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研究生:嚴仕偉
研究生(外文):Yen, Shih-Wei
論文名稱:整合類神經網路與資料採礦於金融最佳決策代理系統之規劃與設計
論文名稱(外文):Integration of Neural Network and Data Mining for Financial Optimization Decision Agent
指導教授:陳安斌陳安斌引用關係
指導教授(外文):Advisor: Chen, An-Pin
學位類別:碩士
校院名稱:國立交通大學
系所名稱:資訊管理研究所
學門:電算機學門
學類:電算機一般學類
論文種類:學術論文
論文出版年:2006
畢業學年度:94
語文別:中文
論文頁數:108
中文關鍵詞:金融實驗專家系統資料採礦最佳化代理人系統
外文關鍵詞:Financial ExperimentExpert SystemData MiningOptimizationAgent System
相關次數:
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自發明計算機開始,人工智慧的研究範圍就不斷擴大,隨之衍生出來的技術與知識更是不斷的創新,然而這麼多的技術需要妥善的整合才能發揮最好的效果,如同大腦的運作,腦細胞間必須各自分工彼此合作,才能具有學習、聯想、思維、判斷與決策等等複雜的功能。
透過人工智慧技術的截長補短,使其產生較為理想的決策結果,因此本文提出的模式是整合性的架構,重點在整合類神經網路與資料採礦等技術,並應用於設計金融最佳化決策代理系統。

關鍵字:金融實驗、專家系統、資料採礦、最佳化、代理人系統
Since the Computer invented, the research field of artificial intelligence is continually expanding and the innovation technology and knowledge of computer keeping development. However, the technology must be integer to produce the proper result. Operation like the brain, must cooperate for complicated capability of study, association, thinking, and decision etc.
Through the complementation of the artificial intelligence technology, batter decision result is made. So, in this study the integration framework, it suggests that technology, for application to design the financial optimization decision agent System. Should be integrated by using neural network and data system.

Key word:Financial Experiment, Expert System, Data Mining, Optimization, Agent System
摘 要……………………………………………...………………………………... i
目 錄…………………………………………..…………………………………... ii
圖 目 錄…………………………………………………..…………………………... v
表 目 錄…………………..…………………………………………………………... vii

壹、導論………………….....……………...…..………………………………………... 01
一、 研究動機……………………………………………………………………... 01
二、 研究目的……………………………………………………………………... 01
三、 論文架構……………………………………………………………………... 02
四、 研究架構……………………………………………………………………... 03
五、 研究範圍……………………………………………………………………... 04

貳、文獻探討……..………………….…………………………………………………... 05
一、 專家系統……………………………………………………………………... 05
(一)專家系統之定義………………..……………………………………….. 05
(二)專家系統之內容……………..………………………………………….. 06
(三)專家系統之應用………………..……………………………………….. 07
二、 案例式推論…………………………………………………………………... 08
(一)案例式推論之理論…….…..…………………………………………….. 08
(二)案例式推論的流程…...………………………………………………….. 09
(三)案例式推論的應用…………..………………………….……………….. 10
三、 類神經網路…………………………………………………………………... 11
(一)類神經網路概述…...…………………………………………………….. 11
(二)倒傳遞網路概述…...…………………………………………………….. 11
(三)倒傳遞網路原理……….…..…………………………………………….. 13
四、 資料採礦……………………………………………………………………... 16
(一)資料採礦之概述………...……………………………………………….. 16
(二)資料採礦的架構…………………………………………………………. 17
五、 全域最佳化…………………………………………………………………... 18
(一)最佳化問題概述…………………………………………………………. 18
(二)全域最佳化概述……………....…………………………...…………….. 18
(三)線性最佳化技術…………...…….………………………………………. 19

参、研究方法…………..…..…………………………………………………………… 20
一、 資料探勘方法………………………………………………………………... 20
(一)探勘模式概述...………………………………………………………….. 20
(二)資料來源探勘.………………..………………………………………….. 21
(三)知識擷取模式….…………..…………………………………………….. 22
(四)本體論之模式…………...……………………………………………….. 24
(五)企業實體方法….………..……………………………………………….. 26
二、 市場預測方法……………………………………………............................... 28
(一)市場預測模組架構……...……………………………………………….. 28
(二)技術指標方法概述….…..……………………………………………….. 29
(三)指標資訊化之方法.……..……………………………………………….. 32
(四)法則知識化之方法.……..……………………………………………….. 33
(五)市場預測推論方法….…..……………………………………………….. 35
三、 評價推論方法………………………………………………………………... 36
(一)評價模式.……..………………………………………………………….. 36
(二)推論機制…………………………………………………………………. 37
(三)評價修正…………………………………………………………………. 38
(四)企業評價…………………………………………………………………. 39
(五)產業分析…………………………………………………………………. 42
四、 最佳決策法…………………………………………………………………... 44
(一)最佳化模式………………………………………………………………. 44
(二)狀態預估法………………………………………………………………. 45
(三)決策制定法………………………………………………………………. 48
(四)最佳化模型………………………………………………………………. 50
(五)最佳化解法………………………………………………………………. 53
五、 金融實驗法…………………………………………………………………... 55
(一)金融實驗模式……………………………………………………………. 55
(二)投資策略模擬……………………………………………………………. 56
(三)投資績效計算……………………………………………………………. 57
(四)投資決策容器……………………………………………………………. 58
(五)實驗結果處理……………………………………………………………. 59

肆、實作與評估…………………………………………………………………………. 60
一、 系統設計………………………………………………………...…………… 60
(一)資料採礦模組……………………………………………………………. 60
(二)市場預估模組……………………………………………………………. 61
(三)企業評價模組……………………………………………………………. 63
(四)最佳決策模組……………………………………………………………. 66
(五)金融實驗模組……………………………………………………………. 67
二、 金融實驗……………………………………………………………………... 68
(一)實驗設計說明……………………………………………………………. 68
(二)投資策略設計……………………………………………………………. 68
(三)實驗系統操作………………………………………………………….… 71
(四)實驗資料統計………………………………………………………….… 73
(五)系統績效評估………………………………………………………….… 78

伍、結論與建議………………………………………………………………………… 79

致 謝………………………………………………………………………………… I
參考文獻………………………………………………………………………………… II
附錄A、系統程式碼………………………………………………………………… VII
附錄B、檔案內容…………………………………………………………………… XIV
附錄C、系統與實驗……………………………………………..………………….. XVIII
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