Future Decision-Making Based on Grey Clustering in Bullish Stock Market

• Main Authors: Tzung Shiang-Ren, 鐘祥仁
• Other Authors: Hsu Yen-Tseng
• Format: Others
• Language: zh-TW
• Published: 2004
• Online Access: http://ndltd.ncl.edu.tw/handle/15972724121541083291

碩士 === 國立臺灣科技大學 === 資訊工程系 === 92 === For the consideration of psychological problem of most investors in stock markets, the relative lower point of short-term downtrend must be concerned under the assumption of a given bullish market. In this thesis, a practical trading strategy and position allocation are proposed to reduce the investor’s pressure; that is, a fluctuation may influence the investor’s confidence, even the market trend is known. This research utilizes grey clustering analysis and some technical analysis indexes to construct a future trading system which is called as GBC(Grey Bull Cluster). Based on the Taiex’s indexes ranging form 1996 to 2003, the experiment results show a good performance of GBC. Furthermore, a traditional technical analysis system known as MBK, is also presented for evaluating the GBC scheme. From the experiment results, GBC is pretty good to find a local minimum point under the uptrend duration of Taiex. Finally, a good trading strategy and position management may put the trading action into practice with less risk and higher profitable probability.