結合技術指標與財經新聞之股票趨勢預測

Using Technical Indicators Combine Financial News for Stock Market Prediction

林呈勳(Cheng-Hsun Lin)

指導教授 ： 邱志洲

國立臺北科技大學/管理學院/商業自動化與管理研究所/碩士(2009年)

https://doi.org/10.6841/NTUT.2009.00119

摘要

股價的漲跌變化是許多投資人關心的議題，過去有許多研究用股票技術指標或單用文件探勘技術分析財經新聞預測股市收盤價，然而僅用技術指標預測股市趨勢時，技術指標無法對市場發出的訊息即時做趨勢修正；單方面分析財經新聞時會因為資料分析偏誤而造成預測結果的誤差。本研究結合股價技術指標分析的規則性買賣訊號及財經新聞專家對股市未來趨勢的觀點，以倒傳遞類神經網路預測股票未來的收盤價。實驗結果證明加入新聞預測指標的預測模式的確可較準確的預測股市收盤價。

關鍵字

文件分類 ； 技術指標 ； 類神經網路

並列摘要

To enhance the drawback that only using technical indicators to predict the trend of the stock market can’t immediately react with the important news release by the government, industry. Hence we not only use technical indicators but also add the stock financial judgments from the financial specialist who has a long term studies of the solar industry, tend to use their predictions and experiences of the future to help the stock predictions be more accurate. We put technical indicators, judgment by the financial specialist into artificial neural network trying to predict the close price of the stock market the next day. The experiment shows that add the financial judgment by the specialist could make result more accuracy. Besides, our prediction model can catch the trend when some severe fluctuation cause by the release of the important news.

並列關鍵字

Document Classification ； Technical Indicators ； Artificial Neural Network

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