| dc.contributor.advisor | 吳柏林 | zh_TW |
| dc.contributor.author (Authors) | 呂冠宏 | zh_TW |
| dc.creator (作者) | 呂冠宏 | zh_TW |
| dc.date (日期) | 2007 | en_US |
| dc.date.accessioned | 19-Sep-2009 12:07:20 (UTC+8) | - |
| dc.date.available | 19-Sep-2009 12:07:20 (UTC+8) | - |
| dc.date.issued (上傳時間) | 19-Sep-2009 12:07:20 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0093751009 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/37087 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 應用數學研究所 | zh_TW |
| dc.description (描述) | 93751009 | zh_TW |
| dc.description (描述) | 96 | zh_TW |
| dc.description.abstract (摘要) | 股票是許多人採取投資的項目。若能準確預測股價的漲跌，則可以有效地降低投資風險，賺取利潤。然而，有許多因素會影響股票走勢，例如政治因素，匯率變化，天災人禍。因此，股票走勢很難被精確預測。我們嘗試用模糊統計來解決股價預測的問題。本論文藉由模糊相關矩陣來建立多變量模糊時間數列，以便用來預測股票趨勢。實證研究則以台灣加權股價指數為對象，對每日的收盤價進行模糊時間數列分析與預測，還計算誤差與準確率。實證研究顯示，能降低投資者的風險。 | zh_TW |
| dc.description.tableofcontents | 1. 前言 12. 模糊時間數列模式建構 42.1 模糊邏輯 42.2 模式建立 52.3 FAR(1)模式建構 92.4 FAR(P)模式建構 132.5 VFAR(1,2)模式建構 143. 實証分析 - 點估計 163.1 資料分析 163.2 計算模糊矩陣 173.3 FAR(1)模式預測結果 193.4 FAR(2)模式預測結果 253.5 VFAR(1,2)模式預測結果 284. 實證分析 - 區間估計 335. 結論 37附錄1 39附錄2 40參考文獻 42 | zh_TW |
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| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0093751009 | en_US |
| dc.subject (關鍵詞) | 模糊時間數列 | zh_TW |
| dc.subject (關鍵詞) | 模糊關係矩陣 | zh_TW |
| dc.subject (關鍵詞) | 預測 | zh_TW |
| dc.title (題名) | 多變量模糊時間數列在財務上的應用 | zh_TW |
| dc.title (題名) | An Application of Multivariate Fuzzy Time Series on Financial Markets. | en_US |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | 中文部份 | zh_TW |
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