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題名 | 橢圓形模糊系統於臺灣股市股價預測之應用=Stock Price Forecasting in Taiwan Using Ellipsoidal Fuzzy System |
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作者姓名(中文) | 白炳豐; 林國平; 王正賢; |
作者姓名(外文) | Pai, Ping-feng; Lin, Kuo-ping; Wang, Jean-shyan; |
書刊名 | 工業工程學刊 |
卷期 | 21:2 2004.03[民93.03] |
頁次 | 頁146-155 |
分類號 | 563.53 |
語文 | chi |
關鍵詞 | 橢圓形模糊系統; 可加模糊系統; 非監督式學習; 監督式學習; 共軛梯度學習法; Ellipsoidal fuzzy system; Scale conjugate gradient; Supervised learning; |
中文摘要 | 橢圓形模糊系統(ellipsoidal fuzzy system, EFS)為一可加模糊系統(additive fuzzy system),具有非監督式(unsupervised)學習與監督式(supervised)學習之功能,此模式已成功的應用於控制系統與型態辨識(pattern recognition)問題之研究。本研究將以橢圓形模糊系統為基礎,應用可加模糊系統對不確定問題之趨近(approximating)能力,並以非監督式群聚(clustering)資料與監督式調整(tune)資料的特性,利用共軛梯度(scale conjugate gradient)之監督式學習法則,以預測台灣股票市場之股價。本文所提出之橢圓形模糊系統將應用於預測台灣七種不同類股之七家上市公司股價,結果顯示橢圓形模糊系統於預測短期股價表現較其他三種現有之方法好。 |
英文摘要 | Forecasting of stock market is one of the most important topics in business. The ellipsoidal fuzzy system learning with and without supervision has been successfully applied in control systems and pattern recognition problems. In this study, the ellipsoidal fuzzy system is modified to examine the feasibility for predicting stock market in Taiwan. A scale conjugate gradient learning method is borrowed to speed the training process in supervised learning. Three existing forecasting approaches are used to compare the performance. Numerical results show that the ellipsoidal fuzzy system outperforms the other three methods in forecasting stock prices in Taiwan. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。