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研究生： 張兆鴻
Chao-Hung Chang
論文名稱： 台股交易器之設計
Design of A Taiex Trader
指導教授： 徐演政
Yen-Tseng Hsu
口試委員: 吳傳嘉
none
黃永發
none
譚旦旭
none
葉治宏
none
學位類別： 碩士
Master
系所名稱： 電資學院 - 資訊工程系
Department of Computer Science and Information Engineering
論文出版年： 2006
畢業學年度： 94
語文別： 英文
論文頁數： 58
中文關鍵詞： 技術指標 、交易器
外文關鍵詞： technical indicator, Trader
相關次數： 點閱：174  下載：3 
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    • 由最初的技術指標蒐集及其變型所架構的數個單一指標交易模型開始，經由一些原則以及新奇的想法將指標結合成模型，接著再將數個模型建構為一個 Trader ，最終以 Hamming distance 調整組成指標的每日權重之後再使用一個基於人工智慧的系統進行買賣點修正，藉由這些步驟在提升系統表現的同時，原本單一指標交易系統的缺點—穩定度低、可信度低以及適應度低也能得到解決。

    From the very beginning of collection and transformation of technical indicators, several trading systems with single indicator are to combine to form models under some principles and novel thoughts. Next, a Trader is constructed with several models, and finally revising the trading point with an AI-based system after adjusting the daily weightings of components (indicators). Through these stages we can improve the performance while solve the origin problems of trading system with single indicator — unstable, unreliable and inadaptable.

    Abstract 中文摘要 Contents List of Tables List of Figures Chapter 1 Introduction 1.1 Research Background and Motivation 1.2 Research Purpose 1.3 Research Flow 1.4 Thesis Organization Chapter 2 Literature Review 2.1 Fisher Transform 2.1.1 Gaussian PDF 2.1.2 Fisher Transform 2.2 Technical Analysis 2.2.1 Dow Theory 2.2.2 Elliott Wave Theory 2.2.3 Indicators 2.2.3.1 Moving Average 2.2.3.2 Relative Strength Index 2.2.3.3 True Strength Index 2.2.3.4 Commodity Channel Index 2.2.3.5 Ease of Movement 2.2.3.6 Rate of Change 2.2.3.7 Today’s High & Low Deviation 2.3 Hamming Distance 2.3.1 Fuzzy Theory 2.3.2 Hamming Distance 2.3.3 Weighted Hamming Distance 2.3 K-means Clustering Chapter 3 Methodology 3.1 Introduction 3.2 Models 3.2.1 Model-1 3.2.2 Model-2 3.2.3 Model-3 3.2.4 Model-4 3.2.4 Model-5 3.3 Trader 3.3.1 Decision of Weighting 3.3.2 Refinement of Trading Points Chapter 4 Experiments and Evaluation 4.1 Evaluation Metrics 4.2 Evaluations 4.2.1 Evaluations of Trader 4.2.2 Evaluations of KGB System 4.2.3 Discusses Chapter 5 Conclusions References

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