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| Title: | 以文件分類技術預測股價趨勢
Predicting Trends of Stock Prices with Text Classification Techniques |
| Authors: | 陳俊達
Chen, Jiun-da |
| Contributors: | 王台平
劉昭麟
Wang, Tai-Ping
Liu, Chao-Lin
陳俊達
Chen, Jiun-da |
| Keywords: | 股價預測
文字探勘
簡易貝氏模型
k最近鄰居模型
混合模型
Stock Price Prediction
text mining
naïve Bayesian models
k-nearest neighbors models
hybrid models |
| Date: | 2006 |
| Issue Date: | 2009-09-17 14:02:52 (UTC+8) |
| Abstract: | 股價的漲跌變化是由於證券市場中眾多不同投資人及其投資決策後所產生的結果。然而，影響股價變動的因素眾多且複雜，新聞也屬於其中一種，新聞事件不但是投資人用來得知該股票上市公司的相關營運資訊的主要媒介，同時也是影響投資人決定或變更其股票投資策略的主要因素之一。本研究提出以新聞文件做為股價漲跌預測系統的基礎架構，透過文字探勘技術及分類技術來建置出能預測當日個股收盤股價漲跌趨勢之系統。
本研究共提出三種分類模型，分別是簡易貝氏模型、k最近鄰居模型以及混合模型，並設計了三組實驗，分別是分類器效能的比較、新聞樣本資料深度的比較、以及新聞樣本資料廣度的比較來檢驗系統的預測效能。實驗結果顯示，本研究所提出的分類模型可以有效改善相關研究中整體正確率高但各個類別的預測效能卻差異甚大的情況。而對於影響投資人獲利與否的關鍵類別"漲"及類別"跌"的平均預測效能上，本研究所提出的這三種分類模型亦同時具有良好的成效，可以做為投資人進行投資決策時的有效參考依據。
Stocks` closing price levels can provide hints about investors` aggregate demands and aggregate supplies in the stock trading markets. If the level of a stock`s closing price is higher than its previous closing price, it indicates that the aggregate demand is stronger than the aggregate supply in this trading day. Otherwise, the aggregate demand is weaker than the aggregate supply. It would be profitable if we can predict the individual stock`s closing price level. For example, in case that one stock`s current price is lower than its previous closing price. We can do the proper strategies(buy or sell) to gain profit if we can predict the stock`s closing price level correctly in advance.
In this thesis, we propose and evaluate three models for predicting individual stock`s closing price in the Taiwan stock market. These models include a naïve Bayes model, a k-nearest neighbors model, and a hybrid model. Experimental results show the proposed methods perform better than the NewsCATS system for the "UP" and "DOWN" categories. |
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| Description: | 碩士
國立政治大學
資訊科學學系
94753014
95 |
| Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0094753014 |
| Data Type: | thesis |
| Appears in Collections: | [資訊科學系] 學位論文
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