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研究生:葉文華
研究生(外文):WENHUA YEH
論文名稱:運用文字探勘在財經新聞內容即時偵測股價反轉時點之研究
論文名稱(外文):The online Detection of Critical Reversal Points of Stock Prices using Texting Approach
指導教授:邱昭彰邱昭彰引用關係
學位類別:碩士
校院名稱:元智大學
系所名稱:資訊管理學系
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:2011
畢業學年度:99
語文別:中文
論文頁數:44
中文關鍵詞:反轉時點文字探勘特徵詞選取
外文關鍵詞:Reversal PointsText MiningFeature Selection
相關次數:
  • 被引用被引用:6
  • 點閱點閱:1360
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  • 下載下載:17
  • 收藏至我的研究室書目清單書目收藏:1
一般來說,投資人通常在股票投資時參考技術指標。然而,新聞也常被他們視為投資決策時的重要資訊來源。但新聞為一種非結構化的資料,收集與分析上相當不容易。文字探勘技術可針對非結構化資料進行轉化,成為可供分析的資訊。因此,文字探勘技術將可從大量的財經新聞中挖掘出隱含的資訊。本研究提出財務文字探勘架構,來建立股價反轉時點預測模型,實驗模型中結合技術指標與財經新聞的做法不僅具預測效益外,更獲得顯著為正的可觀報酬。最後,研究結果顯示技術指標的數值資訊與財經新聞的文字資訊是有互補效應的,在反轉時點的預測上效果顯著,投資人能夠以此研究架構及預測模型來作為投資決策的參考。

In general, financial indicators are usually used to stock investment by investors. However, stock market news is also regarded as an important information sources for their investment decisions. Since news is one type of unstructured data so that it’s not easy to be gathered and analyzed for its meaning. Text mining transforms unstructured data into useful and analytical information. Therefore, text mining also helps us to reveal the implied information from an amount of financial news. This study not only proposes a financial text mining framework but also creates a model for detecting stock price’s reversal points. The proposed approach constructs the prediction model by means of combining financial indicators and relevant news. In our experiment, positive returns are proved after a series of simulation investment. Moreover, this study has demonstrated the complementary between indicators and financial news, and is able to help investors to make right decisions in stock market.

書名頁 i
論文口試委員審定書 ii
授權書 iii
中文摘要 iv
英文摘要 v
誌謝 vi
目錄 vii
表目錄 ix
圖目錄 xi
第一章 緒論 1
1.1 研究動機 1
1.2 研究目的 2
第二章 文獻探討 3
2.1 公開資訊對股價的影響 3
2.2 投資人情緒對股價的影響 4
2.3 財經新聞與股價反轉時點相關性 5
2.4 文字探勘技術的應用 6
第三章 研究方法 8
3.1 研究架構 8
3.2 股票的選擇 8
3.3 文字探勘及建立反轉時點預測模型步驟 9
3.4 模型評估與績效評估 15
第四章 實驗與分析 17
4.1 資料分析 17
4.2 模型建置之前置工作說明 19
4.3 實驗結果及評估 20
第五章 討論 28
第六章 結論與未來研究方向 31
參考文獻 33
附錄一、技術指標計算詳細說明 36
附錄二、財務及股市相關版面列表 38
附錄三、指標買賣訊號及新聞合併日期參數實驗結果 39

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