Application technical specification research to plasticizing sector

• Main Authors: June-Chen Liao, 廖容誠
• Other Authors: Rong-Hwei Liang
• Format: Others
• Language: zh-TW
• Published: 2007
• Online Access: http://ndltd.ncl.edu.tw/handle/13702211340064427378

碩士 === 佛光大學 === 經濟學系 === 95 === Nowadays in society's people face the original material price rises, in the inflation pressure as well as the bank rate not high situation, facing when oneself manages finances the plan, usually can choose take the stock market, the fund, the foreign exchange, the real estate and so on does as the investment tool, is most exuberant by stock market's human spirit. But in the stock market business is extremely complex also the sensitive market, can affect to the stock price factor has very many, like basic surface, news surface, chip surface, technical surface, political surface and so on, even the nature and man-made disaster sudden outbreak, can respond the stock in the stock price. Motive of the this research is lies in discusses the KD, RSI and technical specification and so on motion average line, passes the probability using the Mark husband chain to count, confirms in the Taiwan stock market stock price reward the non-linear relations, but can provide the investor to be engaged in the investment to invest to the domestic stock market manages finances the reference. This research goal lies in the use different technical specification to do matches, but has between the many kinds of combinations and the combination change situation between, therefore uses combines the change accumulation number of times achievement constructs the construction shift matrix (transition matrix) the state variable every day, coordinates the Mark husband chain (Markov chain) to establish the shift matrix the probability assignment, achieved the dynamic alignment the goal performs to discuss. The real diagnosis result showed that, in this research plasticizing sector models (1301) the suggestion to buy up the opportunity for (K9 < D9, 6RSI < 12RSI, closing price > MA9), sells the opportunity for (K9 > D9, 6RSI > 12RSI, closing price > MA9). Its decision way, was before first condition (row) the sum total condition (fence) which produced for best and today the sum total for was best, came when suggested business opportunity, although obtained the result in many markets is this investment way by no means, but when used the historical material carried on the simulation transaction condition, suggested perhaps business opportunity way made a profit is not highest, but actually as for could not have the loss situation, furthermore looked like by the entire market angle, this research suggestion business indeed was the best one kind of condition.