臺灣博碩士論文加值系統

股票價格的波動可以被市場趨勢、公共政策、公司財報甚至是公司CEO的八卦新聞所影響。因此股票的預測一直被認為是非常艱難的任務。在本篇論文中，我們首先搜集那些投資人認為的重要資訊來源，像是經濟新聞、股票歷史資料。接下來我們從討論區與網站中使用文字探勘的技術來辨識相關股票的關鍵字詞。常用的文字探勘演算法有Jieba、TF-IDF和LDA。然後使用主題探測模型來深入了解股票價格的波動，最後使用的模型包括DNN和LSTM。最後實驗結果顯示了這些方法的有效性。

The movement of stock prices can be influenced by market trends, public policy, annual reports, and even gossip about the CEO. Hence, the predictions of stock prices is always regarded as a hard problem. In this study, we first collect some important source of information for investors, such as economic news and historical prices of stocks. Next, we employed text mining to identify keywords from popular stock-related websites and forums. The used text mining algorithms include Jieba, TF-IDF, and LDA. Then, we employed article topic prediction models to gain insight into the movement of stock prices, where the used prediction models include the DNN and LSTM models. Finally, the experiment results show the effectiveness of the proposed methods.

誌謝 i
摘要 ii
Abstract iii
目錄 iv
圖目錄 v
表目錄 vi
第一章 緒論 1
1.1 研究背景 1
1.2 研究動機 2
1.3 研究目的 3
第二章 文獻研究與回顧 5
2.1 文字探勘方法 5
2.2 基於RNN時間序列分析 9
第三章 方法 11
3.1 系統架構 11
3.2 資料前處理 13
3.3 文字探勘 17
3.4 模型套用 20
第四章 分析 23
4.1 資料規範與分析步驟 23
4.2分析步驟 23
4.3 觀察文章分類與股市之間的關聯性 24
4.3 台股指數分析 26
第五章 結論與未來研究方向 31
5.1 研究方法總結 31
5.2 研究貢獻 31
5.3 問題與限制 31
5.4 未來研究方向 32
參考文獻 33

[1]S. Cheng, “Forecasting the change of intraday stock price by using text mining news of stock,” in 2010 International Conference on Machine Learning and Cybernetics, 2010, vol. 5, pp. 2605–2609.
[2]S. K. Khatri and A. Srivastava, “Using sentimental analysis in prediction of stock market investment,” in 2016 5th International Conference on Reliability, Infocom Technologies and Optimization (Trends and Future Directions) (ICRITO), 2016, pp. 566–569.
[3]R. Goonatilake and S. Herath, “The Volatility of the Stock Market and News,” no. 11, p. 13, 2007.
[4]J. Engelberg and C. A. Parsons, “The Causal Impact of Media in Financial Markets,” Social Science Research Network, Rochester, NY, SSRN Scholarly Paper ID 1462416, Oct. 2009.
[5]W. S. Chan, “Stock price reaction to news and no-news: drift and reversal after headlines,” J. Financ. Econ., vol. 70, no. 2, pp. 223–260, Nov. 2003.
[6]T.-J. Hsieh, H.-F. Hsiao, and W.-C. Yeh, “Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm,” Appl. Soft Comput., vol. 11, pp. 2510–2525, Mar. 2011.
[7]V. N. Patodkar and S. I.R, “Twitter as a Corpus for Sentiment Analysis and Opinion Mining,” IJARCCE, vol. 5, no. 12, pp. 320–322, Dec. 2016.
[8]D. Yan, G. Zhou, X. Zhao, Y. Tian, and F. Yang, “Predicting stock using microblog moods,” China Commun., vol. 13, no. 8, pp. 244–257, Aug. 2016.
[9]S. Junyi, jieba: 结巴中文分词. 2018.
[10]P. E. Black, “Dictionary of Algorithms and Data Structures,” NISTIR, Jan. 1998.
[11]H. Sui, Y. Jianping, Z. Hongxian, and Z. Wei, “Sentiment analysis of Chinese micro-blog using semantic sentiment space model,” in Proceedings of 2012 2nd International Conference on Computer Science and Network Technology, 2012, pp. 1443–1447.
[12]L. H. Patil and M. Atique, “A novel approach for feature selection method TF-IDF in document clustering,” in 2013 3rd IEEE International Advance Computing Conference (IACC), 2013, pp. 858–862.
[13]A. J. Izenman, “Linear Discriminant Analysis,” in Modern Multivariate Statistical Techniques, Springer, New York, NY, 2013, pp. 237–280.
[14]S. Xie and Y. Feng, “A Recommendation System Combining LDA and Collaborative Filtering Method for Scenic Spot,” in 2015 2nd International Conference on Information Science and Control Engineering, 2015, pp. 67–71.
[15]J. Zhao, X. Li, and X. Li, “The text mining model building of open questionnaire based on LSA,” in 2016 IEEE Advanced Information Management, Communicates, Electronic and Automation Control Conference (IMCEC), 2016, pp. 435–438.
[16]J. T. Connor, R. D. Martin, and L. E. Atlas, “Recurrent neural networks and robust time series prediction,” Ieee Trans. Neural Netw., vol. 5, pp. 240–254, 1994.
[17]T. Mikolov, K. Chen, G. Corrado, and J. Dean, “Efficient Estimation of Word Representations in Vector Space,” ArXiv13013781 Cs, Jan. 2013.
[18]“OpView | 社群口碑資料庫.”[Online]. Available: http://www.opview.com.tw/.
[19]“批踢踢實業坊.”[Online]. Available: https://term.ptt.cc/.
[20]“理財寶-投資好軟體，我只推薦理財寶.”[Online]. Available: http://www.cmoney.tw/app/.
[21]“股市 | 聯合新聞網.”[Online]. Available: https://udn.com/news/cate/2/6645.
[22]“財經知識庫-MoneyDJ理財網 – 新聞、財經綜合資訊網.”[Online]. Available: https://www.moneydj.com/kmdj/.
[23]“TWSE 臺灣證券交易所.”[Online]. Available: http://www.tse.com.tw/zh/.
[24]“Publications and Annotated Corpora (Lun-Wei Ku and Hsin-Hsi Chen).”[Online]. Available: http://nlg18.csie.ntu.edu.tw:8080/lwku/index.html