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URN etd-0117107-171118 Statistics This thesis had been viewed 3827 times. Download 3628 times. Author Yao-Chang Kan Author's Email Address No Public. Department Information Management Year 2006 Semester 1 Degree Master Type of Document Master's Thesis Language zh-TW.Big5 Chinese Page Count 68 Title INVESTIGATING THE CRITICAL FACTORS OF STOCK INVESTMENT PERFORMANCE OF TAIWAN STOCK MARKET THROUGH DATA MINING Keyword Artificial Neural Regression Trees Data Mining Data Mining Regression Trees Artificial Neural Abstract How to keep your asset without being devaluated by inflation at the time of low interest rate? Investment is a very important issue to everyone. To obtain high rewards, it is popular that people make an investment in the Taiwan Stock Market. However, people love and hate it for its remarkable returns and its risks. It is crucial to understand the key factors that influence the fluctuation of stock value.
To obtain the best yield from the stock market, the fastest way is to learn the expert’s tactics. Ranked by Forbes in 2002, Warren Buffertt is the richest man by investing in the world. This research will thus follow his investment principles and probe the intrinsic values of enterprises and market values of stock shares.
New analytical methods and tools on stock market have been developing and make us look on the market in different aspects. ‘Data mining’ is the method that has been applied widely in different fields to analyze a large amount of data in recent years. Its main purpose is to get the useful information and important message about stocks from their historical records. This research combines different assumptions with Data Mining skills to study the critical factors that affect the stock returns.
Adjusting the investment principles by data mining technique improves the original accumulative rewarding rate and yearly compound interest rate. It is also assured that the stock returns in Taiwan market can reach up to 22.37%, the same annual compound interest rate as Warren Buffertt has obtained. We calculate the return of the investment in 5 years can be up to 1067.74% of accumulative reward and 63.48% of compound interest rate.
Advisor Committee Huei-Huang Chen - advisor
Ron-lon Tsai - co-chair
Tseng, Paul T. Y. - co-chair
Files Date of Defense 2006-12-28 Date of Submission 2007-01-24