The Analysis of The Financial Volatility Against Stock Price Based on Neural Network Under Client-Sever Infrastructure

• Main Authors: Wang, Hwa-Yee, 王華頤
• Other Authors: An-Pin Chen
• Format: Others
• Language: zh-TW
• Published: 1997
• Online Access: http://ndltd.ncl.edu.tw/handle/46694516894705557155

碩士 === 國立交通大學 === 資訊管理研究所 === 85 === To the investors and speculators in the uncertain stock market, the most they desire to know is the analysis point of stock volatility. However, the volatility is critically related to profits and strategies of companies they invested. Therefore, if we can further hold and make use of the financial reports of individual industry to predict the future operation performance which will become the basis of comparison and analysis.This research is based on the neural network to control the behavior mode of volatility rate under important financial index, and use the volatility rate of financial index as a factor to verify if the volatility is ahead of the financial reports announced.At the same time, the research is also from the viewpoint of system integration to combine the database with the outcome of behavior mode described as above and apply to the internet under the modified infrastructure of client-sever database and the World- Wide-Web for the public to operate this analysis system and access what they need.We attribute two consequences after research 1、By the way of financial volatility rate this month to learn the stock volatility rate this month, the hit rate is the highest in predicting stock volatility. However, on the other side, we get the lowest hit rate by this month to predict next month. This result shows there is not much relativity between share price and financial information after financial reports announced. In other words, share prices have fluctuated before financial reports announced.2、For the complex and fast- updating environment under the client-server database system, we use the communicators and publishers and subscribers to modify the client-server infrastructure, not only to reduce the load of core database, but also enhance the performance of system, moreover, we can provide the more convenient and easier way for system conversion and data exchange.