Publications-Theses

題名 模糊期望值與軟計算方法:財金與經濟分析之應用
作者 張志營
貢獻者 吳柏林<br>鄭宇庭
<br>
張志營
關鍵詞 隸屬度函數
模糊統計
模糊期望值
軟計算
財金問題
日期 2002
上傳時間 17-Sep-2009 18:44:31 (UTC+8)
摘要 在具有多變性、不確定性與訊息不完整的資訊網路時代,過去使用單一數值樣本來計算統計參數的方法,似乎已漸不符合現今多變與複雜的環境的需求。尤其在財金領域的資料採礦(data mining)研究中,利用模糊統計分析與軟計算方法,將會是一種更為接近實務需要的測度與估計工具。本研究提出模糊期望值的定義及一些相關性質,希望能配合隸屬度函數之觀念,將多元思維取代傳統二元邏輯的思考模式。並對複雜的財金問題,提出更符合人類社會行為及思考模式之實務探討。
參考文獻 吳柏林, 何曉緯 (2002). 模糊中位數及其在財金與經濟分析之應用.
吳柏林, 廖述健 (2001). 模糊統計分析及其在社會調查之應用.
阮亨中, 吳柏林 (2000). 模糊數學與統計應用. 台北:俊傑書局.
吳柏林, 許毓云 (1999). 模糊統計分析在臺灣地區失業率應用. 中國統計學報. 37(1), 37-52.
吳柏林, 曾能芳 (1998). 模糊回歸參數估計及在景氣對策信號之分析應用. 中國統計學報. 36(4), 399-420.
陳忠慶, 林奇芬 (1998). 國內共同基金選購指南. 台北:原富文化.
吳柏林, 楊文山 (1997). 模糊統計在社會調查分析的應用. 社會科學計量方法發展與應用. 楊文山主編:中央研究院中山人文社會科學研究所. 289-316.
黃仁德, 吳柏林 (1995). 臺灣短期貨幣需求函數穩定性的檢定. 模糊時間數列方法之應用. 臺灣經濟學會年會論文集. 169-190.
Dubois, D. and Prade, H (1991) Fuzzy sets in approximate reasoning, Part 1: Inference with possibility distributions, Fuzzy Sets and Systems, 40, 143-202.
Guariso, G. , Rizzoli, A. and Werthner, H. (1992) Identification of model structure via qualitive simulation. IEEE Trans. on Systems, Man, and cybernetics. 22(5), 1075-1086.
Kosko, B. (1993). Fuzzy thinking : the new science of fuzzy logic. Hyperion, New York.
Korner, R. (1997). On the Variance of Fuzzy Random Variables. Fuzzy Sets and Systems, Vol. 92, p83-93.
Lowen, R. (1990) A fuzzy language interpolation theorem. Fuzzy Sets and Systems, 34, 33-38.
Ruspini, E. (1991) Approximate Reasoning: past, present, future. Information Sciences. 57, 297-317.
Stojakovic, M. (1992). Fuzzy Conditional Expectation. Fuzzy Sets and Systems, Vol. 52, p53-60.
Stojakovic, M. (1994) Fuzzy Random Variables, Expectation, and Martingales . Journal of Mathematical Analysis and Applications, Vol. 184, p594-606.
Tseng, T. and Klein, C. (1992) A new Algorithm for fuzzy multicriteria decision making. International Journal of Approximate Reasoning. 6, 45-66.
Wu, B. and Sun, C. (1996). Fuzzy statistics and computation on the lexical semantics. Language, Information and Computation (PACLIC 11), 337-346. Seoul, Korea.
Wu, H.C. (1999). Probability density functions of Fuzzy Random Variables. Fuzzy Sets and Systems, Vol. 105, p139-158.
Wu, H.C. (2000). The Law of Large Numbers for Fuzzy Random Variables. Fuzzy Sets and Systems, Vol. 116, p245-262.
Wu, H.C. (2000). The Law of Large Numbers for Fuzzy Random Variables. Fuzzy Sets and Systems, Vol. 116, p245-262.
Zadeh, L. A. (1965). Fuzzy Sets. Information and Control, 8, 338-353.
Zimmermann, H. J. (1991) Fuzzy Set Theory and Its Applications. Boston: Kluwer Academic.
描述 碩士
國立政治大學
統計研究所
89354005
91
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0089354005
資料類型 thesis
dc.contributor.advisor 吳柏林<br>鄭宇庭zh_TW
dc.contributor.advisor <br>en_US
dc.contributor.author (Authors) 張志營zh_TW
dc.creator (作者) 張志營zh_TW
dc.date (日期) 2002en_US
dc.date.accessioned 17-Sep-2009 18:44:31 (UTC+8)-
dc.date.available 17-Sep-2009 18:44:31 (UTC+8)-
dc.date.issued (上傳時間) 17-Sep-2009 18:44:31 (UTC+8)-
dc.identifier (Other Identifiers) G0089354005en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/33891-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 統計研究所zh_TW
dc.description (描述) 89354005zh_TW
dc.description (描述) 91zh_TW
dc.description.abstract (摘要) 在具有多變性、不確定性與訊息不完整的資訊網路時代,過去使用單一數值樣本來計算統計參數的方法,似乎已漸不符合現今多變與複雜的環境的需求。尤其在財金領域的資料採礦(data mining)研究中,利用模糊統計分析與軟計算方法,將會是一種更為接近實務需要的測度與估計工具。本研究提出模糊期望值的定義及一些相關性質,希望能配合隸屬度函數之觀念,將多元思維取代傳統二元邏輯的思考模式。並對複雜的財金問題,提出更符合人類社會行為及思考模式之實務探討。zh_TW
dc.description.tableofcontents 1.前言 2
2.軟計算方法 5
2.1模糊概念與軟計算方法 5
2.2隸屬度函數 6
2.3模糊數 9
2.4模糊風險區間 10
3.模糊期望值的引進與應用 12
3.1離散型模糊期望值 12
3.2連續型模糊期望值 16
3.3有關模糊期望值的性質 17
4.模糊期望值應用於股票持股內容之探討 20
4.1資料分析 20
4.2股價之模糊期望值 22
4.3成交股數之模糊期望值 24
4.4結果分析 26
5.結論 29
參考文獻 30
zh_TW
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dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0089354005en_US
dc.subject (關鍵詞) 隸屬度函數zh_TW
dc.subject (關鍵詞) 模糊統計zh_TW
dc.subject (關鍵詞) 模糊期望值zh_TW
dc.subject (關鍵詞) 軟計算zh_TW
dc.subject (關鍵詞) 財金問題zh_TW
dc.title (題名) 模糊期望值與軟計算方法:財金與經濟分析之應用zh_TW
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 吳柏林, 何曉緯 (2002). 模糊中位數及其在財金與經濟分析之應用.zh_TW
dc.relation.reference (參考文獻) 吳柏林, 廖述健 (2001). 模糊統計分析及其在社會調查之應用.zh_TW
dc.relation.reference (參考文獻) 阮亨中, 吳柏林 (2000). 模糊數學與統計應用. 台北:俊傑書局.zh_TW
dc.relation.reference (參考文獻) 吳柏林, 許毓云 (1999). 模糊統計分析在臺灣地區失業率應用. 中國統計學報. 37(1), 37-52.zh_TW
dc.relation.reference (參考文獻) 吳柏林, 曾能芳 (1998). 模糊回歸參數估計及在景氣對策信號之分析應用. 中國統計學報. 36(4), 399-420.zh_TW
dc.relation.reference (參考文獻) 陳忠慶, 林奇芬 (1998). 國內共同基金選購指南. 台北:原富文化.zh_TW
dc.relation.reference (參考文獻) 吳柏林, 楊文山 (1997). 模糊統計在社會調查分析的應用. 社會科學計量方法發展與應用. 楊文山主編:中央研究院中山人文社會科學研究所. 289-316.zh_TW
dc.relation.reference (參考文獻) 黃仁德, 吳柏林 (1995). 臺灣短期貨幣需求函數穩定性的檢定. 模糊時間數列方法之應用. 臺灣經濟學會年會論文集. 169-190.zh_TW
dc.relation.reference (參考文獻) Dubois, D. and Prade, H (1991) Fuzzy sets in approximate reasoning, Part 1: Inference with possibility distributions, Fuzzy Sets and Systems, 40, 143-202.zh_TW
dc.relation.reference (參考文獻) Guariso, G. , Rizzoli, A. and Werthner, H. (1992) Identification of model structure via qualitive simulation. IEEE Trans. on Systems, Man, and cybernetics. 22(5), 1075-1086.zh_TW
dc.relation.reference (參考文獻) Kosko, B. (1993). Fuzzy thinking : the new science of fuzzy logic. Hyperion, New York.zh_TW
dc.relation.reference (參考文獻) Korner, R. (1997). On the Variance of Fuzzy Random Variables. Fuzzy Sets and Systems, Vol. 92, p83-93.zh_TW
dc.relation.reference (參考文獻) Lowen, R. (1990) A fuzzy language interpolation theorem. Fuzzy Sets and Systems, 34, 33-38.zh_TW
dc.relation.reference (參考文獻) Ruspini, E. (1991) Approximate Reasoning: past, present, future. Information Sciences. 57, 297-317.zh_TW
dc.relation.reference (參考文獻) Stojakovic, M. (1992). Fuzzy Conditional Expectation. Fuzzy Sets and Systems, Vol. 52, p53-60.zh_TW
dc.relation.reference (參考文獻) Stojakovic, M. (1994) Fuzzy Random Variables, Expectation, and Martingales . Journal of Mathematical Analysis and Applications, Vol. 184, p594-606.zh_TW
dc.relation.reference (參考文獻) Tseng, T. and Klein, C. (1992) A new Algorithm for fuzzy multicriteria decision making. International Journal of Approximate Reasoning. 6, 45-66.zh_TW
dc.relation.reference (參考文獻) Wu, B. and Sun, C. (1996). Fuzzy statistics and computation on the lexical semantics. Language, Information and Computation (PACLIC 11), 337-346. Seoul, Korea.zh_TW
dc.relation.reference (參考文獻) Wu, H.C. (1999). Probability density functions of Fuzzy Random Variables. Fuzzy Sets and Systems, Vol. 105, p139-158.zh_TW
dc.relation.reference (參考文獻) Wu, H.C. (2000). The Law of Large Numbers for Fuzzy Random Variables. Fuzzy Sets and Systems, Vol. 116, p245-262.zh_TW
dc.relation.reference (參考文獻) Wu, H.C. (2000). The Law of Large Numbers for Fuzzy Random Variables. Fuzzy Sets and Systems, Vol. 116, p245-262.zh_TW
dc.relation.reference (參考文獻) Zadeh, L. A. (1965). Fuzzy Sets. Information and Control, 8, 338-353.zh_TW
dc.relation.reference (參考文獻) Zimmermann, H. J. (1991) Fuzzy Set Theory and Its Applications. Boston: Kluwer Academic.zh_TW