The Application of Forecasting Line in Taiwan Stock Market
碩士 === 淡江大學 === 數學學系 === 84 === Stock price is an important economic index to show the whole economics situation of a country﹒And technical analysis for stock prices is a good way to catch the tendency and could be a useful reference for investors﹒ In...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1996
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/64573071211169280229 |
| Summary: | 碩士 === 淡江大學 === 數學學系 === 84 === Stock price is an important economic index to show the whole
economics situation of a country﹒And technical analysis for
stock prices is a good way to catch the tendency and could be a
useful reference for investors﹒ In this paper we took daily
stock closeing prices as a time series and built an AMIMA model
for it﹒ From the stock closeing prices line and the confidence
interval of the fitted values， We made a rule of buy-and-sale
by the idea of 〝Moving Average〞 and the frequences of the
stock closeing prices fallen outside the confidence interval﹒
We selected four stocks to derive a rule of buy─and─sale by
using the data from January 5, 1993 to December 29, 1995﹒One of
them is the example for operating the rule﹒We also simulated
data from a random walk model to test the rule﹒ According to
the rule we made to buy and sale the stock，we found that we can
get more profit than that we keep the stock in hand﹒
|
|---|