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    Title: 資料探勘應用於天然資源類型基金連動性之研究
    Other Titles: The study of data mining approach implements on the co-movement of natural resources funds
    Authors: 蔡宜芳;Tsai, Yi-Fang
    Contributors: 淡江大學管理科學學系企業經營碩士在職專班
    廖述賢;Liao, Shu-Hsien
    Keywords: 共同基金;組合型基金;投資組合;資料探勘;關聯法則;Mutual Fund;Fund of Funds;portfolio;data mining;association rule
    Date: 2012
    Issue Date: 2013-04-13 11:15:40 (UTC+8)
    Abstract: 金融海嘯過後,在各國寬鬆貨幣政策加上財政政策的刺激方案下,全球的經濟狀況明顯好轉,期間各項回復經濟活動與基礎建設的措施,也帶動了原物料需求、推升商品價格上漲,在相關需求的帶動影響下,天然資源類型基金優異的績效表現,突顯了其投資價值。然而,在資金有限的情況下如何進行基金選擇亦是常讓投資困擾的問題。本研究將運用資料探勘中的關聯法則(Association Rule)技術,就天然資源類型基金進行關聯性探討研究,有別於以往研究多以財務模型或一般統計方法來研究共同基金。
    本研究選擇關聯法則中的Apriori演算法,以支持度、可靠度與增益值最為門檻,尋找有用的關聯規則,並以此設計出符合投資大眾的投資組合建議,期望能提供投資人不同的投資思考方向。同時,也以公司法人立場,設計出三組天然資源類型組合型基金,做為公司法人商品開發或投資決策的參考。
    After the financial tsunami, easy money policy and fiscal policy implemented by countries have managed to aid the recovery of the global economic. Recovering economic activities and infrastructure projects have also increase the demand for raw material, pushing up commodity prices. Under these related demand drives, the exceptional performance of natural resources funds has proven its m investment value. However, it is difficult to select proper funds or make investment choice with limited funds. Therefore, this study has used the data mining techniques of association rule to discover the knowledge of natural resources funds.
    The purpose of this study is to provide investors with useful and reliable suggestions while creating their portfolios as well as different ways of investing their funds. From corporations’ point of view, this study provides three sets of natural resources funds combinations as references for their product design and investment decision making.
    Appears in Collections:[管理科學學系暨研究所] 學位論文

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