Using Case-Based Reasoning for Stock Investment Decision Support ystem: Design and Implementation

• Main Authors: CHENG-CHUN WANG, 王正群
• Other Authors: WEN-HSING WU
• Format: Others
• Language: zh-TW
• Published: 2005
• Online Access: http://ndltd.ncl.edu.tw/handle/74646771803513751326

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 93 === It is extremely complicated that the investment of the stock market is manipulated, investors face the fast changing market ecology ,thet have to grasp every useful investment information in detail , that could create the largest wealth for oneself , and the ups and downs of the stock are in order to stroll at random walk, it is more difficult to predict accurately , it is a kind of non- structural question; There were index and tool of a lot of prediction stock ups and downs in the past research, for example statisticsregression , time serials method and artificial intelligence method ,etc., lack of using case-based to handle the data of stock market and put the stock market materials in order to analyse with the concept of the case-based type, relatively accord with the way that the mankind deals with over experience, do not need the complicated regular relation between the case, they cooperate with the study of the height to revise ability , the casebase is easy to maintain and expand , promote the accumulation of knowledge. So this research elects the index that relatively has stock prices with decisive trend as the index of the case first, build and construct one case storehouse with the materials of the past stock market, when investors face the newest market situation, can be through finding the follow-up developing and corresponding solution of stock market of the similar situation of the past than correctly, it is not high and dry again while letting investors do decision. In order to combine the information system of the network based on case-based reasoning, and apply the investment decision of the stock market, we propose one call structure on “case-based reasoning stock investment decision support system” (CBR-Based IDSS). Under this structure, we develop and assess this system actually, with Hevner et al. (2004)seven design guidelines put forward in design science come to development course to probe into this system to accord with the theoretical foundation, and adopt the analytic approach put forward in design evaluation systematically, use the dynamic analysis among them to assess the performance of this information system , test analysing with the real l share materials; Find from the result , it can be than to analysing the information really according with user's demand, make investors obtain immediately useful information,it has good decision consulting and accuracy, and helps investors to carry on decision actually, ,in time rapidly, reach the financial service that the personal guest makes and melts, it does closer combination of financial finance and artificial intelligence , and information technology.