| Summary: | 碩士 === 南台科技大學 === 國際企業系 === 98 === ABSTRACT
In recently years, people pay more and more attention in investment. When people
holding extra income, they often consider to investment funds ,deposit, stocks, bonds,
rotating Savings and credit Associations, real estate, gold, foreign exchange, futures or
other financial investment methods to earn reward or capital appreciation. However,
stock market is an open and dynamic environment but it is easily influenced by political,
economical, human, or other factors. If investors can catch the trend of the selected
target, they will have larger chance to gain more profit.
Our data is collected from July 1, 2002, to December 29, 2009, (The search
period is from July 1, 2002, to December 31, 2008, where the testing periods is from
January 5, 2009, to December 31, 2009). In this research, we selected twelve stocks as
our research subjects and 10 technical indicators with TAIEX are used as technical
indicators. In this research, we combine genetic algorithm and rough set theory as our
predicting engine and we look forward to build a system to assist investors in trading.
We wish we can accurately predict the trading points and make the right decision on
these trading points.
The empirical results show that the twelve stocks are still surpass 74% above yield
rate during the one year testing period from January 5, 2009, to December 31, 2009.
The highest yielding even reaches as high as 176%. Therefore, accession to TAIEX and
the principle of the application will help forecast share trading effectively.
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