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    政大典藏 > College of Commerce > Department of MIS > Theses >  Item 140.119/95165


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/95165


    Title: 以標的模型為基礎之投資策略應用框架設計
    An Application framework designed for investment strategies based on The object model
    Authors: 謝天健
    Hsieh, Tien Chien
    Contributors: 劉文卿
    Liou, Wenching
    謝天健
    Hsieh, Tien Chien
    Keywords: 投資策略
    應用框架
    標的模型
    投資策略建置流程
    Investment Strategy
    Application Framework
    Object Model
    Construct Procedure of Investment Strategy
    Date: 2009
    Issue Date: 2016-05-09 15:18:17 (UTC+8)
    Abstract: 本研究之目的為設計一應用框架供建置投資策略之用，其方法是自一般投資活動中整理出常用的投資方式，再自投資方式中萃取出抽象化之結構，並以標的模型為基礎，將其轉換為應用框架。本研究之貢獻為投資人可建置各式各樣之投資策略於框架中，並且透過框架達到自動化執行投資策略。除了定義投資策略框架結構與投資策略建置流程，本研究也透過建置三種不同性質之投資策略來驗證其適用性。
    The purpose of this research is to design an application framework for the use of constructing investment strategies. The research method is to sum up the whole ordinary investment types, generalize the structure of those, and transfer them into application framework based on object model. This application framework can assist investors flexibly constructing their investment strategies and executing it automatically. This research not only defined both the structures and construct procedures of investment strategies, but also tested the application framework with three different investment strategies in order to verify applicability. Finally, this research has imitated the layout of system when constructed.
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    2. 巫和懋、胡春田、霍德明、熊秉元，經濟學概論，民國九十五年，鼎茂出版社。
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    7. 徐中琦、王似尹，動能投資策略於臺灣股票市場的實證研究，臺灣銀行季刊，第五十九卷第四期，民國九十七年，266-280頁。
    8. Benjamin Graham and David Dodd, Security Analysis, McGraw-Hill,1996.
    9. Burns., Measuring Business Cycles, National Bureau of Economic Res,1980.
    10. De Bondt, W. and R. Thaler, Does the stock market overreact?, Journal of Finance, Vol. 40, No. 3, 1985, pp 793-805.
    11. Fayad, M., Building application frameworks: Object-oriented foundations of framework design, John Wiley & Sons, 1999.
    12. George Dagnino , Profiting In Bull or Bear Markets, Mcgraw-Hill, 2001.
    13. Jegadeesh, Narasimhan, and Sheridan Titman, Returns to buying winners and selling losers: Implications for stock market efficiency, Journal of Finance, Vol. 48, No. 1, 1993, pp 65-91.
    14. John Burr Williams, The Theory of Investment Value, Fraser, 1938.
    15. Lakonishok, J., A. Shleifer and R. Vishny, Contrarian Investment, Extrapolation, and Risk, Journal of Finance, Vol. 49, No. 5, 1994, pp.1541-1578.
    16. Pring, M. J., The All-Season Investor, John Wiley & Sons, 1992.
    17. R.Johnson, J2EE Design and Development, Wrox, 2002.
    18. Stovall, Standard & Poor`s Guide to Sector Investing, Mcgraw-Hill, 1995.
    19. Taylor, J.G., Investment Timing and the Business Cycle, John Wiley & Sons, Inc., 1998.
    20. Wirfs-Brock, R.J., and Johnson, Surveying current research in object-oriented design, Communication of the ACM, Vol. 33, No. 9 , 1990, pp. 104-124.
    Description: 碩士
    國立政治大學
    資訊管理學系
    96356019
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0096356019
    Data Type: thesis
    Appears in Collections:[Department of MIS] Theses

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