政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/88670

政大典藏 > College of Commerce > Department of Accounting > Theses > Item 140.119/88670

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/88670

Title:	運用財務比率於證券投資之研究－貝式類神經網路之運用
Authors:	章定煊 Zhang, Ding Xuan
Contributors:	鄭丁旺林美花 Zheng, Ding Wana Lin, Mei Hua 章定煊 Zhang, Ding Xuan
Keywords:	類神經網路第六代電腦灰色地帶貝氏 Bayesian Gray Aera Neural Network
Date:	1994
Issue Date:	2016-04-29 16:29:40 (UTC+8)
Abstract:	隨著證券市場規模不斷擴大，投資人越來越難以選擇投資標的，電腦之超強計算能力，應可幫助投資人進行證券投資。但傳統之電腦處理方式難以適應迅息萬變之外在環境，若一模式能自我學習、自我調整，如同人一般學習，再輔以其快速的資料處理能力，應能幫助投資人進行投資。類神經網路(Neural Network)，被稱為「第六代電腦」，即具有自我學習調整能力。
Reference:	(中文部份) 1.王明仁，「股票益本比與公司年度盈餘對投資組合績效影響之研究」，東海大學金管研究所未出版碩士論文，民國七十八年六月 2.王慶昌，「上市公司財務比率與股票報酬關係之研究—兼論本益比之應用分析」，台灣大學財務金融研究所未出版碩士論文，民國八十一年六月 3.石齊平、郭照榮，「當代計量經濟學」，三民書局出版，民國七十六年元月二版 4.林煜宗，「現代投資學-制度、理論與實證」，三民書局出版，民國七十四年 5.林烔垚，「財務分析」，三民書局出版，民國七十八年十月初版 6.林維珩之研究，「台灣上市公司盈餘預測:時間數列與公司預期之比較暨聯合效益分析」，國立政治大學會計研究所未出版碩士論文，民國七十九年 7.胡玉城，「暢談類神經網路」，倚天資訊股份有限公司出版，民國八十一年一月初版 8.洪振富，「盈餘預測準確性之比較及決定性因素之實証研究—神經網路模型之應用」，國立政治大學會計研究所未出版碩士論文，民國八十二年 9.徐春美，「期中報表預測能力之研究」，國立政治大學會計研究所未出版碩士論文，民國七十六年 10.章定遠，「貝氏類神經網路及HIDDEN MARKOV MODEL應用於上肢肌電訓號之辨認」，成功大學醫學工程研究所未出版論文，民國八十一年 11.陳琍君，「股票價格預測模式之績效評估—以台灣上市公司為例」，淡江大學金融研究所未出版碩士論文，民國七十九年 12.曾貴蘭，「台灣地區股票上市公司每股盈餘之時間數列分析與預測」，交通大學管理科學研究所未出版碩士論文，民國七十七年六月 13.鄭素鄉，「我國上市公司季盈餘時間數列特性之研究」，國立政治大學會計研究所未出版碩士論文，民國七十八年 14.簡銘宏，「運用財務比率預測每股盈餘之研究」，政治大學會計研究所未出版論文，民國七十九年六月英文部份 Andrej Ljolje and Levinson Stephen E. ,"Development of an acousticphonetic hidden Markov model for continuous speech recognition" IEEE Trans. Signal Processing ,VOL. SP-39,NO.1 , P29-39,January 1991 16. Ball Ray and Philip Brown," An Empirical Evaulation of Accounting Income Numbers", Journal of Accounting Research (Autumn 1968) P159-178 17. Beaver William H. ,"The Information Content of Annual Earnings Announcement", Journal of Accounting Research( Supplement 1968) P67-92 18. ------------- , Richard Lambert and Dale Morse, "The information Content of Security Price " , Journal of Accounting and Economics 2 (1980) P3-28 19. ------------- ,--------------- and Scholes M, "The Association Between Market-Determined and Accounting-Determined Measures", The Accounting Reviey,P654-682. 20. Bhandri Laxmi C. ,"Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence" 21. Brown Ronald P. ,"The Usefulness of Financial Ratios for Predicting Common Stock Performance of Canadian Manufacturing Firms", PH.D dissemation, 1987, Syracuse University. 22. Collins Daniel W. and S. P. Kothari, "An Analysis of Intertemporal and Cross-Sectional Determinants of Earnings Response Coefficients", Jouranl of Accounting and Economics 11 (1989) 23. Deakin Edvard B. "Distribution of Financial Accounting Rations: Some Empirical Evidence", The Accounting Review (July 1976),P90-96 24. DeBondt Werner F.M. and Richard Thaler,"Does the Stock Market Overreact?" Journal of Finance, (July 1985) P.783-805 25. Easton Peter D. and Mark E. Zmijewski "Cross-Sectional Variation in the Stock Market Response to Accounting Earnings Announcement" Journal of Accounting and Economics 11 (1989) Pl17-141 26. Elgers Pieter T.," The Accounting-Based Risk Predictions: An Examiation" The Accounting Review, (July 1979) P107 27. Eskew Robert K., "The Forecasting Ability of Accounting Risk Measures: Some Additional Evidence" ,The Accounting Review (Jane 1977).P.1-21 28. Foster George, "Quarterly Accounting Data: Time Series and Predictive-Ability Results" , The Accounting Review, (Jan. 1983) P.115-128 29. Frecka Thomas, J. and William S. Hopewood, "The Effects of Outliers on the Cross-Sectional Distributionals Properties of Financial Ratios", The Accounting Review, (Jan.1983) P.115-128 30 Healy Paul M. and Krishna G. Palepu "Earnings Information Conveyed by Dividend Initations and Omission " Journal of Financial Econo.ics 21 (1988) ,PI45-179 31. Horrigan James 0., "Some Empirical Bases of Financial Ratios Analysis" The Accounting Review, (July 1965) ,P558 32. Lev Baruch. and Kunitzky Sergius,"On the Association between Smoothing Measures and the Risk of Common Stock" , The Accounting Research, (ApriI 1974) P259-270 33. Logue Dennis E. And Merville Jarry J.," Financial Policy and Market Expectations", Financial Management, (Summer 1972) P37-44 34. Li Xin Wang and MendeI Jerry H., "CumuIant -based parameter estimation using stuctured networks" ,IEEE Trans ,Neural Network, Vol. NH-, No.l,P73-83,January 1991. 35. Melicher Ronald W., "Financial Factors with Influence Betas Variation with on Homogeneous Industry Enviroment" ,Journal of Financial and Quantitative Analysis. (March 1974) P231-241 36. NeuroSmarts version 2.0,Cognition Technology Corp.,1000 Massachustts Ave.,Cambridge 37. O`Connor Melvin C., "On the Usefulness of Financial Ratios to Investors in Common Stock", The Accounting Review, (ApriI 1973) P339-352
Description:	碩士國立政治大學會計學系
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002003987
Data Type:	thesis
Appears in Collections:	[Department of Accounting] Theses

Files in This Item:

There are no files associated with this item.

社群 sharing

Loading...