臺灣博碩士論文加值系統

本研究係使用資料探勘的技術尋找股票市場中真正具有投資價值，財報健全，體質優良的好公司。大部分的股市研究皆著重在技術分析上，而忽略上市、櫃公司本身的劣，導致投資嚴重失利，血本無歸。
我們可使用決策樹導向的分類方法將各上市、櫃公司的財報資料，建立模型，引導一般投資大眾，如何研究公司財報，作為正確投資的步驟，進一步了解公司的體質，減少投資風險，這是投資者最基本的工作。因為股市的投資過程，應先求不失敗，再求穫利，所以財務報表分析是股票投資的最後一道防線。
由決策樹建立的模型規則，分析台灣集中市場在2003年至2005年間各公司所提供之財務報表，找出體值健全之公司，再從這些質優的公司，尋找投資標的。

In this paper, we will use Data Ming to find some real , good companies in the stock market . We can choose some valuable ones to invest , the financial conditions of which are sound and good . They must be high quality. In the past , most of the researchers only emphasize the stock analysis skills and ignore each company itself is good or bed in organization , management , financial data and reporters , including the rest of aspects .As a result , most of investors lost their money deadly .
Recently , you can apply Classification by Decision Tree Induction ( CDTI ) to set a formula for all company's financial conditions . By this way , we could understand their real conditions easily and watch them closely . We would teach every investor how to read and understand each company's financial basic data and reporters . Then we can get their credibility and decrease our lost .On the venture , we should stand on a safe area(no-failure) and easily we can seek for benefits . The analysis and understanding for company's financial conditions and reporters are our the last line of battle .
With the rules of CDTI (Classification by Decision Tree Induction) , we can analyze Taiwan companies' financial data ( 2003 to 2005 ) , therefore , we could find sound and good companies in our market .High quality companies are the goals we invest.

中文摘要.................I
英文摘要.................II
誌謝.................III
目錄.................IV
表目錄.................V
圖目錄.................VI
第壹章 緒論
1.1 研究動機.................1
1.2 論文架構.................2
第貳章 文獻回顧與探討
2.1 資料挖掘概論.................3
2.2 使用決策樹導向的分類方法
(Classification by Decision Induction).................8
2.3 決策樹導向的演算法.................9
2.4 分類的步驟.................12
第參章 問題及方法描述
3.1 股市資料和研究主題.................14
3.2 方法流程.................22
3.3 決策樹歸納法.................23
3.4 由決策樹淬取出分類規則.................25

第肆章 實驗結果與分析
4.1 實驗介紹.................27
4.2 效果評估.................32
第伍章 結論及未來展望
5.1 結論.................34
5.2 未來展望.................34
參考文獻.................35

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