Platforms on the Financial Advising Market,Accounting Undergraduate Honors Theses. Paper 24.

    G. A. Agha(1985), Actors: A model of concurrent computation in distributed systems, DTIC Document.

    Harry Markowitz(Mar., 1952),” Portfolio Selection”,The Journal of Finance, Vol. 7, No. 1. (Mar., 1952), pp. 77-91.

    Hornik, K., Leisch, F., & Zeileis, A. (2003), A Fast Way to Provide R Functionality to Applications. In Proceedings of DSC (p. 2).

    Kong. (2014) Pattern: Monolithic Architecture, Retrieved June 09, 2016 from: http://microservices.io/patterns/monolithic.html
    MQTT(2014) Frequently Asked Questions, Retrieved June 09, 2016 from
    https://www.mqtt.org

    Tobin, James (1958). Liquidity preference as behavior towards risk, The Review of Economic Studies, 25, 65-86.

    Wealthfront(2016) Proven methodology. Retrieved June 09, 2016 from WealthFront:
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    Windcliff H. and Boyle P. (2004), “The 1/n pension plan puzzle,” North American Actuarial Journal, Vol. 8, pp. 32-45.
    Description: 碩士
    國立政治大學
    資訊管理學系
    103356034
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0103356034
    Data Type: thesis
    Appears in Collections:[資訊管理學系] 學位論文

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