以企業財務資訊為基礎建構股票投資決策支援系統

Abstract

本研究採用統計分析與資料採礦的方法搭配企業生命週期理論與企業財務資訊做為股票投資決策的準則。其步驟順序為先將公司分群，並且按照生命週期理論命名各群為成長、成熟、老年期；再對各群分別使用決策樹與區別分析找出優秀股票的特徵；最後，按照特徵挑選出未來的報酬率有機會表現優秀的股票。期望在此方法下取得比台灣加權指數更高的報酬率。

This paper adopted multivariate analysis and data mining to choose stock as a member of portfolio with financial indicators. The first, the public companies are divided into three periods according to life cycle by clustering; then, the rules are founded by decision tree and discriminant analysis; and the stocks are chosen as a member of portfolio. The result is that we can get higher return than TSEC weighted non-financial index.