• 沒有找到結果。

第五章 結論

第二節 未來研究方向

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第二節 未來研究方向

本研究整合文字探勘領域於類神經網路預測模型,透過分群分類技術使預測 模型能達到學習能力,研究成果亦顯示能顯著提高預測能力。針對未來之研究方 向,本節提出以下三點建議:

1. 本研究以詞頻及權重值高低篩選、選擇關鍵字,用以建立類別詞庫,此處提 出類別關鍵字選擇之概念。而目前網站上往往具有分類功能,類別選擇卻需 要透過人工決定,若能將此概念應用於網站上,將新的文章或網頁與類別詞 庫做相似度比對,使其能夠完成自動分類,將能帶來便利之處。然而類別詞 庫之正確程度將直接影響分類之準確度,因此若類別詞庫可隨著時間動態新 增或修正,將使其可信度大幅提高。

2. 本研究僅以時間作為切割,用縱斷面角度針對每天的新聞之分群分類結果預 測隔日收盤價,然而以橫斷面的角度來看,大型新聞事件通常會持續發展一 段時間,若能將縱斷面及橫斷面之訊息加以結合,將能提供更完整的新聞事 件資訊,相信也能得到較準確之預測能力。

3. 本研究針對半導體類股進行分析討論,若將範圍縮小至個股,則質化資料除 了新聞文件外,亦可涵蓋該公司所提供之財報資料或重大訊息等資訊,此方 式可提高非結構化資訊之完整度,而各產業所建立的類別詞庫,亦可用於討 論不同產業之依賴關係。

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[14]鍾任明、李維帄、吳澤民,2007。運用文字探勘於日內股價漲跌趨勢預測之 研究。中華管理評論國際學報,10,1

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網站資料

[1]A Tutorial on Clustering Algorithms (2011), 2011 年 2 月 3 日取自 http://home.dei.polimi.it/matteucc/Clustering/tutorial_html/kmeans.html

[2]自由時報電子報。2011 年 2 月 1 日取自 http://www.libertytimes.com.tw/index.htm [3]中研院 CKIP。2011 年 1 月 17 日取自 http://ckipsvr.iis.sinica.edu.tw

[4]Yahoo API (2011)。2011 年 1 月 22 日取自 http://tw.developer.yahoo.com/cas

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