政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/90394
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文筆數/總筆數 : 113325/144300 (79%)
造訪人次 : 51167985      線上人數 : 869
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋
    政大機構典藏 > 商學院 > 企業管理學系 > 學位論文 >  Item 140.119/90394


    請使用永久網址來引用或連結此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/90394


    題名: 股價預測:專家系統給例學習法之應用
    作者: 白晉榮
    貢獻者: 劉維琪
    白晉榮
    日期: 1989
    上傳時間: 2016-05-04 14:20:12 (UTC+8)
    摘要: 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。
    參考文獻: 參考資料
    一.英文部分
    Brothick. A. Faye & West, Owen D. (1987). "Expert System – A New Tool for the Professional." Accounting Horizons,6, PP. 9-16.
    Braun. H. & Chandler, J. S. (987). "Predicting Stock Market Behavior through Rule Induction: An Application of the Learing-From-Example approach." Decision Science,
    18, pp. 415-429.
    Carter, C. & Catlett, J. (1987). "Credit Card Applications Using Machine Learning," IEEE EXPERT. Fall 1987, PP.71-79.
    Caudill, M. (1987). "Network paradigm selection guidelines for application development," Proc. of IEEE International Conference on Neural Networks. PP. 298-302.
    Cohen, P. R. & Feigenbaum, E. A. (1982). The Handbook of Artificial Intelligence. Vol. 3. Los Altos: Willian Kaufmann, Inc.
    Dietterich. T. G. & Michalski, R. S. (1981). "Inductive learning of structuresl descriptions: Evaluation criteria and comparative review of selected methods," IJCAI 6,PP. 223-231.
    Edward, R. D. & Magee, J. (1966). Technical Analysis of Stock Trends, 5th ed. Springfield, Mass.: Stock Trend service.P. 86.
    Fama. E. F. (1965). "Random Walk of Stock Market Prices,"Financial Analysts Journal, XXI, No.5, P. 57.
    Franc is, J. C. (1976). Investment: Analysis and Management, McGraw-Hill Co. N.Y., 2nd., p. 543.
    Gondran, Michael (1986). An Intrduction to Expert Systems.translated by Joanna Gosling. London: McGraw-Hill,, p3.
    Hass, N. and Hendrix, G. G. (1983). "Learning by Being Told:Acquiring Knowledge for Information Management.Machine Learning: An Artificial Intelligence Approach,"Michalski R.S., Carbonell J., Mitchell T. ed., Tioga Publishing Company.
    Heubner, S. S. (1934). The Stock Market. Rev. ed.
    Holsapple, C. W., Tam, K. Y., and Winston, A. B. (1988)."Adapting Expert System Technology to Financial Management." Financial Management, Autumn, pp. 12-22.
    Hunt, E. B., Marin, J., & Stone, P. 1. (1966). Experiments in Induction. New York: Academic Press.
    Jackson, Peter (1986). Introduction to Expert System. Great British: Addison-Wesley, pl.
    Karpoff, J. M. (1987). "The Relationship between Price and Changes and Trading Volume: A Survey," Journal of Finacial and Quantitative Analysis, 22 No.1.,pp. 109-126.
    Lapedes, A. & Farber, R. (1987). Noneliner Singal Processing using Neural Networks: Prediction and System Modeling. Los Alamos National Labratory report LA-UR-87-2662.
    Lenat, D. B. (1978). "The Ubiquity of discovery." Artificial Intelligence, 18, PP. 203-226.
    Lenat, D. B. (1983). "EURISKO: a program that learns new heuristics and domain concepts." Artificial Intelligence,21, pp. 61-98.
    Lenat, D. B., Hayes-Roth, F., and Klahr, P. (1979 ) . "Cogntive economy in artificial intelligence system." IJCAI 6,531-536.
    Michalski, R. S. & Chilausky, R. L. (1980). "Learning by being told and learning from example: An experimental comparision of the two methods of lnowledge acqusition in
    the context of developing an expert system for soybean disease diagnosis," International Journal of Policy Analysis and Information System, 4, pp. 125-161.
    Mitchell, T. M. (1977). "Version spaces: A candidate elimination approach to rule learning." IJCAI 5, PP. 305-310.
    Mitchell, T. M. (1979). "An analysis of generalization as a search problem." IJCAI 6, PP. 577-582.
    Mitchell, T. M., Utgoff P. E. & Benerji, R. (1983). "Leraning by Experimentation: Acquiring and Refining Problem Solving Heuristics," chapter in Machine Learning: An
    Artificial Intelligence Approach, Michalski R. S.,Carbonell J., Mitchell T. ed., Tioga Publishing Company.
    Mitchell, T. M ., Kellar R. M. & Kedar-Caballi. S. T. (1986)."Explanation-based generalization: a unifying view."Machine Learning. 1. pp. 47-80.
    NeuralWare Inc. (1987). "Back-propagation. "Chapter in NeuralWorks. Sewickley: NeuralWare Inc.
    Pinches. G. E. (1970 ). "The Random Walk Hypothesis and Technical Analysis." Financial Analysts Journal. 26. No.2. pp.108-109.
    Quilan. J. R. (1979). "Discovering Rule from large collections of examples : A case study. " In Michie ed., Expert systems in the micro electrocnic age. Edinburgh. Scotland:
    Edinburgh University Press.
    Quilan. J. R. (1986). "Induction Decision Tree." Machine Learning,1. pp. 81-106.
    Rumelhart. D. E., Hinton. G. E. & Willians. R. J. (1986)."Learning Internal Representations by Error Propagation."chapter in Parallel Distributed Processing: Explanations in the Microstructure of Cognition. Vol. 1 : foundations. Rumelhart. D. E., McClelland,J. L., and the PDP Reasearch Group (ed. ) . MIT Press /Bradford Books. Cambridge MA. USA.
    Shapiro. Allen D. (1987 ) . Structured Introduction in expert System. Great British: Addison-Wisley. pl.
    Shaw. M. J. & Gentry. J. A. (1988) . "Using an Epert System with Inductive Learning to Evaluate Businiss Loans."Financial Management. Autumn. pp. 45-56.
    Witten. I. H. & MacDonald. B. A. (1988). "Using concept learning for knowledge acquisition." Int. J. Man-Machine Studies. 29. PP. 171-196.

    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。
    描述: 碩士
    國立政治大學
    企業管理學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002005576
    資料類型: thesis
    顯示於類別:[企業管理學系] 學位論文

    文件中的檔案:

    沒有與此文件相關的檔案.



    在政大典藏中所有的資料項目都受到原著作權保護.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回饋