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    政大典藏 > College of Commerce > Department of MIS > Theses >  Item 140.119/36947
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/36947


    Title: 運用技術指標建構投資決策之知識架構
    The Knowledge architecture of technical indicators for iInvestment decisions
    Authors: 溫豐全
    Wen, Feng Quan
    Contributors: 劉文卿
    Liou, Wen Ching
    溫豐全
    Wen, Feng Quan
    Keywords: 技術指標
    投資決策
    分類模型
    Technical Indicators
    Investment Decisions
    Classification Model
    Date: 2007
    Issue Date: 2009-09-18 20:14:48 (UTC+8)
    Abstract: 本研究定義運用技術指標建構投資決策之步驟,明確描述各步驟細節,投資人根據此流程定義,可利用技術指標逐步運算出投資標的之投資價值,作為最終投資決策之依據。同時,本研究建立技術指標、偵測機制等分類架構,讓投資人主觀的投資需求對應(map)到技術指標,建立個人化的投資決策。
    This paper defines the stages that how to build an investment decision with technical indicators and describes the details of each stage definitely. According to the process definition, investors can calculate the investment value of the investment target with technical indicators step by step. The investment value can be the foundation of the final investment decision.
    This paper also establishs both classificaton models of technical indicators and detect mechanisms. It makes investors map their subjective demand for investment information to technical indicators, personlize their investment descions.
    Reference: 中文部分
    1. 杜金龍(2002)。技術指標在台灣股市應用的訣竅,台北:財訊。
    2. 何旭輝(1999)。應用不確定模式於股票投資之研究。國立成功大學企業管理所碩士論文,未出版,台灣台南。
    3. 李淑惠(2006)。技術指標與股價漲跌幅非線性關係之獲利能力之探討。私立靜宜大學企業管理研究所碩士論文,未出版,台灣台中。
    4. 林天運(2007)。大盤未來走勢預測─KD指標的實證分析。國立成功大學國際企業研究所碩士論文,未出版,台灣台南。
    5. 林茂文(1992),時間數列分析與預測,台北:華泰。
    6. 姜林杰祐(2007),程式交易系統設計與建構,台北:新陸。
    7. 林耀堂(2000)。遺傳程式規劃於股市擇時交易策略之應用。國立中央大學資訊管理研究所碩士論文,未出版,台灣桃園。
    8. 洪美惠(2000)。台灣地區上市公司股票評價研究。私立東海大學管理研究所碩士論文,未出版,台灣台中。
    9. 陳建全(1998)。台灣股市技術分析之實證研究。台灣大學商學研究所碩士論文,未出版,台北。
    10. 黃煥彰(1998)。提高台灣電子類股投資績效之研究─類神經網路結合技術指標。國立中興大學企業管理研究所碩士論文,未出版,台灣台中。
    11. Murphy, J. J.(2000)。金融市場技術分析。(黃嘉斌譯)。台北:寰宇。(原著出版年:1999)
    12. 賴盛章(1990)。台灣股票市場落式效率性實證研究─以技術分析檢驗。國立台灣大學商學研究所碩士論文,未出版,台北。
    英文部分
    1. Anonymous (1998). Business Classification Models Methods Guide, Modelware International, USA.
    2. Brock, W., Lakonishok, J., & LeBaron, B.(1992). Simple Technical Trading Rule and the Stochastic Properties of Stock Returns. Journal of Finance, 47, 1731-1764.
    3. Colby R. W. (2002). The Encyclopedia of Technical Market Indicator, McGraw-Hill. USA.
    4. Coutts J. A., & Cheung K. C. Cheung (2000). Trading Rules and Stock Returns: Some Preliminary Short Run Evidence from The Hang Seng 1985-1997. Applied Financial Economics. 10. 579-586
    5. James, F. E.(1968). Monthly Moving Averages-An Effective Investment Toll?. Journal of Financial and Quantitative Analysis, 315-326.
    6. Kimoto, T., Asakawa, K., Yoda, M., & Takeoka, M. (1990). Stock Market Prediction System with Modular Neutral Networks. IJCNN International Joint Conference, 1, 1-6.
    7. Pruitt, S. W., and White, R. E. (1988). The CRISMA Trading System: Who Says Technical Analysis Can’t Beat the Market?, The Journal of Portfolio Management, 55-58.
    8. Ratner, M., & Leal, R. P. C.(1999). Test of technical trading strategies in the emerging equity markets of Latin America and Asia. Journal of Banking and Finance, 23, 1887-1905.
    Description: 碩士
    國立政治大學
    資訊管理研究所
    95356027
    96
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0095356027
    Data Type: thesis
    Appears in Collections:[Department of MIS] Theses

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