隨著金融市場的觀念與制度的不斷演進，一般民眾利用工商報章雜誌、證券商提供的相關財務資料、著名投資理財專家的建議等等，以此參考並且決定投資標的已成為日常的行為，在眾多的財務資料項目之中，普遍民眾對於影響公司獲利能力的關鍵財務項目卻是模稜兩可，甚至是顛倒黑白的情況。因此，本研究利用台灣經濟新報資料庫 (TEJ) 之中的財報資料，希望藉由資料探勘的方法來找出適合投資的標的；本研究採用2007至2016年的財報資料為分析的期間，並以其中的經營能力作為投入、獲利能力作為產出，計算出資料包絡分析法(DEA)的值並以此作為主要目標參數，找出公司財務體質較佳的公司，最後再進行決策樹、分群分析等等資料探勘方法，再更進一步篩選，以期找到最佳的投資標的公司來獲利。 With the continuous evolution of the concept and system of the financial market, the general public takes advantage of the relevant financial information provided by the business newspaper and magazine, the securities dealers, the suggestions of the famous investment financial experts and so on, which can be used as a reference and decides that the investment standard has become a daily behavior. Among the numerous financial information items, the general public is in the shadow of the shadow. The key financial items that ring the company's profitability are ambiguous or even black and white.Therefore, this study uses the financial data from the Taiwan economic new newspaper database (TEJ), and hopes to find the target of investment by means of data exploration. This study uses the financial data from 2007 to 2016 as the analysis period, and calculates the data with its operational capability as input and profitability as output. The value of envelope analysis (DEA) is used as the main target parameter to find out the company with better financial constitution. Finally, the data exploration methods such as decision tree, group analysis and so on are carried out, and further screening is made to find the best company to make a profit.
