臺灣博碩士論文加值系統

本研究以關聯度指標系統(Index System of Association )來支援選股決策，並以聯合機率(Joint Probability)及條件機率(Conditional Probability)兩因素來做為評估上漲關聯度之依據，同時將上漲關聯度區分為：極高相關、高相關、中相關、弱相關等四級。本研究所建構之關聯度指標決策支援系統(Decision Support System, DSS)，提供分析者任意選擇標的股票並用於預測個股之間的相關程度分析，和個股與多股之間的多元相關程度分析，在資料庫設計方面以資料倉儲(Data Warehouse)做為的儲存架構，在實務應用上不僅靈活而且有效率。

This research constructs an index system of association, which is based on the joint probability and conditional probability factors, to support the stock investment decision. This research divides the relational degree of the association index to extremely high, high, medium and weak. By improving the data warehouse structure, we can make the decision support system more flexible and efficient.

中文摘要......................I
ABSTRACT......................II
誌 謝......................III
目 錄......................IV
表 目 錄......................VI
圖 目 錄......................VIII
第一章 緒論......................1
1.1 研究動機與背景......................1
1.2 研究目的......................2
1.3 研究範圍與分析對象......................2
1.4 研究限制......................3
1.5 本文架構......................3
第二章 理論基礎與文獻回顧......................5
2.1 相關文獻探討......................5
2.1.1 資料探勘......................5
2.1.2 關聯規則......................7
2.1.3 序列關聯規則......................9
2.1.4 多維度資料關聯規則......................9
2.2 理論基礎......................10
2.2.1 聯合機率......................11
2.2.2 條件機率......................12
第三章 理論方法......................13
3.1關聯度因子......................13
3.2 關聯度指標......................13
第四章 案例分析......................17
4.1 流程分析......................17
4.2 研究樣本......................18
4.3 標的股票與關聯股票之選擇......................22
4.4 求解X與Y之機率分配......................26
4.5 計算關聯度指標......................33
4.6 計算二元關聯度指標......................35
4.7 計算三元關聯度指標......................44
4.8 關聯度指標驗証......................52
第五章 與金融產業之比對分析......................55
5.1 金融類股之關聯股票......................55
5.2 與金融類股之X與Y機率分配之求解......................57
5.3 計算與金融類股之關聯度指標......................63
第六章 負關聯度指標......................66
6.1 負關聯求解......................66
6.2 計算負關聯度指標......................67
第七章 結論......................71
7.1 結語......................71
7.2 未來展望......................72
參考文獻......................73

何維翰，具多重支持度權重式關聯規則於大型資料庫挖掘之研究，碩士論文，立德管理學院應用資訊研究所，台南，第11-13頁，2003。

林惠玲、陳正倉，應用統計學，雙葉書廊有限公司，台北，第74-15頁和第117-143頁，1999。

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