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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/80737

    Title: 應用馬可夫決策過程與遺傳演算法於台灣股市投資策略制訂
    Authors: 張應華;李明昇
    Contributors: 淡江大學資訊管理學系
    Keywords: 馬可夫決策過程;遺傳演算法;股市投資
    Date: 2012-05
    Issue Date: 2013-03-02 22:26:20 (UTC+8)
    Abstract: 隨著低利率時代來臨,投資者為了追求較高的報酬率,開始把存款投入股票投資市場,然而真正獲利的投資者少之又少,只有能做出正確決策的投資者才能從中獲利。本研究結合馬可夫決策過程與遺傳演算法,提出新的分析架構,建立一個股市投資策略制訂的決策支援系統。為了證明本研究方法的可行性,採用從2009年到2011年間營業日之上市八大類股股價指數的收盤值做為研究樣本,提供投資人在複雜多變的股市中面對股票價格起伏不定時,所應採取的最佳交易決策,經實驗證實本模型可獲得不錯的利潤。
    Relation: 第二十三屆國際資訊管理學術研討會
    Appears in Collections:[Graduate Institute & Department of Information Management] Proceeding

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