中山管理評論

  期刊全文閱覽

中山管理評論  1993/9

第1卷第1期  p.61-92


題目
證劵市場技術指標之電腦化驗證環境研究
A Computerized Validation Environment for Technical Analysis of the Stock Market
(633621863515000000.pdf 801KB)

作者
王建勝、林信惠、徐守德/國立中山大學資訊管理研究系所、國立中山大學資訊管理研究系所、國立中山大學財務管理系
Jien-Sheng Wang、Hsin-Hui Lin、Soda Shyu/

Institute of Information Management National Sun Yat-sen University、Institute of Information Management National Sun Yat-sen University、Department of Financial Management National Sun Yat-sen University


摘要(中文)

本文乃是針對弱式效率市場的實証研究,開發出一套電腦軟體。其貢獻在於縮短該類實証研究所花費的時間,快速的驗証過去的實証方法,可建構更複雜的的交易法則及擴大技術分析的研究領域。透過實做之系統結合先進的電腦軟硬體技術並引進決策支援系統之開發理念,以提供目前坊間股票軟體均無法提供之模擬驗証環境。

(633621863514218750.pdf 479KB)

關鍵字(中文)

股票分析軟體、決策支援系統、技術分析、驗證環境。


摘要(英文)

A software package which can validate complex trading rules of the stock market has been developed. This system extends the scope of research in technical analysis by changing the trading rules, trading costs, time period of validation, samples of validation, criteria of performance evaluation, and so on. Adopting the concepts of decision support system, the software provides a user-friendly interface, easily accessible model base, and stock exchange database. Therefore, users can easily design a combination of trading rules and trading conditions and validate its effectiveness in a short time.

(633621863514218750.pdf 479KB)

關鍵字(英文)

Software for stock market analysis, decision support system, technical analysis, validation environment.


政策與管理意涵


參考文獻