Browsing by Author "Chen, Chiu-Chin"

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Applying Expert Diagnosis Model to Collaborative Design Systems
(2011-04-01)
Wu, Cheng-Ru
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Chang, Che-Wei
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Chen, Chiu-Chin
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資訊管理與財務金融系註：原資管所+財金所
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Department of Information Management and Finance
Thin film transistor liquid crystal display (TFT-LCD) industry need to control the development budget. The alarm management system (AMS) can test machine alarm. This study uses the grey relational analysis (GRA) the expert evaluation model to measure software quality management system of alarm in order to reduce system failures.
Applying market profile theory to forecast Taiwan Index Futures market
(2014-08-01)
Chen, Chiu-Chin
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Kuo, Yi-Chun
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Huang, Chien-Hua
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Chen, An-Pin
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資訊管理與財務金融系註：原資管所+財金所
This research applies a market profile to establish an indicator to classify the correlation between the variation in price and value with the stock trends. The indicator and technical index are neural network architecture parameters that assist to extrapolate the market logic and knowledge rules that influence the TAIEX futures market structure via an integral assessment of physical quantities. To implement the theory of market profile on neural network architecture, this study proposes qualitative and quantitative methods to compute a market profile indicator. In addition, the indicator considers the variation and relevance between long-term and short-term trends by incorporating the long-term and short-term change in market in its calculation. An assessment of forecasting performance on different calculation approaches of market profile indicator and technical analysis is conducted to differentiate their accuracies and profitability. The experimental results show the qualitative market profile indicator outperforms the quantitative approach in a short-term forecast period. In contrast, the quantitative market profile indicator has a better trend-predicting ability, thus it is more effective in the long-term forecast period. The integration of market profile and technical analysis surpasses technical analysis as a neural network architecture parameter by effectively improving forecasting performance and profitability. (C) 2014 Elsevier Ltd. All rights reserved.
Modeling and simulation of the open-end equity mutual fund market in Taiwan by using self-organizing map
(2013-08-01)
Chen, Chiu-Chin
;
Chen, An-Pin
;
Yeh, Pei-Yun
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資訊管理與財務金融系註：原資管所+財金所
;
Department of Information Management and Finance
This research applies artificial intelligence (AI) of unsupervised learning self-organizing map neural network (SOM-NN) to establish a model to select the superior funds. This research period is from year 2000 to 2010 and picks 100 domestic equity mutual funds as study object. This research used 30 days prior to the beginning of each month's prior 30 days, 60 days, 90 days on fund's net asset value and the Taiwan Weighted Stock Index (TAIEX) return as the fund's relative performance evaluation indicators classified by month. Finally, based on the superior rate or the average return rate, this research select the superior funds and simulate investment transactions according to this model. The empirical results show that using the mutual fund's net asset value and the TAIEX's relative return as SOM-NN input variables not only finds out the superior fund but also has a good predictive ability. Applying this model to simulate investment transactions will be better than the random trading model and market. The experiments also found that the investment simulation of a three-month interval has the highest profitability. The model operation suggests that it is more suitable for short-term and medium-term investment. This research can assist investors in making the right investment decisions while facing rapid financial environment changes. (C) 2013 Elsevier B.V. All rights reserved.