碩士 / 國立臺南大學 / 科技管理碩士班 / 101 / Due to the unstable economic environment , the stock market ups and downs from time to time, many investors are often wrong time or because of inaccurate forecasts, down the drain caused by the situation, in order to strengthen confidence and reduce the risk of entering the present study for the use of technical analysis stock Change study rarely. Therefore, this study attempts to establish a model through stock price indication to predict the stock market ups and downs.
We collected 100 large domestic electronics industry weights stocks K line chart, the collection period 2000/01/04 to 2013/04/29 13 years, using a variety of technical analysis indicators to predict the ups and downs changing conditions, and logistic regression to establish a suitable model for the Taiwan stock market, and to apply the reasonable and pragmatic approach to construct models used to predict the stock market ups and downs possible chance.
Established through basic logistic regression model, the results for the overall predictive value is 52.7%, and forecast that the stock''s future prediction rate fall to the 65.2%. Which mean that the model have the basic capability to explain, but the accuracy should be improve more. We suggest that future research could base on this model, adding more potential factor, then improve the accuracy.
| Identifer | oai:union.ndltd.org:TW/101NTNT5685004 |
| Date | January 2013 |
| Creators | Shih-chi Tsai, 蔡世琦 |
| Contributors | Hong-long Chen, 陳鴻隆 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 41 |
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