請用此 Handle URI 來引用此文件：
http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/97132完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 曹承礎 | zh_TW |
| dc.contributor.advisor | Seng-Cho Chou | en |
| dc.contributor.author | 游雅竹 | zh_TW |
| dc.contributor.author | Ya-Chu Yu | en |
| dc.date.accessioned | 2025-02-27T16:20:35Z | - |
| dc.date.available | 2025-02-28 | - |
| dc.date.copyright | 2025-02-27 | - |
| dc.date.issued | 2025 | - |
| dc.date.submitted | 2025-02-11 | - |
| dc.identifier.citation | [1] M. M. L. I. . . H. A. Ali, S. S. . Prediction of stock performance by using logistic regression model: Evidence from pakistan stock exchange (psx). Asian Journal of Empirical Research., 8(7):247– 258, 2018.
[2] H. S. . B. Y. S. Ameur, A. Sentiment analysis for hotel reviews: A systematic literature review. ACM Computing Surveys., 56(51):1–38, 2023. [3] W. S. Bhowmik R. Stock market volatility and return analysis: A systematic literature review. Entropy, 22(5):522, 2020. [4] . U. M. Grimalt-Álvaro, C. Sentiment analysis for formative assessment in higher education: a systematic literature review. Journal of Computing in Higher Education, 36:647– 682, 2024. [5] D. R. . P. E. Hasian, F.P. ity based on sentiment analysis. Industrial Engineering and Operations Management, 2023. Literature review of the internet provider service qualIn 3rd Asia Pacific International Conference on [6] S. Jain. A systematic study on sentiment analysis based on text mining and deep learning for predictions in stock market trends through social and news media data. International Journal for Research in Applied Science and Engineering Technology., 9:1589–1593, 2021. [7] C. P. A. P. Justina Deveikyte, Helyette Geman. A sentiment analysis approach to the prediction of market volatility. Frontiers in Artificial Intelligence., 5. [8] K. K. Mehta P, Pandya S. Harvesting social media sentiment analysis to enhance stock market prediction using deep learning. PeerJ Comput Sci, 7:e476, 2021. [9] V. R. Nandwani P. A review on sentiment analysis and emotion detection from text. Social Network Analysis and Mining, 11(81), 2021. [10] R. S. S. B. P. R. R. S. Roopa K. V., Sunitha B. K. and R. K. Gupta. A comparative study of an ai to investigate the role of sentiment analysis in stock market. International Journal of Social Science and Economic Research, 8(4):594–605, 2023. [11] I. B. Xiao Q. Stock trend prediction using sentiment analysis. PeerJ Computer Science., 9:e1293, 2023. [12] 陳識安. 氣候變遷的新聞情緒指標之投資組合績效-以美股為例。. Master’s thesis, 輔仁大學, 台灣, 2020. | - |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/97132 | - |
| dc.description.abstract | none | zh_TW |
| dc.description.abstract | Precision medicine and stock market volatility are interconnected, as advancements and the growth potential of precision medicine can influence the stock market performance of healthcare companies. The study is to examine movements in stock prices correlate with the investors＇responses to precision medicine news through sentiment analysis to understand its impact on the financial market. On the other hand, if investors are not actively engaged with precision medicine news, the news may not entirely reflect their perspectives. The study uses Google Trends as a proxy for investor attention to establish a link between investors and precision medicine.
The research utilizes simple regression analysis and threshold regression analysis to examine the impact of investor perceptions on the returns of U.S. healthcare stocks, connecting investor interest as criteria for stock selection. A logistic regression model is applied as a predictive framework, with technical indicators as common variables, to develop equal-weight daily trading strategies. Sentiment indicators, investor interest, and the volatility index (VIX) are included as additional variables for stock return prediction. The results show that excluding technical indicators nearly eliminates investment returns. This indicates that while sentiment indicators related to healthcare effectively capture trends in healthcare stocks, technical analysis is essential for leveraging significant uptrends and avoiding major downturns, ultimately driving profitability. | en |
| dc.description.provenance | Submitted by admin ntu (admin@lib.ntu.edu.tw) on 2025-02-27T16:20:35Z No. of bitstreams: 0 | en |
| dc.description.provenance | Made available in DSpace on 2025-02-27T16:20:35Z (GMT). No. of bitstreams: 0 | en |
| dc.description.tableofcontents | Verification Letter from the Oral Examination Committee i
Abstract iii Contents v List of Figures vii List of Tables ix Chapter 1 Introduction 1 Chapter 2 Literature Review 5 2.1 Precision Medicine . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.2 Sentiment Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 2.3 Sentiment Analysis in Stock Market . . . . . . . . . . . . . . . . . . 7 Chapter 3 Data and Research Methodology 9 3.1 Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 3.1.1 Sentiment Indicator . . . . . . . . . . . . . . . . . . . . . . . . . . 9 3.1.2 Investor Interest . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 3.1.3 Technical Indicator . . . . . . . . . . . . . . . . . . . . . . . . . . 10 3.1.4 Volatility Index (VIX) and Stock Price . . . . . . . . . . . . . . . . 10 3.2 Sample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 3.3 Regression Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . 11 3.3.1 Simple Linear Regression . . . . . . . . . . . . . . . . . . . . . . .11 3.3.2 Threshold Regression . . . . . . . . . . . . . . . . . . . . . . . . . 11 3.4 Investment portfolio . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.4.1 Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.4.2 Stock Selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.4.3 Period Settings . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 3.4.4 Portfolio Setup . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 3.4.4.1 Logistic Regression . . . . . . . . . . . . . . . . . . . 13 3.4.4.2 Investment Strategy . . . . . . . . . . . . . . . . . . . 14 Chapter 4 Results 15 4.1 Sentiment Analysis Result . . . . . . . . . . . . . . . . . . . . . . . 15 4.2 Regression Results . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 4.2.1 Simple Linear Regression Results . . . . . . . . . . . . . . . . . . 16 4.2.2 Threshold Regression Result . . . . . . . . . . . . . . . . . . . . . 18 4.2.3 Stock Selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 4.2.4 Portfolio Performance Results . . . . . . . . . . . . . . . . . . . . 21 Chapter 5 Discussion 27 References 29 Appendix A — Threshold Regression 31 | - |
| dc.language.iso | en | - |
| dc.title | 精準醫療的新聞情緒指標之醫療產業投資組合績效 | zh_TW |
| dc.title | The performance of healthcare industry investment portfolios based on sentiment indicator in precision medicine news | en |
| dc.type | Thesis | - |
| dc.date.schoolyear | 113-1 | - |
| dc.description.degree | 碩士 | - |
| dc.contributor.oralexamcommittee | 陳建錦;林俊叡 | zh_TW |
| dc.contributor.oralexamcommittee | Chien Chin Chen;Raymund Lin | en |
| dc.subject.keyword | 精準醫療,情緒分析,羅吉斯迴歸,股票選擇,醫療保健, | zh_TW |
| dc.subject.keyword | Precision Medicine,Sentiment Analysis,Logistic Regression,Stock Selection,Healthcare, | en |
| dc.relation.page | 35 | - |
| dc.identifier.doi | 10.6342/NTU202500236 | - |
| dc.rights.note | 未授權 | - |
| dc.date.accepted | 2025-02-12 | - |
| dc.contributor.author-college | 管理學院 | - |
| dc.contributor.author-dept | 企業管理碩士專班 | - |
| dc.date.embargo-lift | N/A | - |
| 顯示於系所單位： | 管理學院企業管理專班(Global MBA) | |
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|---|---|---|---|
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