政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/103977

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/103977

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政大典藏 > College of Commerce > Department of MIS > Theses > 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: https://www.wealthfront.com/proven-methodology 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:	[Department of MIS] Theses

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