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    政大機構典藏 > 商學院 > 企業管理學系 > 學位論文 >  Item 140.119/90394
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/90394


    Title: 股價預測:專家系統給例學習法之應用
    Authors: 白晉榮
    Contributors: 劉維琪
    白晉榮
    Date: 1989
    Issue Date: 2016-05-04 14:20:12 (UTC+8)
    Abstract: 摘要:
    本篇論文之目的在研究如何建立一具備証券價格變化預測能力之專家系統。專家系統通常需要一個知識庫,在這個知織庫之中包含了許多決策規則和事實。而這些規則和事實都是經由和專家們長時間反覆的會談及討論而產生。但是在建立一個執行証券投資決策的專家系統時,卻發現証券投資領域之中之專家所憑藉的往往都只是經驗與直覺,即使是經由深度訪談也難以整理出明確的規則和事實來。職是之故,如何汲取專業知識遂成為建立專家系統之瓶頸。
    為了解決知識汲取的困難,本研究首先探討各種學習法則之特性以及其與証券投資知識領域之間的配合程度,據以選出一項最合適的學習法則。最後發現此一最合適之法則即為『連結模型』(或稱『類神經網路』)中之『向後傳播網路』(Back-Propagation Network)。
    接著,為了對人工學習技術在証券投資領域上之應用,進行先導研究,本文乃實際利用向後傳播網路東學習有關証券價格變動行為之知識。研究結果發現本文所設計之網路模式在經過多次的訓練之後,其所具備之知識在預測己學習過之資料上,僅有極微小之誤差,平均週收盤指數之預測誤差為59.9點。此外,本研究在『向後傳播網路之應用』上亦獲致數項結論。
    Reference: 參考資料
    一.英文部分
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    Shapiro. Allen D. (1987 ) . Structured Introduction in expert System. Great British: Addison-Wisley. pl.
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    二、中文部分
    朱忠園(民76) .我國証券市場中市場因素行業因素及公司因素之探討,中興企研所未出版碩士論文。
    劉偉仲(民76 ) 應用於股票投資基本分析知識庫系統研究與設計,台大商研所未出版碩士論文。
    揚建民(民79 ) .投資專家系統-以人工智慧技術預測台灣股票市場行為.國科會研究計劃。
    Description: 碩士
    國立政治大學
    企業管理學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002005576
    Data Type: thesis
    Appears in Collections:[企業管理學系] 學位論文

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