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題 名 | 上市公司間股價漲跌之關聯與預測--關聯探勘之研究=Association and Forecast of the Rise and Drop of Stock Price between the Companies--Association Mining Approach |
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作 者 | 葉怡成; 林文盟; | 書刊名 | 商管科技季刊 |
卷 期 | 8:1 2007.03[民96.03] |
頁 次 | 頁29-48 |
分類號 | 563.54 |
關鍵詞 | 資料探勘; 關聯規則; 股市分析; 產業關聯; Data mining; Association rule; Stock price; Industry relationship; Forecast; |
語 文 | 中文(Chinese) |
中文摘要 | 本研究從股價漲跌記錄中以關聯分析去找出關聯規則。結果顯示,關聯規則存在於這些資料之中,並且這些規則可以用來導出產業關聯。此外,從漲跌記錄產生的關聯規則可預湖股價漲跌。當漲、跌被定義為1%的價格變化時,統計結果顯示,這些規則可以預測下跌趨勢。也就是說,當這些記錄產生關聯規則:「股票A 下跌→股票B 下跌」,此規則顯示當股票A 股價下跌時,股票B 有很高的機率在當日下跌。若股票B 當天股價持平時,股票B 隔日有很高的機率會下跌。 |
英文摘要 | This research studies association rules from stock price movements. The results discovered that the association rules do exist in the data and can help to draw the industrial relationships. In addition, the association rules can be used to forecast future stock price changes. When rise and drop are defined as 1 % change of price, the statistical results showed, these rules may forecast price drop tendency. In other words, when these data produced the association rule: "When Stock A drops, then Stock B will drop on the same day." This rule appears that when the price of stock A drops, Stock B has a very high probability to drop on the same day, and when the price of Stock B didn't drop on the same day, Stock B will have a very high probability to drop next day. |
本系統中英文摘要資訊取自各篇刊載內容。