Applying Data Mining Technology to Enhance Investment Performance of Mutual Funds Research-Based on Taiwan Equity Funds

• Main Authors: Chan-Ting Kuo, 郭展廷
• Other Authors: Chia-Cheng Chao
• Format: Others
• Language: en_US
• Published: 2010
• Online Access: http://ndltd.ncl.edu.tw/handle/30472800577450954442

碩士 === 國立臺北教育大學 === 資訊科學系碩士班 === 98 === Mutual fund is one of the popular investment tools in domestic financial market. Recently, many investors had suffered a great loss after financial tsunami. Many investors reduced their asset to invest mutual funds. However, with the help from the government policy, the global financial market has recovered in 2009. Mutual fund investment became a popular investment channel again. The main point of this thesis is to explore the performance of mutual funds in 2009 and to analyze the factors that affect the performance of mutual funds. This thesis helps us to find the outstanding mutual funds by calculating the net asset value (NAV) return between different time intervals and then group the mutual funds by ranking. Furthermore, it applied data mining technology, such as regression analysis, to discuss the relationship between the performance of mutual funds, asset allocation, and investment target. The last process of this thesis is to confirm the research process by questionnaire survey. We hope this research can provide suggestions and reference rules to investors.