跳到主要內容

臺灣博碩士論文加值系統

(34.226.244.254) 您好!臺灣時間:2021/08/01 03:05
字體大小: 字級放大   字級縮小   預設字形  
回查詢結果 :::

詳目顯示

我願授權國圖
: 
twitterline
研究生:黃曉翎
研究生(外文):Hsiao-Ling Huang
論文名稱:銀行財富管理客戶貢獻分群機制之建立
論文名稱(外文):Building clustering procedure for wealth management customers based on profitability
指導教授:邱志洲邱志洲引用關係高凌菁高凌菁引用關係
口試委員:呂奇傑蔡榮發
口試日期:2012-06-21
學位類別:碩士
校院名稱:國立臺北科技大學
系所名稱:經營管理系碩士班
學門:商業及管理學門
學類:企業管理學類
論文種類:學術論文
論文出版年:2012
畢業學年度:100
語文別:中文
論文頁數:45
中文關鍵詞:RFM模型兩階段分群客戶貢獻度財富管理
外文關鍵詞:RFM ModelTwo Step ClusteringCustomer Profitability
相關次數:
  • 被引用被引用:10
  • 點閱點閱:554
  • 評分評分:
  • 下載下載:0
  • 收藏至我的研究室書目清單書目收藏:1
本論文以銀行業財富管理客戶為研究對象,運用RFM (Recency, Frequency, Monetary) 模型以及貢獻度分析,並使用IBM SPSS Modeler中的兩階段 (Two Step) 分群方法針對活躍性較高之顧客進行集群分析。本研究首先根據顧客交易資料計算出個別顧客之RFM數值,並將RFM中之M (購買金額) 以客戶貢獻度取代。在應用兩階段分群法的輸入變數部分,除了RFM數值和RFM總分外,本研究亦加入每筆申購之平均金額、定期定額比例與顧客之年齡。根據分群結果顯示各群顧客分別呈現出不同的交易行為模式;論文中除了對各群顧客交易行為進行說明外,也嘗試針對各集群之間的差異進行比較並予以命名。本研究所提出之分群研究程序,除了可以準確的評估與分析客戶的交易特性與貢獻度外,亦可供實務上進行定期檢視與比較分析客戶貢獻度之參考。

In this thesis, the information about the wealth management customers of a bank was analyzed by making use of RFM (Recency, Frequency, Monetary) and profitability analysis, and active customers were clustered by applying Two Step cluster method in IBM SPSS Modeler. First, the RFM values of individual customers were derived from transaction data and M value (purchase amount) was replaced by customers’ profitability. Then the RFM values, composite RFM score, average purchase amount, percentage of periodic purchase, and age were assigned as input variables for SPSS’s Two Step clustering. The results show that there were five groups (i.e. clusters) of customers with different behavior patterns being successfully identified. Besides illustrating the transaction behaviors of each group, this research compared the dissimilarity among clusters and suggested cluster names. The proposed clustering procedure can be used to correctly evaluate and analyze customer transaction features and contributions, as well as for empirical analysis and regular review on profitability of customers.

摘要 i
ABSTRACT ii
誌謝 iii
目錄 iv
圖目錄 vi
表目錄 vii
第一章 緒論 1
1.1 研究背景與動機 1
1.2 研究目的 1
1.3 研究對象與期間 2
1.4 研究架構 2
第二章 文獻探討 4
2.1 客戶貢獻度 4
2.2 內部資金移轉價格 6
2.3 RFM模型 7
第三章 研究方法 10
3.1 RFM模型 10
3.2 兩階段分群法 11
第四章 實證研究 16
4.1 實證資料與資料前置處理 16
4.1.1 資料定義與計算規則 16
4.1.2 資料篩選條件 18
4.1.3 遺漏值填補 18
4.2 資料檢視 18
4.2.1 樣本敘述性統計 18
4.2.2 資料分布情形 20
4.3兩階段分群法模型設定 21
4.3.1 兩階段分群法之輸入變數 21
4.3.2 RFM模型設定 22
4.3.3 輸入變數間之相關係數 25
4.3.4 兩階段分群模型衡量指標 26
4.3.5 兩階段分群法模型設定 26
4.4 不同性別分群結果 27
4.5 兩階段分群結果 30
4.5.1 模型各項設定 30
4.5.2 兩階段分群結果摘要 31
4.5.3 兩階段分群結果差異性 33
4.5.4 兩階段分群結果分析 36
第五章 結論與建議 41
5.1 結論 41
5.2 研究貢獻 42
5.3 未來研究建議 42
參考文獻 43



[1] 黃原桂,銀行業資金移轉訂價-模式與實例探討,碩士論文,國立中興大學高階經理人碩士在職專班,台中,2006。
[2] Aggelis, V. and Christodoulakis, D., "Customer Clustering using RFM analysis," ICCOMP''05 Proceedings of the 9th WSEAS International Conference on Computers, Stevens Point, Wisconsin, 2005, article no. 2.
[3] Birant, D., "Data Mining Using RFM Analysis," Knowledge-Oriented Applications in Data Mining, InTech, 2011, pp.91-108. http://www.intechopen.com/books/howtoreference/knowledge-oriented-applications-in-data-mining/data-mining-using-rfm-analysis.
[4] Chang, H. H. and Tsay, S. F., "Integrating of SOM and K-Mean in data mining clustering: an empirical study of CRM and profitability evaluation," Journal of Information Management, vol. 11, no. 4, 2004, pp. 161-203.
[5] Cheng, C. H. and Chen, Y. S., "Classifying the segmentation of customer value via RFM model and RS theory," Expert Systems with Applications, vol. 36, no. 3, 2009, pp. 4176-4184.
[6] Curry J. and Curry A., The Customer Marketing Method: How to Implement and Profit from Customer Relationship Management, New York: Free Press, 2000, pp. 7-27.
[7] Hosseini, S. M. S., Maleki, A., and Gholamian, M. R., "Cluster analysis using data mining approach to develop CRM methodology to assess the customer loyalty," Expert Systems with Applications, vol. 37, no. 7, 2010, pp. 5259–5264.
[8] Huang, S. C., Chang, E. C., and Wu, H. H., "A case study of applying data mining techniques in an outfitter''s customer value analysis," Expert Systems with Applications, vol. 36, no. 3, 2009, pp. 5909-5915.
[9] Hughes, A. M., Strategic Database Marketing: The Masterplan for Starting and Managing a Profitable, Customer-Based Marketing Program, Chicago: Probus Publishing, 1994, pp.43-90.
[10] IBM Corporation, IBM SPSS Modeler 14.2 Algorithms Guide, 2011, pp. 323-331. ftp://ftp.software.ibm.com/software/analytics/spss/documentation/modeler/14.2/en/AlgorithmsGuide.pdf.
[11] IBM Corporation, IBM SPSS Modeler 14.2 Modeling Nodes, 2011, pp. 329-347. ftp://ftp.software.ibm.com/software/analytics/spss/documentation/modeler/14.2/en/ModelingNodes.pdf.
[12] Ijskes, E., "Funds Transfer Pricing in Banking: The Cashflow and Capital Congruent Market Opportunity in the Marktzinsmethode," Research memorandum, Department of Accounting, VU University Amsterdam, Netherlands, 1995. http://dare.ubvu.vu.nl/bitstream/1871/1337/1/19950014.pdf.
[13] Kawano, R. T., "Funds Transfer Pricing," Journal of Performance Management, vol. 18, no. 2, 2005, pp. 35-43.
[14] Kohavi, R. and Parekh, R., "Visualizing RFM Segmentation," Proceedings of the 2004 SIAM International Conference on Data Mining, Orlando, FL., 2004, pp. 391-399.
[15] Lin, S. Y., Wei, J. T., Weng, C. C., and Wu, H. H., "A Case Study of Using Classification and Regression Tree and LRFM Model in A Pediatric Dental Clinic," International Proceedings of Economics Development and Research, vol. 14, 2011, pp. 131-135.
[16] Marcus, C., "A practical yet meaningful approach to customer segmentation," Journal of Consumer Marketing, vol. 15, no. 5, 1998, pp. 494-504.
[17] McCarty, J. A. and Hastak, M., "Segmentation approaches in data-mining: A comparison of RFM, CHAID, and logistic regression," Journal of Business Research, vol. 60, no. 6, 2007, pp. 656-662.
[18] Miglautsch, J., "Thoughts on RFM scoring," Journal of Database Marketing, vol. 8, no. 1, 2000.
[19] Mulhern, F. J., "Customer profitability analysis: measurement, concentration, and research directions," Journal of Interactive Marketing, vol. 13, no. 1, 1999, pp. 25-40.
[20] Payant, W. R., "Funds Transfer Pricing and A/L Modeling," Journal of Bank Cost & Management Accounting, vol. 13, no. 3, 2000, pp. 67-75.
[21] Pfeifer, P. E. and Carraway, R. L., "Modeling Customer Relationships as Markov Chains," Journal of Interactive Marketing, vol. 14, no. 2, 2000, pp. 43-55.
[22] Shen, C. C. and Chuang, H. M., "A study on the applications of data mining techniques to enhance customer lifetime value," WSEAS Transactions on Information Science and Applications, vol. 6, no.2, 2009, pp.319-328.
[23] Sohrabi, B. and Khanlari, A., "Customer Lifetime Value (CLV) Measurement Based on RFM Model," Iranian Accounting & Auditing Review, vol. 14, no. 47, 2007, pp. 7- 20.
[24] SPSS Inc., The SPSS TwoStep Cluster Component: A scalable component enabling more efficient customer segmentation, Technical report, Chicago, 2001. http://www.spss.ch/upload/1122644952_The%20SPSS%20TwoStep%20Cluster%20Component.pdf.
[25] SPSS Inc., TwoStep Cluster Analysis, Technical report, Chicago, 2004. http://www.estadistica.cl/public_disk/Programas/Estadistica/spss13/Algorithms/twostep_cluster.pdf.
[26] Stone, B., Successful Direct Marketing Methods, Lincolnwood, IL.: NTC Business Books, 1995.
[27] Suh, E. H., Noh, K. C., Suh, C. K., "Customer list segmentation using the combined response model," Expert Systems with Applications, vol. 17, no. 2, 1999, pp. 89-97.
[28] Sung, H. H. and Sang, C. P., "Application of data mining tools to hotel data mart on the Intranet for database marketing," Expert systems with applications, vol. 15, no. 1, 1998, pp. 1-31.
[29] Wei, J. T., Lin, S. Y., and Wu, H. H., "A review of the application of RFM model," African Journal of Business Management, vol. 4, no. 19, 2010, pp. 4199-4206.


電子全文 電子全文(本篇電子全文限研究生所屬學校校內系統及IP範圍內開放)
QRCODE
 
 
 
 
 
                                                                                                                                                                                                                                                                                                                                                                                                               
第一頁 上一頁 下一頁 最後一頁 top