碩士 / 大同大學 / 資訊經營學系(所) / 98 / After became the 144th member of the World Trade Organization (WTO) on January 1, 2002, not only has Taiwan enhanced her international status, foreign trade and international relations, but also become a part of the global economic system. Therefore, when the financial crisis influenced the global economy in 2007, it was inevitable that all trades and professions in Taiwan could hardly survive, and the securities industry, of course, bore the brunt.
Based on the trading data of a Taiwan K-broker's orders, this research conducts an empirical case study by means of Data Mining. First we adopt RFM(Recency, Frequency, Monetary) modeling index to get the data, and then group the customers by Cluster Analysis of K-means and find out the ordering behaviours of indicative customers in each group around the financial crisis. We further summarize those behaviours into some simple rules which are considered as the hedging operations for Taiwan stock market under the crisis circumstance. After research, we find the most important rule is to use the current stocks on the price-limited trading of the Top 100 Value Weighted Stocks.
| Identifer | oai:union.ndltd.org:TW/098TTU05716023 |
| Date | January 1900 |
| Creators | Chin-chuan Chinn, 陳金泉 |
| Contributors | Prof. Huei-Huang Chen, 陳煇煌 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 54 |
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