Research of Building Intelligent Investment Decision Mode for Investment Portfolio - Using Taiwan Electronic Stock as an Example

被引：0

作者：

Ho, Wen-Rong Jerry ^{[1
]}

Liu, C. H. ^{[2
]}

Chen, H. W. ^{[3
]}

机构：

[1] Chinese Culture Univ, Dept Banking & Finance, 55,Hwa Kang Rd, Taipei 111, Taiwan

[2] Kainan Univ, Dept Informat Management, Taoyuan 338, Taiwan

[3] Taiwan Cheer Champ Co Ltd, Taipei, Taiwan

来源：

REVIEW OF PACIFIC BASIN FINANCIAL MARKETS AND POLICIES | 2010年 / 13卷 / 04期

关键词：

Back-propagation neural network; investment portfolio; sliding window; stock selection strategy;

D O I：

10.1142/S0219091510002104

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This research uses all of the listed electronic stocks in the Taiwan Stock Exchange as a sample to test the performance of the return rate of stock prices. In addition, this research compares it with the electronic stock returns. The empirical result shows that no matter which kind of stock selection strategy we choose, a majority of the return rate is higher than that of the electronics index. Evident in the results, the predicted effect of BPNN is better than that of the general average decentralized investment strategy. Furthermore, the low price-to-earning ratio and the low book-to-market ratio have a significant long-term influence.

引用

页码：621 / 645

页数：25

共 48 条

[21] USING RULE TEXT MINING BASED ALGORITHM TO SUPPORT THE STOCK MARKET INVESTMENT DECISION
Al-augby, Salam
Nermend, Kesra
TRANSFORMATIONS IN BUSINESS & ECONOMICS, 2015, 14 (3C): : 448 - 469
[22] Research on the Optimal Portfolio of Stock and Internet Fund Investment Based on VaR-GARCH (1,1)
Li, Ying
Liu, Jin
Zeng, Lianru
Peng, Yang
Delaney, John Thomas
PROCEEDINGS OF THE SIXTEENTH INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT - VOL 1, 2022, 144 : 136 - 159
[23] Research and analysis of deep learning algorithms for investment decision support model in electronic commerce
Lei, Zhizhong
ELECTRONIC COMMERCE RESEARCH, 2020, 20 (02) : 275 - 295
[24] Research and analysis of deep learning algorithms for investment decision support model in electronic commerce
Zhizhong Lei
Electronic Commerce Research, 2020, 20 : 275 - 295
[25] Sustainable Optimization for China's Hydropower Project Investment Portfolio Using Multiobjective Decision Analysis
Gan, Lu
Jiang, Pengyan
Chen, Xiuyun
Hu, Lin
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 2019
[26] An Automated Stock Recommendation System from Stock Investment Research using Domain Specific Information Extraction
Tapjinda, Tayida
Vechpanich, Potsawee
Leelasupakul, Nutchaya
Prompoon, Nakornthip
Patanothai, Chate
PROCEEDINGS OF THE 2015 12TH INTERNATIONAL JOINT CONFERENCE ON COMPUTER SCIENCE AND SOFTWARE ENGINEERING (JCSSE), 2015, : 30 - 35
[27] Green Building Investment Decision Making Research That Based on the Value Engineering and Fuzzy Mathematics Theory
Wang, Jiaxu
Wang, Qi
Zhang, Daqing
ICCREM 2017: INDUSTRY REGULATION AND SUSTAINABLE DEVELOPMENT, 2017, : 314 - 321
[28] Research on Risk Evaluation of Investment Decision Stage Base on Sensitivity Analysis for Building Engineering Projects
Jin, ChangHong
ADVANCED DEVELOPMENT OF ENGINEERING SCIENCE IV, 2014, 1046 : 131 - 134
[29] Asset Pricing and Portfolio Investment Management Using Machine Learning: Research Trend Analysis Using Scientometrics
Meng, Chao
Chen, Chen
Xu, Heng
Li, Ting
ECONOMICS-THE OPEN ACCESS OPEN-ASSESSMENT E-JOURNAL, 2024, 18 (01):
[30] Supporting Investment Decision Using Socio-Economic Issues Exploration and Stock Price Prediction
Alamsyah, Andry
Arasyi, Muhammad Tahta
Rikumahu, Brady
2018 INTERNATIONAL SYMPOSIUM ON ADVANCED INTELLIGENT INFORMATICS (SAIN), 2018, : 20 - 25

← 1 2 3 4 5 →