有效預測股票市場價格與趨勢以提升投資報酬率為投資者與利害關係人關注之重點財務研究課題，為因應股市標的之高不穩定性與即將於臺灣股市發行之逐筆交易制度，本研究開發一結合單點預測、區間值預測與趨勢預測三者架構優勢之智能燭台圖預測系統，同時預測最高價、最低價、開盤價、收盤價資訊，包裝為視覺化專家系統與獨立應用程式，以燭台圖形式展示預測結果及漲跌趨勢，方便使用者單純直觀地運行系統與辨識預測結果。本研究分別嘗試三種無特定參數啟發式優化演算法針對多重輸出最小平方支援向量迴歸模型之超參數進行最佳化調校，建立一混合模型以增強系統於預測股市價量資訊之精確度與穩定性。經基準函數測試驗證及應用與過去學術研究相同之數據進行預測績效比較後，以一新穎之鑑識科學流程萬用啟發演算法表現最為優異。接續應用於臺灣股票市場領域，以元大寶來台灣卓越50證券投資信託基金(0050.TW)、元大寶來台灣高股息證券投資信託基金(0056.TW)兩檔臺灣主要指數型證券投資信託基金，與臺灣四大上市營建類公司興富發建設(2542.TW)、華固建設(2548.TW)、遠雄建設(5522.TW)及長虹建設(5534.TW)作為研究標的，統計下週五日預測之各別績效評估結果，展示預測系統之準確性與優勢。此外，本研究提出一浮動式定期定額投資策略，使報酬率最大化同時最小化投資風險，考量交易手續費與證券交易稅進行投資回測，與傳統定期定額策略以及買入持有策略進行投資報酬率比較，驗證本系統預測結果於實際股市操作之優異獲利能力。

Forecasting the price and trend of stock market with accuracy and precision to gain higher return on investment has been a great issue for stakeholders in financial domain. To deal with the highly turbulent characteristic of stock price movement and the upcoming continuous trading system implementation in Taiwan Stock Exchange, this work proposes an Intelligent Candlestick Forecasting System (ICFS) by combining the advantages of single output, interval time series and trendline forecasting. ICFS provides users a simplified and intuitive method by utilizing a sliding-window metaheuristic-optimized multi-output least squares support vector regression hybrid model scheme, which is well packaged into an expert system and standalone application to forecast the 4 price information simultaneously with a candlestick chart visual display. This work takes three different algorithmic-specific parameter-less algorithm, namely TLBO, SOS, and FBI, into consideration to optimize the parameters of MLS-SVR, which is proved to be an essential procedure to enhance the accuracy, precision, and stability of the machine learning model. After benchmark function validation and performance comparison with previous research, a novel forensic-based investigation-algorithm-optimized MLS-SVR outperforms the others. Subsequently, this work compiled the FBI-MLSSVR hybrid model into a graphical user interface standalone application and applied to Taiwanese stock market using six targets, which are 0050.TW, 0056.TW, 2542.TW, 2548.TW, 5522.TW, and 5534.TW on a weekly forecast theme. Moreover, this work proposed a novel modified dollar-cost averaging investing strategy with IRR back analysis executed concerning transaction fee and stock trading tax to validate the promising real-time investing performance.

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