| Summary: | 碩士 === 淡江大學 === 管理科學研究所碩士班 === 94 === What all of the investors expect is to search a worthy investment in the stock market. Investors always want to get all kinds of messages to make decisions of investing and look forward to getting profit. Their final target is to pursue how to transfer the public data into useful information. Many researchers used various kinds of financial means such as basic analysis, technology analysis, and so on, to analyze the stock price.
Many of the previous researches used financial tools as research ways over the years. This study used the association rule on Taiwan centralization stock market, international stock index and macroeconomics factor. The research adopted clustering to separate market into two groups. The public data, such as stock indexes, were collected to establish data house. Besides, the technology of data mining was used to find association rule. Then, the researcher tried to find if there are likeness or differences between the clustering way and the association. The Apriori algorithm was adopted to look for the association rule and verified by the clustering analysis. Moreover, the researcher expected the results could offer all investors useful suggestions in the stock market. The results of this study could be divided into several blocks, such as stock indexes in Taiwan centralization stock market, the association of stock indexes between domestic and foreign stock market, the association between Taiwan stock indexes and exchange rate, and the situation of whole market clustering. Finally, the results of the research may provide an overall reference for investors in the stock market.
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