| Summary: | 碩士 === 東吳大學 === 財務工程與精算數學系 === 97 === In recent years, the financial market had a quick development and the stock, bond and other derivative financial instruments were unceased weeding through the old to bring forth the new, the investors had many opportunities to choose among those portfolios. Actually, it also had some risks of stock price, interest rate, exchange rate when they take their own portfolios.
According to this situation, the research takes the Markowitz’s investment portfolio theory as the foundation, uses Generic Algorithm and Artificial Neural Network method to simulate stock price of the Taiwan stock market and uses MATLAB software to find the optimal portfolio selections by these two ideas. And then use two artificial intelligence methods to predict the stock price and draw efficient frontiers. In this thesis, we want to compare differences of these two artificial intelligence methods with Markowitz model and try to clarify these two artificial intelligence methods which are with fit and unfit quality properties. Finally, we explain superiorities of these two artificial intelligence methods and propose some suitable investment models to the decision makers.
|
|---|
