| Summary: | 碩士 === 國立高雄應用科技大學 === 國際企業研究所 === 96 === The experiment is divided into two stages. The first stage is to adduce Process Capability Indices ( PCI ) of quality management to develop a new performance appreciation method. This research is to construct the capability of a return-the-better process based on an investment satisified capability index. Therefore, investors can utilize to accurately realize individual stock performance and select stocks, which their investment satisfaction can be achieved. In second stage, the Partice Swarm Optimization algorithm was applied to these stocks for finding the optimal investment allocation of this portfolio by using the moving interval windows. The PSO algorithm is the innovative method in the financial application and more efficient than other algorithm.
The result shows that the Ratio of Return of our research is better than The Weighted Price Index of the Taiwan Stock Exchange(TAIEX). Therefore, investors could use the portfolio to create better performance.
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