因此，本研究之主要目的在於應用LASSO迴歸，分析包含台灣景氣領先指標在內的總體經濟指標與股價之間的關係，由LASSO迴歸的角度找出影響股價的因素，並舉個股為例，提供投資人簡單的投資參考。 The boom is one of the factors that affect the stock price, and leading indicators of Taiwan Business Indicators compiled by the Executive Yuan is often used to explore the relationship with the stock price, but these macroeconomic indicators are easy to produce multicollinearity in the regression analysis. Multicollinearity is the existence of correlation between the independent variables in the regression analysis. If this situation is too serious, it will have potential adverse effects on the regression analysis.
LASSO regression is a kind of regression method that can reduce the multicollinearity and has the ability of automatic variable selection. There are many cases abroad that will be applied to economic or other areas of analysis, but in Taiwan, there are few related applications.
Therefore, the main purpose of this study is to use LASSO regression to analyze the relationship among Taiwan leading indicators, macroeconomic indicators and stock price. Then, find out the factors that affect the stock price for investors as a simple investment reference.
