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研究生: 許子敬
Tzu-Ching Hsu
論文名稱: 以機器學習模型結合市場資訊之價格預測系統 - 以半導體市場為例
Price Prediction System with Market Information Using Machine Learning Model - Take Semiconductor Market as an Example
指導教授: 呂志豪
Shih-Hao Lu
鄭仁偉
Jen-Wei Cheng
口試委員: 郭人介
Ren-Jieh Kuo
曾盛恕
Seng-Su Tsang
學位類別: 碩士
Master
系所名稱: 管理學院 - 企業管理系
Department of Business Administration
論文出版年: 2022
畢業學年度: 110
語文別: 中文
論文頁數: 66
中文關鍵詞: 機器學習深度學習多層感知機記憶體價格預測
外文關鍵詞: Machine Learning, Deep Learning, Multi-Layer Perceptron, Memory, Price Prediction
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定價策略在商業業務管理中扮演極重要的角色,越來越多的企業渴望更快速地做出最符合市場的決策,而隨著人工智慧與機器學習風潮興起,業界開始關注如何運用人工智慧與機器學習建立準確且自動化的價格預測系統。
價格的波動性,在市場交易面上格外被大家重視,價格變動性相對大的產業在價格的制訂上勢必得格外謹慎,而半導體產業則屬於價格波動性相對大的產業。在半導體產業中,各家公司的定價策略就顯得十分之重要,本研究以記憶體價格為例。
本研究之目的是透過機器學習演算法,開發更精準的自動化價格預測模型,而本研究提出之模型主要是運用一種機器學習模型―多層感知機(MLP Model)來進行模型的訓練,並加入十個產品共160天的歷史價格、四個具指標性之股市資訊、以及半導體產業相關新聞三個面向市場資訊,藉此建置四個價格修正模型來改善預測結果。機器學習訓練出合適的模型特徵和調整最佳參數,透過本研究提出之修正模型,達到修正時間序列SMA模型的效果,提供更精準的價格預測,以執行更符合市場的訂價策略。
從研究結果發現,對於DRAM產品線,模型一的模型修正成功率平均為57.04%;模型二的模型修正成功率平均為50.37%;模型三的模型修正成功率平均為50.37%;模型四的模型修正成功率平均為55.56%。而NAND Flash產品線,模型一的模型修正成功率平均為8.15%;模型二的模型修正成功率平均為6.67%;模型三的模型修正成功率平均為7.41%;模型四的模型修正成功率平均為8.15%。整體而言,模型修正成功率越高,MAPE下降率也會越大。
針對價格波動性較大的階段,研究結果不僅表明機器學習模型可做到記憶體的價格預測,且透過加入多種類型的市場資訊,將更能夠改善價格預測的精準度,可以提供定價策略的決策者一個準確且客觀的參考。


With the rise of artificial intelligence (AI) and machine learning (ML), more and more industries have been putting focuses on how to implement AI and ML to build accurate and automated price prediction systems.
Price volatility is particularly important on the trading side of the market. The industries with relatively high price volatility tend to be extra cautious in price setting, and the semiconductor industry is one of these industries. In the semiconductor field, the pricing strategy of each company is very important. As a result, this study takes memory pricing as example.
The objective of this research is to develop more accurate automated price prediction models based on machine learning algorithms, and the propose model is the Multi-Layer Perceptron (MLP) model. The model is trained by 160 days of historical prices for ten products, four indicative stock information, and three market-oriented information relating to semiconductor industry news. The three market-oriented information are added to build four price correction models in order to improve the prediction results. The method is able to train the appropriate features and adjust the optimal parameters to achieve the effect of correcting the time-series SMA model. By this result, one can provide a more accurate price prediction and execute a more market-compatible pricing strategy.
From the research results, for DRAM product line, the average success rate of model correction is 57.04% by Model 1, 50.37% by Model 2, 50.37% by Model 3, and 55.56% by Model 4. As for NAND Flash product line, the average success rate of model correction is 8.15% by Model 1, 6.67% by Model 2, 7.41% by Model 3, and 8.15% by Model 4. Overall, the higher the success rate of model correction, the greater the decline rate of MAPE.
The results show that the proper machine learning model can achieve memory price prediction during the period of high price volatility. Moreover, by adding multiple types of market information, the model can provide a more accurate and objective reference for decision makers on pricing strategies.

摘要 I ABSTRACT II 致謝 III 目錄 IV 圖目錄 V 表目錄 VI 第壹章 緒論 1 第一節 研究背景 1 第二節 研究動機 2 第三節 研究目的與重要性 3 第四節 研究流程 4 第貳章 文獻探討 5 第一節 市場資訊 5 第二節 文字探勘 7 第三節 情感分析 7 第四節 時間序列 8 第五節 機器學習 9 第參章 研究方法 11 第一節 研究對象 11 第二節 預測模型訓練 12 第肆章 研究結果 20 第一節 資料描述 20 第二節 修正模型之表現 21 第三節 小結 29 第伍章 結論與建議 30 第一節 研究結論 30 第二節 研究限制 30 第三節 未來研究建議 32 參考文獻 33 附錄 36

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