臺灣博碩士論文加值系統

近年來，國人的理財觀念逐漸提升，而進行理財投資的管道也相當多元，大部分的投資工具都需要較多的財金知識才能尋求穩定獲利，而相較於其他理財工具而言，共同基金風險較低且進入門檻也相較簡單。然而共同基金的總類逐年攀升，在眾多的共同基金中，如何篩選基金及採取何種策略是最好的投資方式，是投資者關注的議題。
各共同基金之間有一些共同的績效指標，本研究針對國內共同基金市場進行分析與探討，使用西元2012年至西元2017年於台灣所發行的國內股票型及跨國投資股票型的共同基金之績效指標做為研究數據進行資料探勘，找出共同基金的篩選及操作策略。透過資料探勘中的決策樹分析進行分類使共同基金種類分為三種類別：購買、觀望、賣出。
本研究以報酬最大化的角度來探討共同基金之投資策略分類問題，藉由分析結果輔助投資大眾了解共同基金的投資策略以及各項指標的意義，減少投資者在共同基金市場上的損失。

In recent years, financial literacy of citizens has been improving. Furthermore, financial investment channels have likewise multiplied. Most investment tools all need a lot of financial know-how in order to obtain steady profits. Compared to other financial tools, mutual fund risks and barriers to entry are relatively low. The total number of kinds of mutual funds have been increasing yearly and within the many mutual funds available, picking the right fund and strategy to take as the best investment methods are what investors focus on.
Every mutual fund has a set of efficiency benchmark. This study analyzes and discusses at the local mutual fund market and uses efficiency benchmark data from 2012 to 2017 of Taiwan’s local stock type and global investment stock type mutual funds. The research uses data mining to analyze the data from these benchmarks and looks for selection and manipulation strategies that can be applied to the mutual funds. Through data mining decision tree analysis, the study categorizes the mutual funds into three types: buy, hold, and sell.
This research uses maximum return to explore the problem of investment strategy on mutual funds. Data analysis results help most investors to understand mutual fund strategy and the meaning of each index in order to minimize losses in the mutual fund market.

摘要 I
Abstract II
誌謝 III
目錄 IV
圖目錄 V
表目錄 VI
第一章 緒論 1
第一節 研究背景與動機 1
第二節 研究目的 2
第三節 研究範圍 3
第四節 研究流程與架構 3
第二章 文獻探討 5
第一節 共同基金概論 5
第二節 共同基金績效指標相關文獻 6
第三節 資料探勘 10
第三章 研究方法及步驟 16
第一節 資料來源及相關指標資料 16
第二節 研究步驟 20
第四章 實證結果與分析 21
第一節 測試例說明 21
第二節 共同基金分類結果 22
第三節 學習例探勘結果 23
第四節 訓練例探勘結果 28
第五章 結論與建議 32
第一節 研究結論 32
第二節 研究建議 33
參考文獻 34

參考文獻
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