整合決策樹資訊熵和灰關聯分析法建構電腦周邊產業之投資模型與實證

The study of integration on entropy on Decision Tree and Grey Relation analysis on constructing the model for computer industry company

王隆法(LUNG-FA WANG)

指導教授 ： 萬絢

嶺東科技大學/管理學院/企業管理系高階經營管理碩士在職專班/碩士(2019年)

摘要

電腦及週邊產業與個人電腦市場需求息息相關，主要產品包括桌上型電腦、筆記型電腦、平板電腦，以及伺服器等。金融市場中大眾參與程度最深入的就是股票市場，自從股市出現在大眾生活以來，人們對於股票的波動相當的有興趣，在上升與下跌循環裡是如何分析以掌握股市脈動賺取超額利潤，以前到現今都一直都是專家們甚以至於一般民眾，都對這問題相當有興趣。因此本研究是針對民國104年九月至在民國105年九月台灣掛牌上市之相關電腦周邊與零組件產業類股進行分析股票已知的財務屬性，進而推導出當中有發展潛力之投資組合，並且加以實證分析。本研究利用財務分析報表所得到的資訊，對於股票本身是否具有投資潛力依據決策樹、灰關聯方法建立投資模型，充分的以客觀方式去評估作為投資人之參考的依據。

關鍵字

投資組合 ； 決策樹 ； 灰關聯

並列摘要

The computer and its related industries are closely to the needs of the personal computer market. The main products include desktop computers, notebook, tablet, and servers. The most publicity of investment in the financial market is the stock market. Since the stock market has appeared in the public life, people are quite interested in the fluctuation of stocks. Among the cycles of rising and falling, how to analyze to grasp the stock market is important to earn profit. Up until now, stock market experts have been interested in this issue. Therefore, this study is to analyze the financial attributes of stocks related to computer and its component industry stocks listed in Taiwan between September 2015 and September 2016. This study used the obtained data from the financial database to establish an investment model based on the decision tree and the grey relation model for its performance. It is expected to fully evaluate the basis of the by an objective manner. We further develop a portfolio based on our considered model and empirical study is also proved to render a reference for investors.

並列關鍵字

Portfoli ； Decision Tree ； Grey Relation Analysis.

參考文獻

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