研究生: |
李季穎 CHI-YING LI |
---|---|
論文名稱: |
應用灰預測於黃金現貨投資策略之研究 An Application of Gray System on the Gold Price Investment Strategy |
指導教授: |
洪政煌
Cheng-Huang Hung |
口試委員: |
楊維寧
Wei-Ning Yang 陳雲岫 ie ys chen |
學位類別: |
碩士 Master |
系所名稱: |
管理學院 - 資訊管理系 Department of Information Management |
論文出版年: | 2014 |
畢業學年度: | 102 |
語文別: | 中文 |
論文頁數: | 34 |
中文關鍵詞: | 黃金現貨 、灰色系統理論 、投資策略 |
外文關鍵詞: | Gold Spot, Grey System Theory, Investment Strategy |
相關次數: | 點閱:239 下載:16 |
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查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
自從受到金融風暴影響後,股票市場穩定性較低,投資者對於黃金的投資相對提高,加上政府大力推廣投資理財的重要性,使國人對於投資理財的認知大幅提升,黃金價格逐年攀升,投資風氣更是盛行,投資黃金的方式也日漸增加,目前台灣國內銀行發行黃金存摺、黃金期貨等黃金買賣,更提供網路交易,使得投資者更能快速且方便投資。
使用人工智慧進行價格預測相當盛行,1982年由鄧聚龍教授所發表的灰色系統理論,主要是針對在資訊不完整的情況下,能以現有資料做有效的處理,並加以運算,且能以少量數據進行分析,預測未來發展,降低投資風險。
本研究將利用灰色預測的概念,進行黃金現貨價格預測,並結合多種策略,提供投資者更具參考價值之決策。
Due to the influence of the Asian financial crisis, the stability of stock market has been lower; therefore, the amount of investors to invest in gold is increasing comparatively .Besides, the government has promoted the importance of finances management and investment so that people’s cognition has been significantly enhanced. Gold price has been getting higher year by year and the investment culture has been getting more prevalent. The ways to invest in gold have been also increasing. Domestic banks in Taiwan issue gold transactions such as gold passbook and gold futures and provide online transactions to allow investors to invest more quickly and easily.
Using artificial intelligence for price forecast is quite prevalent.
In 1982, professor Deng published grey system theory and it was mainly about effective treatment and operation for information in hand under the situation of incomplete information. Moreover, he analyzed few data to predict the development for future to reduce the investment risk.
In this thesis, we proposed the concept of grey prediction to conduct gold price forecast and combine a variety of strategies and provide investors with more useful decisions.
中文部分
[1]李映潔(2007)影響黃金價格因素其穩定性之研究,國際企業研究所碩博士班論文。
[2]吳宗諭(2010)影響台銀黃金存摺價格因素之研究,國立中央大學產業經濟研究所碩士在職專班論文。
[3]楊天立(2009)第一次買黃金就賺錢,高寶書版。
[4]溫坤禮、黃宜豊、陳繁雄、李元秉、連志峰、賴家瑞(2002)灰預測原理與應用,全華科技圖書股份有限公司。
[5]鄧聚龍、郭洪(1996)灰預測原理與應用,全華科技圖書股份有限公司。
[6]林蔚宗(2011)應用平滑支撐向量機於台幣黃金期貨的投資策略,國立台灣科技大學資訊管理系碩士論文。
[7]葉佳霖(2012)應用平滑支撐向量機於黃金現貨的投資策略與績效評比,國立台灣科技大學資訊管理系碩士論文。
[8]王雅玲(2010)應用灰色系統理論於台灣上市公司財務比率變數之預測-以電子業為例,國立台灣科技大學資訊管理系碩士論文。
英文部分
[1]Deng,J.L.(1993),”Grey Differential Equation”, Journal of Grey System,Vol.1,pp.1-14
[2]Stephen,A.B,and Roger,C.V.T.(1984),”Forecasting the Price of Gold: A Fundamentalist Approach,”Atlantic Economic Association Conference in Montreal,Octcber 11-14,1984.
[3]Thomas,D.K and Richard,A.W.(1989),”The price of gold: A simple model,”Resources Policy,vol.15,Issue 4 December 1989,pp309-313