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研究生:李佳欣
研究生(外文):Chia-hsin Lee
論文名稱:應用資料探勘於住宅擔保品之估價模型研究
論文名稱(外文):An Assessment Model of Residential Collateral Using Data Mining Techniques
指導教授:廖鴻圖廖鴻圖引用關係郭明煌郭明煌引用關係
指導教授(外文):Horng-Twu LiawMing-Huang Guo
學位類別:碩士
校院名稱:世新大學
系所名稱:資訊管理學研究所(含碩專班)
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:2009
畢業學年度:97
語文別:中文
論文頁數:99
中文關鍵詞:擔保品特徵價格法類神經網路價格法
外文關鍵詞:CollateralHedonic Price MethodArtificial Neural Network Price Method
相關次數:
  • 被引用被引用:1
  • 點閱點閱:173
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  • 下載下載:0
  • 收藏至我的研究室書目清單書目收藏:2
在新版巴賽爾(Basel II)的規範下,銀行業必須對擔保品定期檢視其市值以確保授信的品質。本研究以2006/1至2007/1之不動產交易價格為實證分析之時間範圍,其研究目的主要是提供銀行業在不動產擔保品估價模型。將分別運用特徵價格法及類神經網路法,以預測桃園縣不動產價格。在過去相關文獻中,傳統上電腦輔助估價經常使用特徵價格法,在類神經方面則顯示此估價模型具有較佳的預估能力;因此,本文將兩者估價模型作比較研究。
本研究將評估透天厝之住宅擔保品估價模型,透過實證分析,探討本研究使用的類神經估價方法,使估價系統更具完整性及參考性(目前國內估價模型多僅針對大廈、公寓及套房)。本研究為免除人為估價問題並降低銀行之適足準備金,藉由模型提供一系統化的理性估價值,以避免非理性因素下的非公平價格交易產生。
In the new version of Basel II standard, the banking industry is required to periodically examine the market value of collateral to ensure its approval quality.In this thesis, we used the real estate prices between January 2006 and January 2007 for conducting our empirical analysis. The main purpose of this thesis is to provide a real estate collateral appraisal model for the banking industry. We used two types of methods – Hedonic Regression and Artificial Neural Network to predict the real estate price in Taoyuan County. The related researches in the past have shown that traditionally Hedonic Regression was the most adopted method for computer-aided appraisal. However, Artificial Neural Network seems to have the ability for higher forecasting accuracy. Therefore, this thesis will compare these two models.
This thesis evaluates the real estate appraisal model for townhouses and investigate the Artificial Neural Network appraisal method used in this study through empirical analysis to improve the completeness and viability for the appraisal system (Currently, the appraisal model in Taiwan is only for office building, apartment and suite). This research wants to avoid any possible problems that may be caused by man-made appraisal and lowers the reserve requirements for bank as well. Thus, by using this model, it could provide a systematic and rational appraisal value to avoid the occurrences of unfair appraisal transaction due to irrational factors.
目錄
摘要...................................................................... I
Abstract ......................................................................... II
目錄.....................................................................III
圖目錄.....................................................................V
表目錄....................................................................VI
第一章 緒論................................................................1
1.1 研究動機...............................................................1
1.2 研究目的...............................................................3
1.3 研究範圍...............................................................3
1.4 論文架構...............................................................5
第二章 文獻探討............................................................6
2.1 特徵價格法.............................................................6
2.2 類神經網路法..........................................................20
2.3 小結..................................................................32
第三章 相關理論與技術.....................................................33
3.1 特徵價格理論..........................................................33
3.1.1 特徵價格定義........................................................33
3.1.2 複迴歸分析估價步驟..................................................33
3.1.3 複迴歸分析估價模型..................................................36
3.2 類神經網路............................................................37
3.2.1 類神經網路定義......................................................37
3.2.2 類神經網路架構......................................................37
3.2.3 類神經網路類型......................................................40
3.2.4 倒傳遞類神經網路模型................................................42
3.3 小結..................................................................43
第四章 實證方法與設計.....................................................44
4.1 研究架構..............................................................44
4.2 資料處理..............................................................46
4.3 資料變數說明..........................................................54
4.4 模型預測誤差評估指標..................................................58
第五章 實證結果分析與說明.................................................60
5.1 特徵價格法實證結果....................................................60
5.2 類神經網路法實證結果..................................................61
5.3 模型預測效果分析......................................................64
5.4 變數對預測模型影響之分析..............................................66
第六章 結論與未來研究.....................................................79
6.1 結論..................................................................79
6.2 未來研究..............................................................81
參考文獻..................................................................83
參考文獻
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1. [47]王秉五、王大立,"臺中市住宅價格與空間結構之研究",規劃與設計學報,vol. 4,pp. 127-143,1995。
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4. [52]林祖嘉、林素菁,"台灣地區環境品質與公共設施對房價與房租影響之分析",住宅學報,vol. 1,pp. 21-45,1993。
5. [55]林秋瑾,"穩健性住宅租金模式之探討-異常點之分析",住宅學報,vol. 4,pp. 51-72,1996。
6. [55]林秋瑾,"穩健性住宅租金模式之探討-異常點之分析",住宅學報,vol. 4,pp. 51-72,1996。
7. [56]林祖嘉、馬毓駿,"特徵方程式大量估價法在台灣不動產市場之應用",住宅學報,vol. 16: 2,pp. 1-22,2007。
8. [56]林祖嘉、馬毓駿,"特徵方程式大量估價法在台灣不動產市場之應用",住宅學報,vol. 16: 2,pp. 1-22,2007。
9. [57]翁祖炘,林利國,呂騏竹,"應用複迴歸與倒傳遞類神經網路模式探討排水溝工程成本預測之相依性—以南投地區為例",臺灣公路工程,vol. 33: 2,pp. 2-18,2007。
10. [57]翁祖炘,林利國,呂騏竹,"應用複迴歸與倒傳遞類神經網路模式探討排水溝工程成本預測之相依性—以南投地區為例",臺灣公路工程,vol. 33: 2,pp. 2-18,2007。
11. [68]蔡瑞煌、高明志、張金鶚,"類神經網路應用於房地產估價之研究",住宅學報,vol. 8,pp. 1-20,1999。
12. [68]蔡瑞煌、高明志、張金鶚,"類神經網路應用於房地產估價之研究",住宅學報,vol. 8,pp. 1-20,1999。
13. [71]賴碧瑩,"應用類神經網路於電腦輔助大量估價之研究",住宅學報,vol. 16:2,pp. 43-65,2007。
14. [71]賴碧瑩,"應用類神經網路於電腦輔助大量估價之研究",住宅學報,vol. 16:2,pp. 43-65,2007。