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題名:結合雲端服務建構股票投資決策最佳化組合
書刊名:觀光與休閒管理期刊
作者:余仁朋朱美珍周榮發白玉華林昭碧
作者(外文):Yu, Jen-perngChu, Mei-chenChou, Jung-faPai, Yuh-hwaLin, Jau-bi
出版日期:2018
卷期:6:1
頁次:頁187-197
主題關鍵詞:雲端服務投資組合決策系統SaaSLindo APICloud servicesPortfolioDecision system
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
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  • 點閱點閱:6
本研究利用Android系統作為開發行動裝置的平台及.NET Web API來傳遞資料,同時在微軟Azure網站,建立雲端服務,連結雲端最佳決策投資組合模式與最佳化數學軟體Lindo API,構成求解機制,讓使用者可隨時獲得最新資訊並擬出投資決策。透過本研究所開發系統之手機系統介面與決策機制可獲得最佳投資組合,同時藉由豐富的圖表呈現各參數變動對最佳解變化之情形進行敏感度分析。研究結果擬提供給投資者對投資金額的實際規劃進而達到最佳化之報酬。
In this study, we use Android 5.0 as developing environment, Microsoft's NET Web API deliver data, and combine Optimal Portfolio Model Construction, Microsoft Azure website, optimization software Lindo API into mobile phones to provide a cloud service and construct solving mechanism. Users get the optimal portfolio by visual interface and decision mechanism. The system functions of sensitivity analysis are with rich tables and charts show the parameter change and the optimal solution variations. This study will provide the optimal investment decisions for investors in financial markets.
期刊論文
1.Elton, Edwin J.、Gruber, Martin J.(1977)。Risk Reduction and Portfolio Size: An Analytical Solution。Journal of Business,50(4),415-437。  new window
2.Hagenau, M.、Liebmann, M.、Neumann, D.(2013)。Automated news reading: Stock price prediction based on financial news using context-capturing features。Decision Support Systems,55(3),685-697。  new window
3.Tetlock, P. C.(2011)。All the news that's fit to reprint: do investors react to stale information?。The Review of Financial Studies,24(5),1481-1512。  new window
4.Ang, Andrew、Bekaert, Geert(2007)。Stock Return Predictability: Is It There?。Review of Financial Studies,20(3),651-707。  new window
5.Fisher, L.、Lorie, J. H.(1970)。Some Studies of Variability of Returns on Investments in Common Stocks。Journal of Business,43(2),99-134。  new window
6.Gordon, Myron J.(1963)。Optimal investment and financing policy。The Journal of Finance,18(2),264-272。  new window
7.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
8.Holthausen, Robert W.、Larcker, David F.(1992)。The Prediction of Stock Returns Using Financial Statement Information。Journal of Accounting and Economics,15(2/3),373-411。  new window
9.Ou, Jane A.、Penman, Stephen H.(1989)。Financial Statement Analysis and the Prediction of Stock Returns。Journal of Accounting and Economics,11(4),295-329。  new window
10.Lintner, John(1956)。Distribution of incomes of corporations among dividends, retained earnings, and taxes。American Economic Review,46(2),97-113。  new window
11.Chan, Louis K. C.、Lakonishok, Josef、Hamao, Yasushi(1991)。Fundamentals and Stock Returns in Japan。The Journal of Finance,46(5),1739-1789。  new window
12.Piotroski, Joseph D.(2000)。Value Investing: the Use of Historical Financial Statement Information to Separate Winners from Losers。Journal of Accounting Research,38(1),1-41。  new window
13.Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management,11(3),9-16。  new window
14.Darbar, S. M.、Deb, P.(1997)。Co-movements in International Equity Markets。The Journal of Financial Research,20(3),305-322。  new window
會議論文
1.朱美珍、余仁朋、鄭憶雯、白玉華(2011)。零股投資之最適決策組合研究--以台灣五十成分股為例。第17屆資訊管理暨實務研討會,中華民國資訊管理學會主辦 。  延伸查詢new window
2.余仁朋、朱美珍、黃錦川、王士賓(2011)。視覺化之最適投資組合決策機制研究以共同基金為例。第6屆中華商管科技學會年會暨學術研討會,中華商管科技學會主辦 。  延伸查詢new window
3.余仁朋、朱美珍、鄭憶雯(2012)。零股投資之最適決策系統建置研究。2012銘傳大學國際學術研討會,銘傳大學主辦 。  延伸查詢new window
學位論文
1.顏毓男(2014)。定期不定額基金投資系統(碩士論文)。國立高雄應用科技大學。  延伸查詢new window
2.黃姿樺(2010)。主要投資工具在長期持有下的報酬率與風險分析:以台灣為例(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書
1.Mell, P.、Grance, T.(2011)。The NIST definition of cloud computing。MD:National Institute of Standards and Technology。  new window
圖書論文
1.Fong, H. G.、Fabozzi, F. J.(1988)。Asset Allocation Optimization Models。Asset allocation: A Handbook of Portfolio Policies, Strategies & Tactics。Chicago:Probus。  new window
 
 
 
 
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