英文摘要 |
According to the statistics of securities market published by Taiwan Stock Exchange Corporation (TWSE), in Dec.2021 the volume turnover rate traded in TWSE was 11.16, which was much more than Hong Kong and Singapore. Investors in Taiwan tend to adopt short term investment strategy. How to discover factors influencing stock price and further create a model to predict stock prices is the important concern of investors. The study collected data from listed companies of energies related industry in TWSE from January 2014 to September 2015 which accounts to 63 companies and total number of data is 1,323. First of all, the classification and regression tree (CART) method was adopted to filter the most effective factors related to stock prices. After using a combination of factors to identify the impact of stock price, Fuzzy C-means clustering was used to cluster training data based on feature values. Then support vector machine (SVM) was applied to build different prediction models. Compare the results from SVM prediction with actual output, the model shows that 283 of 397 test record transactions are accurately predicted. The prediction accuracy rate of this study is 71.28%, the average monthly return rate is 1.77 %, and annual rate of return is 21.24%t the method by this study is much better than other methods. |