TW573267B - Fuzzy-based index-relation AI method for holding ratio in bullish market - Google Patents

Description

573267 A7 B7 V. Description of the Invention ("Technical Field of the Invention") The present invention relates to an information analysis method. More specifically, the present invention is a method for analyzing changes in stock market information in the long trend of the stock market. The relationship between multiple technical indicators automatically establishes a fuzzy logic rule base, and proposes inference results on the proportion of capital holdings that should be grasped by the current bull trend in the stock market, so that investors can adjust the proportion of investment funds in hand and long holding funds [Background and know-how] Generally speaking, the selection of stocks with investment price, through the following steps: 1 · First find out the market price of the stock to be purchased, its pre-tax per share Net profit and possible dividends, find out the book price per share and estimate its future growth ratio. 2 · What percentage of the market to net ratio? And compare with the previous years. 3 · Calculate the stock in recent years The highest and lowest P / E ratios and dividends are higher or lower than the current P / E ratio. 4. Compare the above data lists, It can be used as a basis for judging the investment price of stocks, and gradually follow the observations to find the opportunity. However, the stock market is not so much an economic system as an "information system", which is mainly based on the fact that there is too much information in the stock market It should be analyzed, not quantified by simply cutting in from the economic side. In addition, the stock market information includes KD, MACD, RSI, daily, weekly, monthly, financing / volume, trading volume ----- large pile Information, how to deal with investors? Only the size of this paper applies the Chinese National Standard (CNS) A4 specification (210 X 297 mm) (Please read the precautions on the back before filling this page). — — — — — — II --- Printed by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs 573267 A7 B7 V. Description of the Invention (2) Only a computer system with no human nature can be done ', especially a computer system with artificial intelligence (AI), which can also be done. This is one of the reasons why the stock market is an information system rather than an economic system. Traditionally in the stock market, it has been very difficult for the average individual investor to invest. Especially when investing For the purpose of diversifying investment with limited funds, investors hope to invest in different investment targets, such as: TSMC, UMC, or operating futures indexes. When making an investment, most investors will lack the understanding of the stock market or lack of Risk management and investment profit tracking and monitoring lead to problems such as capital seizure or irregular scheduling. In the stock market, the broad market index is an important indicator. The trend of the broad market index is to judge the stock market to go "long" and "short". Or one of the main reasons for "consolidation". Among them, the head and bottom characteristics of the "long-short reversal" of the broad market index are often one of the most important information investors want to know. If the head characteristics of the broad market index can be grasped, Investors will be able to manage risks and gain profits in advance to avoid lock-in. On the contrary, if they can grasp the bottom characteristics of the broader market index, investors can effectively dispatch funds to enter the market and select stocks. Therefore, there are many theories in the conventional technology used to judge the broad market trend, for example, the wave theory.

The wave theory was invented by the American investment expert RALPH NELSON ELLIOTT. It is a complex and difficult to understand technical analysis method. To achieve high accuracy, you must fully understand all the principles of the wave theory. If investors only understand The basic fur will make the wrong analysis. Most people's understanding of wave theory is limited (please read the precautions on the back before filling this page)

Printed by the Employees' Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs, the paper size is applicable to the Chinese National Standard (CNS) A4 (210 X 297 mm) 573267 Α7 Β7 V. Description of the invention (3) Five main bands and three modified bands However, there are nearly 300 principles in the wave theory. If you are not a professional analyst, it is very difficult to understand the 300 theories. In addition, at the end of the turban market, although the broad market index reached a new high, but when the average transaction volume decreased, the stock price may reverse at any time. Investors should effectively transfer funds to short stocks in preparation for risk aversion; Often when the short market comes to an end, although the broad market index hits a new low, the average transaction volume has recently stabilized or even turned upwards, and the stock price may rebound. Investors should have working capital and transfer their targets to long stocks. The trading volume is the momentum of the stock market, and the energy sufficient stock price will rise. However, investors often do not make an immediate decision on the control between their funds and holdings when the stock market is in a bullish or bearish trend, and they will enter the end of the bullish market and have full-scale holdings, or the bearish market will not end. Money to buy rising stocks. Therefore, if investors can effectively control the ratio of investment funds to shareholding funds, the risk of investment will be reduced. In addition, the judgments affecting investors also include news faces that often appear in the stock market, as well as investor sentiment problems, which makes the experience of investors unable to effectively help their judgments and the possibility of making wrong investment decisions. Greatly improved. Therefore, for the stock market investment problem that has always been based on "people" as the decision center, an artificial intelligence system based on "human wisdom" has been developed. The influence of news and emotions achieves the goal of replacing "rule of man" with "human intelligence". Currently a system or expert system with artificial intelligence judgment (Expert This paper size applies to China National Standard (CNS) A4 specification (2) 0 × 297 mm) " (Please read the precautions on the back before filling this page) 0- Printed by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs 573267 A7 B7 Printed by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs 5. Inventory (4) System), "Human Wisdom" or "Human Experience" is usually " "Representation" is in a Knowledge Database or Rule-based Database. The knowledge or rules established in these databases are to regulate and monitor the changes in input data or information in the application field of the system. Inference. Therefore, the system must include a mechanism for data cognition (Data Acquaintance). For example, in the Fuzzy Logic Control System, the recognition of Linguistic Variables by fuzzy logic rules is defined by the Membership Function. Therefore, the development of artificial intelligence judgment stock information processing system must develop a monitoring mechanism for stock market information cognition. In the development of the use of fuzzy control methods, U.S. Patent No. 5,189,728 "Rule generating and verifying apparatus for fuzzy control" discloses a method of generating rules that can be used for output 値 and input 关于 with respect to its output and input. Predetermined assignment functions of semantic variables generate useful rules (IF-THEN rules) and make fuzzy inferences based on the generated rules. Therefore, the main object of the present invention is to provide a method for automatically analyzing the fuzzy logic rule base based on the relationship between multiple technical indicators in the stock market bullish trend market, and inferring the capital shareholding ratio of the bullish trend. Another object of the present invention is to provide an AI method for analyzing the long trend of the stock market. The AI method can be used to adaptively analyze the capital ratio of the current long trend of the stock market by reorganizing the fuzzy logic rule base from time to time as an artificial intelligence system. Basis of judgment and treatment. [Invention Description] (Please read the notes on the back before filling in this page) · Install ·

This paper size applies the Chinese National Standard (CNS) A4 specification (210 X 297 mm) 573267 A7 B7 V. Invention Description (5) In view of the large number of information indicators in the stock market, investors cannot track and monitor the information Changes, and are susceptible to judgment errors caused by the influence of market news, the present invention then provides an AI method to analyze the relationship between multiple technical indicators of the stock market bull trend, in order to obtain investment funds and the proportion of long-held funds, As the basis for artificial intelligence judgment. The present invention is an information analysis method for analyzing investment risk, especially the information of the stock market. Its main technical feature is to find out the past long trend interval from the historical information of the stock market. These long trends The definition of the interval is the trend of the head of the broader market after the determination of the bottom interval of a large market, so that according to the initial period of the long trend interval, more long funds should be mastered to obtain greater profits, while the long trend In the later period of the interval, multiple funds should be reduced to be used as risk control. The present invention uses the index-relation in the corresponding period to organize the corresponding period in the early and late periods of the bull's trend interval, for example: K 値 > 〇 値, + DIF > -DIF, etc., and the combination of the relationship between different technical indicators as a conditional combination of fuzzy logic rules, so as to establish a fuzzy logic rule base based on fuzzy logic analysis of the relationship between technical indicators in the historical information of the stock market, 俾After the fuzzy logic rule base is used to infer that the interval at the bottom of the market is determined, the current investment funds that investors should have Proportion of long funds. In a preferred embodiment of the present invention, based on the historical data of the broad market index in the stock market in the past, according to the established broad market head interval and broad market bottom interval, the stock market bull trend interval is found, and the bull trend interval is preset. The time division ratio defines the time slot of the proportional event. According to the time period corresponding to each proportional event, from a number of technical indicators, such as: random (please read the precautions on the back before filling this page) ------ -^ --------- Itching, printed by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs, this paper is printed in accordance with Chinese National Standard (CNS) A4 (21 × x297 mm) 573267 A7 B7 V. Invention Explanation (6) indicator (KD 値), smooth similarity average (MACD), relative strength indicator (RSI), psychological line (PSY), momentum indicator (MTM), deviation rate (BIA), take-off indicator (ADL), rising The relationship between each other is defined in the drop ratio (ADR), contrarian operation (CDP), oscillator index (OSC), etc., and then the proportional events are automatically organized from the historical data of the technical index-relation. Condition set, and the bar from each scale event The attribution function of the relationship between various technical indicators and the proportion of funds held in the set is established, so as to establish a fuzzy logic rule base, so that after the current broad market index establishes the head of the broad market and enters the bullish trend, it is inferred according to the aforementioned fuzzy logic rule base that funds appear in the stage Shareholding ratio. The AI method of the long-term capital holding ratio of the stock market of the present invention and its many advantages and characteristics will be further understood from the following detailed description and the attached drawings. [Illustration of Symbols] (Please read the notes on the back before filling out this page) Order · Printed by the Intellectual Property Bureau Staff Consumer Cooperative of the Ministry of Economic Affairs 1 Volume index 2 Quarterly line MAP72d 3 Half-year line map6M 4 Year-line map72M 5 Deals Volume / day moving average trend mav, d 11 Head volume curve 12 Bottom volume curve 13 Market index / day moving average trend map / d 21 [Detailed description of the invention] This paper scale applies Chinese National Standard (CNS) A4 specifications (210 X 297 (T) 573267 A7 _B7 V. Description of the Invention (7) First, referring to Figure 1, it is a trend chart of the broad market index and trading volume of stock market information. The broad market index and trading volume of stock market information are important information for every investor. In the chart in Figure 1, the market index and trading volume correspond to each other on the time axis, and according to the classification of the time axis, there are "daily chart", "weekly chart" and "monthly chart" . In the daily chart, each piece of data is based on "one day", including the opening index of the stock market, the closing index of the market, the highest index of the day, and the lowest index of the day, and corresponds to the trading volume of the day. The trend chart and the monthly trend chart are based on "week" and "January" data, respectively. In addition, the charts that are often observed by investors include moving averages, such as the 6-day moving average, the 12-day moving average, the 24-day moving average, and the quarterly line (72-day moving average). They are used to judge the trend of the index. When investors observe the trend chart shown in Figure 1, the most important information for investors to grasp is the "head range" and "bottom range" of the broad market index, because this is in a "bad sell out" for investors' investment environment. "And" Lido is running out. " The formation of the market's head and bottom often reflects the change in trading volume, and it is difficult for investors to find the correlation in such huge data. Even with the accumulated experience of individuals, it is difficult to instantly Observation predicted signs of head and bottom formation. Therefore, the method of the present invention will use the established fuzzy logic rule base to infer the proportion of funds held in the emergence stage after the "bottom range" of the broad market index is established and enters the bull trend. In the method of the present invention, first of all, from the historical data of the stock market index chart in the past stock market, the "head range" and "bottom range" of the broad market are defined, so as to obtain the "long trend" of the bottom of the broad market toward the head. Paper size applies to China National Standard (CNS) A4 (210 X 297 mm) (Please read the precautions on the back before filling this page)

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Printed by the Employees' Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs 573267 A7 B7 V. Invention Description (8) (Please read the notes on the back before filling this page) The bull market trend range, find out the various technologies in the bull market trend range Indicator data, such as: Stochastic indicator (KD 値), Smoothed Similarity and Average (MACD), Relative Strength Index (RSI), Psychological Line (PSY), Momentum Index (MTM), Deviation Rate (BIA), Rising Index ( (ADL), up-down ratio (ADR), contrarian operation (CDP), oscillation indicator (OSC), ... and other technical indicators, and the long trend interval is divided by a preset time to define the period of multiple proportional events The data of each technical indicator in the corresponding period is organized by each proportional event, and the combination of the relationships between the technical indicators is used as the condition set of the fuzzy logic rules of each proportional event, so as to establish the various technical indicators. The fuzzy subset of the relationship, and its attribution function is defined by the data collected during the corresponding period. Printed by the Consumer Cooperative of the Intellectual Property Bureau of the Ministry of Economic Affairs. According to the method of the present invention, after the fuzzy logic rule of proportional events is established, a set of combining procedures is applied to the fuzzy sub-set of the relationship between various technical indicators, and some attribution functions are distributed close to The fuzzy sub-sets are combined to reduce the number of fuzzy sub-sets of various technical indicators, so that the fuzzy logic rule base can effectively regulate the proportional events, so as to improve the speed and efficiency of inference of fuzzy logic rules. In order to enter the long market when the bottom index of the broad market index is established, the conditions of the relationship between various technical indicators at this stage are deduced from the aforementioned fuzzy logic rule base to determine the proportion of funds that investors should take. In a preferred embodiment of the present invention, the data of daily, weekly and monthly trends of the broad market index are composed of closing indices, which are represented by PdGd), Pw (iw), and PmGm, respectively, where iD In daily units; iw in weekly units; heart in monthly units. In addition, the daily trading volume of the paper applies the Chinese national standard (CNS) A4 specification (210 X 297 mm) 573267 ⑴ A7 B7 V. Description of the invention (9) Trend, weekly trend and monthly trend data are provided by The accumulated trading volume is represented by VD (iD), ^ ~), and Vm (heart), and the data of various technical indicators such as deviation rate can be respectively determined by BIAD (iD), BIAw (iw), and ΒΙΑΜ (ίΜ ) Data representing daily, weekly and monthly trends, or relative strength indicators can be represented by RSID (iD), RSIw (iw), and RSIM (iM) respectively, and so on, and other technical indicators' data . Therefore, the data of the market index / day moving average trend MAP / D is expressed by the following formula (1): Σ ^ ο-h) h = 0 by the above formula ⑴ 知 知 'MAP / dQd) = Pd (广 d) and the trading volume / The data of the daily moving average MAViO is expressed by the following formula (2) (Please read the precautions on the back before filling in this page) ⑺ MAV / D⑹ Σ ^ -h) /? = 0 Printed by the Consumer Cooperative of the Intellectual Property Bureau of the Ministry of Economic Affairs It is known from the above formula (2) that MAV Chuan (iD) = VD (iD) Please refer to FIG. 2, which is a schematic diagram for defining a head interval of a broad market index in the method of the present invention. In the method of the present invention, from the historical data PD (/ D), Pw (M, PM (~), or MAP / D (iD) of the stock market information, the procedure for defining the head range of the broad market index includes: a) the ζ · day moving average Based on the trend MAP / d (〖d), take a * time interval T on the time axis, where within the time interval T, the seasonal index map72D of the broad market index or the semi-annual map6M or annual map / 2M is a concave curve, That is, this paper size applies the Chinese National Standard (CNS) A4 specification (210 X 297 mm) 573267 A7 B7 V. Description of the invention (10) MAP72D = {, d I Zmax = max MAP72D〇D), not the endpoint of T , IDGT} MAP Fu = {ίΜ I Zmax = max ΜΑΡ_ (ίΜ), iM is not the endpoint of T, 〖MeT} MAP / 2M = < Um I Zmax ^ inax MAP / 2M (广 Μ), so End point of τ, iMeT} (3) Moreover, in the time interval T, the / day moving average trend MAP / D (iD) has at least one maximum 値 Zm and at least one minimum 値 zn, and the maximum 値 Zmax is a maximum redundancy, . One, that is, MAP / D = {iD, m, n | Zm = local—maxMAP / D (iD) and

Zn 2 local-min MAP / dGd), beT} (4) b) Determine an α 値 to obtain a continuous time interval Tτ, so that MAP, d exists in MAP / D (iD) 2a, iDeTT and MAP / D ( iD) < a, iD ττ, where α 値 is selected from one of the minimum 値 ζη in the program a), that is, MAP / D (iD) < a, ίνττ and aezn} (5) then the time interval ττ is the broader market Index head range. According to a preferred embodiment of the present invention, in the procedure for defining the head interval of the broad market index, the time interval T of procedure a) may be selected from half a year to one year, or from 7 months to 12 months , Or preferably selected between 30 weeks and 46 weeks, and based on the MAP / D (iD) of the daily average movement, usually MAP / D (iD) is preferably MAP3D, MAP6D, MAP—or MAPwD; and The continuous time interval Tτ obtained in Procedure b) is generally between 7th and 21st, or preferably about two weeks, so as to determine the head of the broader market index. The paper size applies the Chinese national standard (CNS ) A4 size (210 X 297 mm) (Please read the notes on the back before filling this page) Printed by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs

573267 A7 B7 V. Description of the invention (11) Part interval Tτ. Please refer to FIG. 3 'for a schematic diagram of defining a bottom range of a broad market index in the method of the present invention. In the method of the present invention, the procedure of defining the bottom range of the broad market index from the historical data of stock market information (PdGd), Pw (〖w), Pμ (? Μ) or MAP / D (iD) includes: a) trending with ζ · day moving average Based on MAP / D (iD), a time interval T is taken on the time axis. In the time interval T, the seasonal index MAP72D or semi-annual line map6M or annual line map / 2M of the broad market index is a concave curve, that is, MAP72D = {, DI zmin = min MAP72D0D), the end point that is not T, iDeT} MAP — = {, MI Zmin = min MAP— (ίΜ), the heart is not the point of T, and the heart is} MAP ; 2M ~ {^ MI Zmin = lTlin MAP72m (^ m)? IM is not the endpoint of T, (6) Moreover, in the time interval τ, the average daily trend MAPiD (iD) has at least one maximum 値 Zm and at least A minimum 値 zn, and the minimum 値 Zmin is one of the minimum 値 zn, that is, MAPzD = {/ D, m, n | Zm = local—maxMAP / D (iD) and

Zn = local-min MAP / D (iD), ί # Τ} (7) b) Determine a β 値 to obtain a continuous time interval TB, so that MAP / D has MAP / D (iD) neighbors, iDeTB and ΜΑΡ / Ό (ί〇) < β, ίΜΤΒ, where β 値 is selected from one of the largest 値 zm in the program a), that is, MAP / D = {iD, m | 邛, TT = > MAP / D (iD ) Neighbor, iDeTB, and this paper size applies Chinese National Standard (CNS) A4 specification (210 X 297 mm) (Please read the precautions on the back before filling this page) Binding · Printed by the Intellectual Property Bureau of the Ministry of Economic Affairs and Consumer Cooperatives 573267 A7 B7 i. Explanation of the invention (12) ΜΑΡω (ίΐ)) < β, iD TTb and} 则 Then the time interval TB is the bottom interval of the broad market index. According to a preferred embodiment of the present invention, in the procedure for defining the bottom interval of the broad market index, the time interval T of procedure a) may be selected from half a year to one year, or from 7 months to 12 months, Or preferably from 30 to 46 weeks, and based on the MAPzD (iD) of the daily average movement, usually MAP / D (iD) is preferably MAPjd, MAP5D, MAP72D, or MAP㈣; and program b) The obtained continuous time interval Tτ is generally between 7th and 21st, or preferably about two weeks, so as to determine the bottom interval Tβ of the broad market index. · According to the above-mentioned program of the method of the present invention, a plurality of head intervals ττι, τΤ2, ... and a plurality of bottom intervals TB1, TB2, ... can be determined on the time axis of historical data, so it can be further determined that a plurality of bottom intervals are established The long range of τΒ is TBullish. The long trend interval TBullish is between the bottom interval τB and the next adjacent head interval ττ, and is defined by the time point at which the bottom interval TB of the broader market is established to the time point of the maximum 値 zmax in the head interval ττ, βρ TBullish ^ t ? Dmax] 5. (9) where MAP / D⑺ice for iDmax, and MAp ▲) = ^ Therefore, from the above formula (9), we can see that the establishment of the long trend interval TBuiiish is the market moving average trend ΜΑΡω⑺ breaks through the bottom of the market. After the neckline β. At the beginning of the establishment of the stock market entering the long trend range TBuiUsh, investors should effectively bet on long funds to bet on long stocks, and as the long trend range TBuliish changes into the tail period or the general average trend, this paper applies China National Standard (CNS) A4 Specification (210 X 297 male f) (Please read the precautions on the back before filling this page) ta.

Printed by the Consumer Cooperative of the Intellectual Property Bureau of the Ministry of Economic Affairs 573267 Α7 ______ Β7 Printed by the Consumer Cooperative of the Intellectual Property Bureau of the Ministry of Economic Affairs V. Invention Description (13) MAP, D⑺ may enter the next adjacent head interval period ττ. It should be able to gradually adjust the funds in response to the relationship between the technical indicators in the intraday market, and "make a profit" on part of the long holdings to avoid excessive holdings in the hands of the long and short reversals, which will make the long funds Hold up. According to the method of the present invention, in order to adapt the relationship between intraday technical indicators in the long trend interval TBullish, the relationship between the technical indicators of the long trend interval TBumsh is defined in each technical indicator, and then the technical indicators are automatically organized from the historical data of the stock market. The fuzzy logic rule base of the relationship, so in the long trend interval TBullish, the period of the fund holding proportion event is divided, so as to organize the fuzzy logic rule according to each period of the proportional event. Please refer to Figure 4 together, which shows the time division ratio chart for the period used to divide the capital shareholding event. In an embodiment of the present invention, as shown in FIG. 4, within a long trend interval TBullish, the investor's capital shareholding ratio should be converted to invest in more stocks at the beginning of the interval TBullish Therefore, the ratio of the remaining funds to the shareholding funds is usually 1: 9, and as the relationship between technical indicators changes, the broader market moving average trend MAP / D⑺ may enter different periods, and investors should adjust appropriately under the consideration of risk Shareholding ratio of funds; if the change in the relationship between technical indicators indicates that the bullish trend interval TBullish may enter the end or the broader moving average trend MAP / D⑺ may enter the next adjacent head interval ττ, investors should gradually adjust The ratio of the remaining funds to the shareholding funds is, for example, 9: 1 'the long stock will be "profitable". Therefore, according to the embodiment of the present invention, the time division is shown in FIG. 4 (please read the precautions on the back before filling this page)

This paper size applies the Chinese National Standard (CNS) A4 specification (210 X 297 mm) 573267 Printed by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs A7 B7 V. Description of the invention (14) Proportion map, investors during the long trend interval TBullish period During the course of the market moving average MAP / D⑺ entering the next adjacent head interval Tτ, the ratio of remaining funds to long funds may be adapted to the changes in technical indicators and information in each period, from a 1: 9 ratio to 9 : 1. In other words, during the bullish trend interval TBullish, investors gradually "profitable" long stocks, reducing investment risk. According to different embodiments of the present invention, the time division ratio can define different lengths of time periods and the capital shareholding ratio 値, and a period length corresponding to a capital shareholding ratio 値 is a proportional event E. Continuing to refer to FIG. 4, in this embodiment of the present invention, the time division ratio is defined in a long trend interval. Nine ratio events E “= l to 9 are defined, and each ratio event E / is the capital shareholding ratio.値 Corresponding to its time period ^ and gradually adjusted from 1: 9 to 9: 1 from the beginning to the end of the interval. Therefore, each bull trend interval TBullish defined from the stock market historical data can be divided into proportions of time according to time, organization The fuzzy logic rules of each-proportional event are as follows:

Rule-E /: IF indexK > D is 7 ^ > D and zWex + DI > .DI [s Λ

+ DI > -DI aiIU indexO \ ¥ > 〇 is ^ IF > 〇5 for tetj. THEN Ratio is 9: 1.

RuleJE2:

IF indexK > D is and index ^ D] > _Dl is F2 anH + D1 > -DI uu m ^ xDiF > 〇 is ^ 1ρ > 〇? For THEN Ratio is 8: 2.

Rule_E3: This paper size is applicable to China National Standard (CNS) A4 (210 X 297 mm) -------------- install --- (Please read the precautions on the back before filling in this (Page) ·-573267 A7 B7 Printed by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs V. Invention Description (15) IF indexK > O is '' iyidex ^ Y ^ Q is THEN Ratio is 7: 3.

73 K > D and index + ^ \ > ^] is jP ;; F > 〇? For tet3.

3 + DI > -DI and

Rule-E〆IF indexK > r > is FK4 > D and index ^ m > .m is F indexD] F > 〇is Fd4] F > 〇5 for tet4. THEN Ratio is 6: 4. RuleJE5: IF index ^ > D is FK5 > D and index + D] > .O] is F5〇I > DI indexDiF > 〇is Fd5if > 〇? For THEN is 5: 5. Rule_E6 ·· IF indexK > D is FK6 > D and z /7^x+DI>.DI is F6DI > DI and indexDip > 〇is ^ DIF > 0? For tet ^ · THEN is 4: 6. Rule_E7 · IF index \ < i > O is F: O and z ^ Jex + Di > -Di is F: O, ~ and indexDiF > 〇is FJif > 〇5 for tet7. THEN is 3: 7.

ule E

4 + DI > -DI and and (Please read the notes on the back before filling this page)

+ DI > -DI ck > d is Fk8 > d and index ^ m > .m is F8 zWexDiF > 0 is i7 two zero, for IEN Ratio is 2: 8. Indexy index

k > d! S

!? 9 K > D

+ DI > -DI and and index ^ D] &. Di is F9〇] This paper size is applicable to China National Standard (CNS) A4 (210 X 297 mm) 573267 A7 i. Description of the invention (16) THEN Ratio is 1: 9. Among the above fuzzy logic rules, M office Xk> D, office X + DI> -DI and / m / exDIF> Q respectively represent the semantic variables of the set of relationship conditions between the technical indicators of the logic rules, and i ^ > D is a fuzzy sub-set of Z > ^ eXK &D; d, k (^ X + Di > _DI, / mfecDIF > 0, corresponding to the semantic variables of the Intellectual Property Bureau of the Ministry of Economic Affairs; Plus, it is a semantic variable of the inference result of the logic of the capital shareholding ratio. It needs to be further explained that the fuzzy logic rule organized in this embodiment is only an example, and the set of relationship conditions between the technical indicators of the logic rule is in addition to K > In addition to D, + DI > -DI, DIF > 0, it may also be one or more condition sets of the relationship between technical indicators such as K > 80, .... Each time from the long trend interval TBullish is organized Fuzzy logic rule of a proportional event E /, semantic variable // 7 (^ XK > D, — ^ x + DI > .DI, / w / exDIF > () 's fuzzy sub-collection then reflects the technical indicator information K (〇, D (〇, + DI⑺, -DI⑺, DIF⑺) corresponding to each time period on the time axis of the long trend interval TBullish. K > D, + DI > -DI, DIF > 0, and the observation time may be daily trend, weekly trend, and monthly trend to define the attribution function of semantic variables, and the graph of the attribution function μ is It is a triangle, as shown in Figure 5, and is determined by three parameters L, Μ and, as shown below: t — L Μ-L 'BU R RM'

L < t < M M < t < R (10) For example, in one embodiment of the present invention, a long trend interval TBullish is obtained from historical data of the market's 6-day moving average trend MAP6D⑺, and the Chinese national standard is applied according to the paper scale (CNS) A4 specification (210 X 297 mm) (Please read the precautions on the back before filling this page) Order ·

573267 A7 B7 V. Description of the invention (π) The time division ratio shown in Figure 4 defines the nine proportional events E ,, / = 1 to 9 of the bull trend interval TBullish, among which, the fuzzy logic rule Rule_E / its semantic variables, k ^^ + DI > -DI, k ^^ D_IF > G's fuzzy sub-set € > D ,, the data sets are / ^ > d = {IQd⑺-Djd⑺}, / Gh dDi = {+ Dl6D ( 0 -DldD⑺}, C > 〇- {DIF ^ (〇}, tet] Therefore, the assignment function of each fuzzy sub-set 圮 &D; D, dDI, eF > is defined as follows: μ ^ 0 (Ι? Μ ^); I = min {K5d (〇-D6d (〇)? M = avg {K6D (〇-I > 6d (0)? R = max {K (5D (〇-D (5D (i))? Teti μ: οι >—D, (L, off; Z = min {+ DI6D (〇--DI6D (i)}, M = avg {+ DI6d⑺ 一 DI6d⑺), R = max {+ Dl6D (i) —Dl6D (i)} ? teti μ〇ΐΡ > 〇 (ΑΜ9τ?); L = minDIF5D (〇5 M = avgDIF ^ D (〇5 R = maxDIF (5D (〇5 tetj), where the function min is the smallest value in the data set; the function avg Is the arithmetic mean 资料 in the data set; the function max is the maximum 値 in the iei / data set. By analogy, the semantic variables zWexK of other fuzzy logic rules Rule_E, zWexK > D, " ito + D l > _Di, zWexDIF > The attribution function of the fuzzy sub-set corresponding to 0 household catties can also be defined in the above manner. Therefore, each long trend interval obtained from the historical data of the market's 6-day moving average map MAP6D (〇 Paper size applies Chinese National Standard (CNS) A4 specification (210 X 297 mm) (Please read the notes on the back before filling out this page) Order .. Printed by the Intellectual Property Bureau of the Ministry of Economic Affairs and Consumer Cooperatives 573267 A7 B7 Printed by the Consumer Cooperative of the Property Bureau. V. Invention Description (18) TBullish can build a complete library of fuzzy logic rules, and input semantic variables can systematically define the attribution function of its fuzzy sub-set corresponding to technical index information. In addition, logic rules The attribution function of the semantic variables /? _ · 〇 of the result of the inference result of the fund's shareholding ratio of the library is defined as follows: L = 4, M = 9 μ: (I, M, 7?); L = |, M = 4 , R = 9 μ; 1 (Z, M, 7?); L = !, M = !, R = 4 Mw: (Dry, dry hole); 1, M = I, R = I ^ lim 5 M = 1? R = j μ: 1 (Ι? Μ? /?); L = |? M = |? R = 1ML) (厶, dry hole); > Shi, M = wu, R =. · Μ; 1 (Ι5Μ57?); L = i? M = i? R = | C (-, μ, acupoint); M = go, R = 士 and Figure 6 shows the assignment function of the proportions of the semantic variables of the inference results. Because the fuzzy logic rule base established from different long trend intervals TBullish in the historical data has a large number of fuzzy sub-sets organized by each input semantic variable, the present invention uses a combined operation to improve the efficiency of the fuzzy logic rule base inference. The overlapping fuzzy sub-sets are combined to reduce the number of fuzzy sub-sets of the input semantic variable partition. Please refer to Figure VII for a map of the assignment function of overlapping fuzzy sub-sets. The so-called "overlapping fuzzy sub-sets" refer to the assignment functions of these fuzzy sub-sets. This paper applies the Chinese National Standard (CNS) A4 specification ( 210 X 297 mm) (Please read the precautions on the back before filling out this page.) Pack. I-line · Printed by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs 573267 A7 B7 V. Description of the invention (19) A certain degree of overlap with each other ', and the combination operation system combines the two attribution functions into a new attribution function' to represent a new fuzzy sub-set, instead of the conditional combination of the two fuzzy sub-sets in the fuzzy logic rule. The operation is as follows: Among them, Li = min (Uy), M 丨, 7?] = Max ((footer, 矣) As for the condition of the combination of the two belonging functions, the parameters of the two belonging functions ^ fall within a set range. In one embodiment of the present invention, the setting range of the “attribution function combination” is determined according to the relationship between the technical indicators expressed, and the range is dynamically adjusted with the setting range. The number of cut fuzzy sub-sets will be effectively reduced. Therefore, after combining the fuzzy sub-sets of the input semantic variables, each fuzzy logic rule of the fuzzy logic rule base will be re-examined the conditional combination of its input semantic variables; In one embodiment of the present invention, 'If there are two or more fuzzy logic rules that infer the same capital shareholding result, the conditional combination of the fuzzy subsets corresponding to the input semantic variables is the same, then Equal fuzzy logic rules only need to retain one fuzzy logic rule in the rule base. In a further embodiment of the present invention, if there are two or more fuzzy logic rules inferring the same capital shareholding result, its input The conditional combinations of the fuzzy sub-sets corresponding to the semantic variables are not the same, then the conditional combinations of the fuzzy logic rules are logically ORed with each other to deduce the same capital shareholding result. This paper scale applies to China National Standard (CNS) A4 Specification (210 X 297 mm) (Please read the notes on the back before filling this page ) Assembly line 573267 A7 B7 V. Description of the invention (20) In a further embodiment of the present invention, if there are two or more fuzzy logic rules, the fuzzy subsets corresponding to the input semantic variables are combined with the same conditions When inferring different capital share ratio results, the attribution function that outputs semantic variables performs a merge operation to infer a new capital share ratio result. Therefore, the fuzzy logic rule base established according to the method of the present invention uses fuzzy Logic analysis fuzzifies the relationship between technical indicators of each semantic variable. After inference of each fuzzy logic rule, the inference results are defuzzified to obtain a capital shareholding ratio or The capital shareholding ratio 値; among them, the input technical indicator information is blurred by the attribution function of its fuzzy subset, and the inferred capital shareholding ratio is, for example, COA (Center of Area), COS (Center of Sums), and M0M (Mean of Maxima) defuzzification processing has been seen in the fuzzy logic analysis of conventional techniques. Finally, please refer to FIG. 8 for a flowchart of the method of capital holding ratio of the present invention. The method of the present invention uses fuzzy logic to analyze the long-term trend of the stock market to infer the proportion relationship between the funds held by investors and the funds held by the investor. The method includes the following procedures: Historical data on the stock market trend MAP / D (iD ) Defines the set of the head market interval Tτ, as shown in Figure 2, and the head market index curve Tτ is expressed by formula (5); defined in the historical data of the stock market trend MAP / D (iD) The collection of TB at the bottom of the market is shown in Figure 3. The paper size of the TB at the bottom of the market is applicable to China National Standard (CNS) A4 (210 X 297 mm) (Please read the precautions on the back before filling in this (Page) Order · -line · Printed by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs 573267 A7 B7 V. Description of the invention (21) The index curve is expressed by formula (8); (Please read the precautions on the back before filling in this (Page) The historical data of the stock market trend has been defined from the combination of the market's head interval Tτ and the market's bottom interval TB. The long trend interval of the market's bottom interval TB has been established ^ Bullish and expressed by formula (9); The time division ratio is set. In each bull trend interval TBumsh, the time period of the fund holding proportion event is defined. The conditional combination of the fuzzy logic rules for organizing the fund holding proportion event is defined by the technical indicator information. The combination of the relationship between the technical indicators reflected, and the fuzzy sub-set corresponding to the semantic variables of the relationship between the technical indicators in the specified period, the inference result of the fuzzy logic rule is the capital shareholding ratio; The fuzzy logic rule base of the fund holding proportion event organized in the long trend interval TBullish, the attribution function of its fuzzy subset is defined by the data of the relationship between the technical indicators corresponding to the semantic variables in the corresponding period; the wisdom of the Ministry of Economic Affairs The Property Cooperative Consumer Cooperative printed a combined operation to combine the fuzzy sub-sets of the semantic variables of the fuzzy logic rule base with a combined operation to reduce the number of fuzzy sub-sets divided by the semantic variables. The 倂 operation is expressed by equation (11). Further examining the fuzzy logic rule base, Conditional combination of fuzzy logic rules and inference results to remove fuzzy logic rules from the rule base that use the same combination of conditions to infer the result of the same capital shareholding ratio, reducing redundant or duplicate rules of the fuzzy logic rule base; Methods The fuzzy logic rule base was organized in an automatic way and the complexity of the rule base was reduced to provide investors with the current standard of the paper. The paper size applies the Chinese National Standard (CNS) A4 specification (210 X 297 public f " 573267 A7 ____ B7 V. Description of the invention (22) (Please read the notes on the back before filling in this page) After the market has established the bottom interval TB and entered a long trend interval TBullish ', a library of fuzzy logic rules that can be established according to the method of the present invention, Analyze the relationship between the current technical indicators of the input semantic variables to deduce the current shareholding ratio of funds that should be adjusted. After a detailed description of the preferred embodiment of the present invention, those skilled in the art can clearly understand, and can make various changes and modifications without departing from the scope and spirit of the patent application described below, and the present invention is not limited to the description For example, in the embodiment, for example, the present invention defines the market head interval Tτ 'or the market bottom interval Tb. Different daily moving average trends MAP / Ό, such as MAP / H), or MAP㈣ can be used to establish The fuzzy logic rule base obtains different inference results for short, medium or long bull movements. [Effects of the invention] An artificial intelligence system implemented by the method of analyzing the long-term stock holdings of funds in the stock market using fuzzy logic according to the present invention by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs can be obtained from historical data of stock market information (PdGd), P (Λν), PmGm), VD (/ D), Vw (iw), Vm (, m), MAP / D (/ D) and MAV / D (iD) analyze the trend relationship of the market index and define it A fuzzy logic rule base is provided to provide investors or operators to judge the current relationship between technical indicators in the bull market to deduce the current proportion of funds that should be adjusted. In addition, the implementation of the knowledge database or rule base of the present invention can be organized in an automatic manner, and adaptive fuzzy logic analysis is performed on the current bull market trend, so that the method of the present invention provides a mechanism for artificial intelligence to solve. This paper size applies the Chinese National Standard (CNS) A4 specification (210 X 297 mm) 573267 A7 ____B7 V. Description of the invention () 23 In summary, the present invention has many excellent characteristics, and solves the problem that the conventional technology is practically compatible with The shortcomings and inconveniences in the application, put forward an effective solution 'complete a practical and reliable system, and then achieve a novel and economically valuable price, which has indeed met the application requirements for invention patents, I urge you to review and grant the patent rights Safeguarding the benefits of the people's livelihood. [Brief description of the diagram] Figure 1 is a trend chart of the broad market index and trading volume of stock market information. Figure 2 is a schematic diagram of the head zone defining the broad market index in the method of the present invention. Figure 3 is a schematic diagram illustrating the bottom interval of the broad market index in the method of the present invention. FIG. 4 is a time division ratio chart of a time period for dividing a proportional event by a bull trend interval of the present invention. Fig. 5 is an attribution function distribution diagram of fuzzy sub-sets of semantic variables in the embodiment of the present invention. Fig. 6 is a graph of the assignment function of each proportion of the output semantic variables of the present invention. Figure 7 shows the assignment function of the combination of overlapping fuzzy subsets. FIG. 8 is a flowchart of the method of capital holding ratio of the present invention. This paper size applies Chinese National Standard (CNS) A4 specification (2 丨 〇 > < 297 mm) I ----- 1! #! (Please read the notes on the back before filling this page) Order the Ministry of Economic Affairs Printed by the Intellectual Property Bureau Staff Consumer Cooperative

Claims (1)

573267 Α8 Β8 C8 D8 6. Scope of Patent Application 1. An information analysis method used to analyze information with investment risks, especially information on the stock market, including the following procedures: (Please read the precautions on the back before filling in this Page) defines the first set of head intervals ττ in the historical data MAP / D (/ D) of the information; defines the second set of bottom intervals TB in the historical data MAP / D (iD) of the information; The first set and the second set, organize the second set of the long trend interval Teullish, according to a preset time division ratio, define the time period of the event of different funds holding proportions in each long trend interval TBullish in the aforementioned third set, thereby Organize the relationship between the technical indicators in the period corresponding to the capital shareholding event; use the preset attribution function to define the data distribution of the relationship between the aforementioned technical indicators in the corresponding period in each bull trend interval TBullish; and A rule base composed of fuzzy logic rules, wherein the conditions of the aforementioned fuzzy logic rules are combined into different aforementioned technologies The relationship between a combination of standard, and its corollary result of the aforementioned capital stake. Printed by the Consumer Cooperative of the Intellectual Property Bureau of the Ministry of Economic Affairs 2. The information analysis method described in item 1 of the scope of patent application, where the aforementioned historical data includes the broad market index PD (iD), Pw (iw), PM (~) and transaction volume VdGd), Vw (iw), VmGm) 0 3. The information analysis method as described in item 2 of the scope of patent application, wherein the daily average of the broad market index Pd (〖d) is MAP / d (〖d). 4. The information analysis method described in item 1 of the scope of patent application, wherein the aforementioned procedure for defining the head section Tτ includes: This paper size is applicable to the Chinese National Standard (CNS) A4 specification (210 X 297 mm) 573267 A8 B8 C8 D8 6. Scope of Patent Application a) Based on the broader market daily average line MAPzD (iD), take a time interval T on the time axis, where within the time interval T, the seasonal line MAP72D or the semi-annual line MAPdM or the annual line MAP is A concave curve, and within the time interval T, the aforementioned MAP / D (iD) has at least one maximum 値 zm and at least one minimum 値 zn; and b) determines an α 値 to obtain the aforementioned head interval ττ so that the MAP / d MAP / D (iD) > a ', dgTt and MAP / D (iD) < a, Mantintin. 5. The information analysis method according to item 4 of the scope of patent application, wherein the aforementioned time interval T can be selected from half a year to one year. 6. The information analysis method according to item 4 of the scope of patent application, wherein the aforementioned time interval T can be selected from 7 months to 12 months. 7. The information analysis method according to item 4 of the scope of patent application, wherein the aforementioned time interval T is preferably selected from 30 weeks to 46 weeks. 8. The information analysis method according to item 4 of the scope of patent application, wherein the aforementioned MAP / D (, D) is selected from the group consisting of MAP3D, MAP5D, and ^ 1? ; 21 :) or one of MAP. 9. The information analysis method as described in item 4 of the scope of patent application, wherein the aforementioned header interval Tτ is preferably between 7th and 21st. 10. The information analysis method according to item 4 of the scope of patent application, wherein the aforementioned head interval Tτ is preferably about two weeks. 11. The information analysis method described in item 4 of the scope of patent application, wherein the aforementioned a 値 is selected from one of the minimum 値 211 in the program a). I2. The information analysis method as described in item 1 of the scope of patent application, wherein the aforementioned procedure for defining the bottom interval TB includes: This paper size applies the Chinese National Standard (CNS) A4 specification (210 X 297 mm) '(Please read first Note on the back, please fill out this page) «.-· Line · Printed by the Consumers' Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs 573267 A8 B8 C8 D8 6. Scope of patent application (please read the notes on the back before filling this page) a) Based on the market / day moving average trend MAP / D (iD), take a time interval T in the time axis. Among them, within the time interval T, the seasonal line MAP72D or the semi-annual line map5M or the annual line map72M is a concave curve, and Within the time interval T, the aforementioned MAP / D (iD) has at least one maximum redundancy 111 and at least one minimum 値 zn; and b) determines a β 値 to obtain the aforementioned bottom interval TB, so that MAP / d exists in MAP / d D (iD) Sp '/ dgTb and MAP / 〇 (/ ^) < β'. 13. The information analysis method according to item 12 of the scope of patent application, wherein the aforementioned time interval T can be selected from half a year to one year. 14. The information analysis method according to item 12 of the scope of patent application, wherein the aforementioned time interval T can be selected from 7 months to 12 months. I5. The information analysis method according to item 12 of the scope of patent application, wherein the aforementioned time interval T is preferably selected from 30 weeks to 46 weeks. -Line · I6. The information analysis method described in item I2 of the scope of patent application, wherein the aforementioned MAP / D (rD) is selected from one of MAP3D, MAP6D, MAP / 2D or MAP2 ¥ D. Printed by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economic Affairs Π. The information analysis method described in item I2 of the scope of patent application, where the aforementioned bottom interval TB is preferably between 7th and 21st. 15. The information analysis method described in item Π of the patent application scope, wherein the bottom interval TB is preferably about two weeks. 19. The information analysis method described in item I2 of the scope of patent application, wherein the aforementioned β 値 is selected from one of the largest 値 2 in the program a). 20. The information analysis method described in item 1 of the scope of the patent application, wherein the form of the aforementioned fuzzy logic rule is as follows: This paper size applies the Chinese National Standard (CNS) A4 specification (210 X 297 mm)-573267 A8 B8 C8 D8 范围 Scope of patent application IF The current relationship between technical indicators is in the range defined by the attribution function of the combination of the foregoing technical indicators. The current investment funds and shareholdings of THEN should be the shareholding ratios of the aforementioned funds. 21. The information analysis method described in item 1 of the scope of patent application, wherein each of the long trend intervals TBullish is between the time when the bottom interval is established 8 and the next head interval Tτ maximum 値. 22. The information analysis method described in item i of the scope of patent application, wherein each of the aforementioned long trend intervals TBullish is a trend formed after the aforementioned bottom interval D8 is established. 23. The information analysis method described in item 1 of the scope of patent application, wherein the preset time division ratio decreases from the beginning to the end of the aforementioned bullish trend interval TBullish. 24. The information analysis method as described in item 1 of the scope of patent application, wherein the preset time division ratio increases between the proportion of funds held by the aforementioned capital shareholding ratio from the beginning to the end of the aforementioned bullish trend interval TBullish. 25. The information analysis method as described in item 1 of the scope of patent application, wherein the technical indicators of the aforementioned technical indicators include a stochastic indicator (KD 値), a smooth similarity average (MACD), a relative strength index (RSI), and a psychological line (PSY), momentum indicator (MTM), deviation rate (BIA), take-off indicator (ADL), up-down ratio (ADR), contrarian operation (CDP), oscillator index (OSC) and other technical indicators. 26. The information analysis method as described in item 25 of the scope of patent application, wherein the combination of the aforementioned technical indicators is K 値 buckle, + DIF > -DIF or D. The paper size applies the Chinese National Standard (CNS) A4 specification ( 210 X 297 mm) (Please read the notes on the back before filling out this page) Order · Thread · Printed by the Consumer Cooperatives of the Intellectual Property Bureau of the Ministry of Economy 573267 A8 B8 C8 D8 Part of the combination (please read the notes on the back before filling this page) Order · Thread · Printed by the Intellectual Property Bureau of the Ministry of Economic Affairs, Consumer Cooperatives This paper is sized to the Chinese National Standard (CNS) A4 (210 X 297 mm)