Chung-Hua University Repository:Item 987654321/32281
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    Please use this identifier to cite or link to this item: http://chur.chu.edu.tw/handle/987654321/32281


    Title: 上市公司間股價漲跌之關聯與預測-關聯探勘之研究
    Authors: 葉怡成
    Yeh, I-Cheng
    Contributors: 資訊管理學系
    Information Management
    Keywords: 資料探勘;關聯規則;股市分析;產業關聯
    data;rule;stock;relationship;forecast
    Date: 2007
    Issue Date: 2014-06-27 01:49:51 (UTC+8)
    Abstract: 本研究從股價漲跌記錄中以關聯分析去找出關聯規則。結果顯示,關聯規則存在於這些資料之中,並且這些規則可以用來導出產業關聯。此外,從漲跌記錄產生的關聯規則可預測股價漲跌。當漲、跌被定義為1%的價格變化時,統計結果顯示,這些規則可以預測下跌趨勢。也就是說,當這些記錄產生關聯規則:「股票A下跌股票B下跌」,此規則顯示當股票A股價下跌時,股票B有很高的機率在當日下跌。若股票B當天股價持平時,股票B隔日有很高的機率會下跌。
    This research studies association rules from stock price movements. The results discovered that the association rules do exist in the data and can help to draw the industrial relationships. In addition, the association rules can be used to forecast future
    Appears in Collections:[Department of Information Management] Journal Articles

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