金融商品的價值是否可以預測呢？由避險基金的操作績效以及華爾街著名分析師的事前看法和事後印證來看，答案幾乎是肯定的。不過，大多數的投資人卻依然無法獲利。站在學術的角度上來看，[Fama ,1970]的效率市場假說告訴我們，一個有效率的市場是無法獲得超額報酬的，這論點也經常被學者用來檢驗市場是否具有效率性，研究的結果也都是證明市場是無效率的。因此，我們希望藉由發展專家對於股價指數的漲跌推論規則之本體論來提升金融商品領域之知識管理的廣度與深度。
本體論(Ontology)是知識管理的表現方式之一，[Gruber ,1993]闡述本體論是一種詞彙的規格，用來呈現我們想要分享的領域；可以定義類別、關係、功能、與其他物件。由於本體論提供的是一個領域嚴謹豐富的理論因此相當適合使用在知識工程的領域上[劉紅閣、鄭麗萍與張少方 ,2005]。另外，本體論的建構過程和物件導向設計非常的類似[Chandrasekaran, Josephson & Benjamins ,1999]，因此，在研究的過程中，我們將以物件導向設計來輔助本體論的分析。最後，使用Protégé 3.0這套相當普及化的本體論編輯工具作為系統實做的工具。 / Is the value of Financial banking products predicable? In view of the operating performance of hedge fund and the preliminary insights and the evidences afterward from the well-known analyst of Wall Street, the answer is almost positive. Nevertheless, the majority of investors still can not make profits from it. Based on the Academic points, (Fama, 1970) the theory of hypothesis if efficient market showed us that we can not make extra profits from the efficient market. And it is often used to examine whether the market is of efficiency. And the result of research also proved that the market is inefficient. Therefore, it is desired that we enhance the width and deepness of knowledge management of financial banking products with the Ontology of the inferred up-and-down principal of stock index developed by the efforts of experts.
Ontology is one of the ways presenting knowledge management. (Gruber, 1993) explains that the ontology is the specifications of terminology which presents the domains we would like to share with. Classes, Relations, functions and other objects could be defined by that. Ontology provide us with the theory of strictness and richness of domains, therefore, it is very suitably utilized in the domains of knowledge engineering[劉紅閣、鄭麗萍與張少方 ,2005]. Besides, the construction process of Ontology is very similar to the object-oriented design. [Chandrasekaran, Josephson & Benjamins ,1999] Based on this, we will use the object-oriented design to assist the analysis of Ontology through our research . At last, Protégé 3.0 which is the very popular editing tool of Ontology is used as a tool for the system implementation.
| Identifer | oai:union.ndltd.org:CHENGCHI/G0091932618 |
| Creators | 涂金櫻, ChinYin Tu |
| Publisher | 國立政治大學 |
| Source Sets | National Chengchi University Libraries |
| Language | 中文 |
| Detected Language | English |
| Type | text |
| Rights | Copyright © nccu library on behalf of the copyright holders |
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