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研究生:阮泰楠
研究生(外文):Nguyen,Thai Nam
論文名稱:多來源網頁資料對股市投資影響之分析: 以台灣股市為例。
論文名稱(外文):Analysis Of The Impact On Stock Market Investment Using Multi-source Web Data: Taking Taiwan Stock Market As An Example.
指導教授:李杭李杭引用關係陳俊豪陳俊豪引用關係
指導教授(外文):Lee,HangChen,Chun-Hao
口試委員:李詠騏蘇家輝李杭陳俊豪
口試委員(外文):Li, Yong-CiSu,Ja-HwungLee,HangChen,Chun-Hao
口試日期:2023-07-31
學位類別:碩士
校院名稱:國立高雄科技大學
系所名稱:企業管理系
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:2023
畢業學年度:111
語文別:中文
論文頁數:47
中文關鍵詞:多來源網頁資料情感分析遺傳演算法預測模型自然語言處理
外文關鍵詞:Multi-source web datasentiment analysisgenetic algorithmsprediction modelnatural language processing
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  • 被引用被引用:0
  • 點閱點閱:109
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  • 下載下載:1
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近年來,隨著無線網路與行動裝置的迅速發展,投資者愈發容易從多來源網頁資料取得各種資料。雖有眾多的網頁資料來源,但投資者經常受單一來源的資料影響而產生資訊不一致狀況進而誤判趨勢。此外,因為網頁資料的特性複雜且多為非結構化資料,故如何從各種網頁資料來源處理並取得客觀的資訊是一個具挑戰的任務。為解決此問題,本論文提出一個遺傳為基礎的多來源屬性最佳化演算法,旨在從多來源網頁資料找出有效的分類屬性用以建立預測模型分析多來源網頁資料與股市之間的關係及影響。所提方法首先針對三個網頁資料來源,包含:財經新聞、社群媒體與經濟指標,進行資料前處理取得可能的特徵屬性。接著,利用二元編碼方式進行特徵屬性的編碼。在評估函數上,則利用兩個因子計算染色體適合度值,分別為模型準確度與屬性來源多元性。演化後,最佳的分類屬性集合將輸出並用來建立預測模型。運用此預測模型,我們可以提供一個相對客觀的趨勢判斷結果給使用者參考使用。
In recent years, with the rapid development of wireless networks and mobile devices, it has become easier for investors to get various information from multi-source web data. Although there are many sources of web data, investors are often influenced by a single source of data, as a results, inconsistent information and misjudging trends are occurred. In addition, since the characteristics of web data are complex and most of them are unstructured data, how to process and obtain objective information from multi-source web data is a challenging task. In order to solve this problem, this paper proposes a genetic-based multi-source attribute optimization algorithm, which aims to find effective classification attributes from multi-source web data to construct a prediction model to analyze the relationship and influence between multi-source web data and the stock market. The proposed approach first targets three web data sources, including: financial news, social media and economic indicators, and performs data preprocessing to obtain possible classification attributes. Then, the binary encoding schema is utilized to encode those attributes. As to the fitness function, two factors that are accuracy of model and diversity of attribute sources are used to calculate fitness value of a chromosome. After evolution, the best set of classification attributes is output and used to build a prediction model. Using the built prediction model, we expect to provide a relatively objective trend judgment result for users' reference.
目錄
中文摘要 ------------------------------------------------------------------------------------- i
英文摘要 ------------------------------------------------------------------------------------- ii
誌謝 -------------------------------------------------------------------------------------- iii
目錄 ------------------------------------------------------------------------------------- iv
表目錄 ------------------------------------------------------------------------------------- v
圖目錄 ------------------------------------------------------------------------------------- vi
符號說明 ------------------------------------------------------------------------------------- vii
第一章 緒論------------------------------------------------------------------------- 1
第一節 研究背景與研究動機------------------------------------------------- 1
第二節 研究目的與論文貢獻------------------------------------------------- 2
第三節 閱讀指引---------------------------------------------------------------- 3
第二章 文獻探討------------------------------------------------------------------- 4
第一節 單來源網頁資料於股市分析---------------------------------------- 4
第二節 多來源網頁資料於股市分析---------------------------------------- 6
第三節 背景知識---------------------------------------------------------------- 8
第三章 研究方法------------------------------------------------------------------- 15
第一節 問題定義---------------------------------------------------------------- 15
第二節 研究架構圖------------------------------------------------------------- 15
第三節 所提方法-MsWDSMAO---------------------------------------------- 16
第四節 MsWDSMAO虛擬碼與流程範例---------------------------------- 23
第四章 分析與結果---------------------------------------------------------32
第一節 實驗數據集---------------------------------------------------------32
第二節 實驗環境與參數設定--------------------------------------------------32
第三節 實驗設計與評估-----------------------------------------------------33
第五章 討論與改進---------------------------------------------------------------- 37
參考文獻 ------------------------------------------------------------------------------- 38

參考文獻

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