| Summary: | 碩士 === 淡江大學 === 資訊管理學系碩士班 === 99 === In order not to be a victim in the rapidly changing stock market, it is required to have the good investment strategies like which investment target to choice, how much capital to invest, when to buy or sell in investment stock market. Thus, to find the appropriate investment strategies in the stock market is become the most critical issue for investors. Selection, timing, and capital allocation is the most important investment strategies in the stock market. There are one or two investment issues for discussion in the past most of the literatures, but not three integration topics.
Therefore, this research takes advantage of the optimization characteristic of genetic algorithms, by the historic data of eight major stock categories, and consideration of multi-criteria, to find out the appropriate capital allocation in eight major stock categories and to complete the strategy of selection. For timing, combining the artificial neural networks and Ohlson model to predict the real value of the stock in the market and to be the basis of buying or selling the stock to get high rewards. Beside, it also can be a reference to margin transaction. This study is compared with the top20 Funds in eight major stock categories to verify the method proposed by this study really can get generous profits for investors to make investment decisions.
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