一、

應用灰理論評估生產型供應鏈模式之績效指標

林淑真、李國良、蕭聖懷

二、

上市公司間股價漲跌之關聯與預測－關聯探勘之研究

葉怡成、林文盟

三、

團隊成員人格特質與人際衝突知覺－個體層級之分析

朱志忠

四、

ISO認證之服務業績效評估構面之關係模式－平衡計分卡之應用

吳淑鶯、劉欣怡

五、

Trinomial Black-Scholes選擇權演算法之模擬與實證

周恆志、王功亮

應用灰理論評估生產型供應鏈模式之績效指標

Applying Grey Theory to Evaluate the Performance Indices: Focused on Production Type of Supply Chain

林淑真 李國良 

僑光技術學院行銷與流通管理系 

蕭聖懷 

僑光技術學院管理研究所 

Shu-Chen Lin Kuo-Liang Lee 

Department of Marketing & Distribution Management Overseas Chinese Institute of Technology 

Shen-Huai Hsiao 

Graduate School of Management Overseas Chinese Institute of Technology

摘要

　　產業如何在全球運籌佈局中，將供應鏈活動做最有效的分配，才能在快速變動的市場中強化企業競爭優勢。而在朝向供應鏈整合之際，如何在運籌體系中，建立適當的績效評估系統，對管理者將形成嚴苛的考驗。製造商為供應鏈中主要通路成員，掌握其供應鏈模式中不同階段的關鍵績效條件及其差異性，可協助供應鏈通路成員研擬策略及建立良好供應鏈夥伴關係之重要參考。為有效建立適當的績效評估系統，本文首先建立生產加值型供應鏈模式，並初步研擬績效指標，其次，運用灰統計分析（Grey Statistics Analysis）與灰關聯分析（Grey Relational Analysis）方法進行核心關鍵指標的篩選與偏好分析。最後依據評估結果，本文提出管理意涵與未來研究建議。

關鍵字：供應鏈、生產加值型、灰統計分析、灰關聯分析、績效指標。

ABSTRACT

　　The supply chain model must be constant to change and adjust for the global arrangement, could strengthen enterprise’s competition advantage in the fast changing market. It is important to establish performance measurement system in the supply chain model when corporations move to the integration under supply chain. Manufacturing firm has the main role in supply chain, so grasp the key indices and difference in various stages of supply chain model, which can help enterprise to exploit tactics and establish the good partnership in the supply chain model. Firstly, this paper is exploited the production type of supply chain model and initially proposed the performance indices. Secondly, the Grey Statistics Analysis and Grey Relation Analysis were utilized to extract the core performance indices. Finally, the management implication and further research was proposed based on the research results.

Keywords: supply chain, production value-added type, Grey Statistics Analysis, Grey Relation Analysis, performance indices

回目錄

上市公司間股價漲跌之關聯與預測－關聯探勘之研究

Association and Forecast of the Rise and Drop of Stock Price between the Companies ─ Association Mining Approach

葉怡成 林文盟 

中華大學資訊管理學系 

I-Cheng Yeh　Wen-Meng Lin 

Department of Information Management Chung-Hua University

摘要

　　本研究從股價漲跌記錄中以關聯分析去找出關聯規則。結果顯示，關聯規則存在於這些資料之中，並且這些規則可以用來導出產業關聯。此外，從漲跌記錄產生的關聯規則可預測股價漲跌。當漲、跌被定義為1%的價格變化時，統計結果顯示，這些規則可以預測下跌趨勢。也就是說，當這些記錄產生關聯規則：「股票A下跌e股票B下跌」，此規則顯示當股票A股價下跌時，股票B有很高的機率在當日下跌。若股票B當天股價持平時，股票B隔日有很高的機率會下跌。

關鍵字：資料探勘、關聯規則、股市分析、產業關聯

ABSTRACT

　　This research studies association rules from stock price movements. The results discovered that the association rules do exist in the data and can help to draw the industrial relationships. In addition, the association rules can be used to forecast future stock price changes. When rise and drop are defined as 1% change of price, the statistical results showed, these rules may forecast price drop tendency. In other words, when these data produced the association rule: “When Stock A drops, then Stock B will drop on the same day.” This rule appears that when the price of stock A drops, Stock B has a very high probability to drop on the same day, and when the price of Stock B didn’t drop on the same day, Stock B will have a very high probability to drop next day.

Keywords: data mining, association rule, stock price, industry relationship, forecast

回目錄

團隊成員人格特質與人際衝突知覺－個體層級之分析

Team Mamber’s Personality and Perception of Interpersonal Conflict－Individual Level Analysis

朱志忠 

龍華科技大學企管系 

Chih-Chung Chu 

Department of Business Administration Lunghwa University of Science and Technology

摘要

　　本研究探討在人格特質與衝突知覺上，運用於群體層級與個體層級研究的資料蒐集、分析方式、及兩者在分析結果上的差異與原因。計120位大學在學學生為樣本，探討和善性與情緒穩定性特質對於人際衝突的影響。研究結果除驗證以往文獻在和善性、情緒穩定性特質與任務衝突、關係衝突的負向關聯性結果外，也說明團隊衝突之研究，在研究方法、資料蒐集與分析上，所必須注意的重點，並提出自陳量表用於研究上的限制、以及可行的輔助方法。作者也在文後提出討論及後續研究方向的建議。

關鍵字：資料分析、人格特質、任務衝突、關係衝突

ABSTRACT

　　The study aimed to explore the difference between group-level personality-conflict perception studies and individual-level ones in data collection, analysis, and results. One hundred and twenty college students participated in this study, focusing on the correlation between personality traits and interpersonal conflict. The result revealed that, as previous studies, there was a negative correlation between personality（i.e. agreeableness and emotional stability）and conflict perception（i.e. task conflict and relationship conflict）respectively. This study stressed that the result of individual-level analysis could reinforce the deficiency of group-level studies and would bring more awareness to group-level machinery. Limitations on self-report scale and suggestions were also addressed for the future study.

Keywords: data analysis, personality traits, task conflict, relationship conflict

回目錄

ISO認證之服務業績效評估構面之關係模式－平衡計分卡之應用

The Relational Model of the performance evaluation constructs for ISO-Certified Service Industries－An application of Balanced Scorecard

吳淑鶯 

國立勤益科技大學企業管理系副教授 

劉欣怡 

國立勤益科技大學企業管理系碩士班 

Shwu-Ing Wu 

Associate Professor, Department of Business Administration National Chin-Yi University of Technology 

Sin-Yi Liu 

Graduate Student, Department of Business Administration National Chin-Yi University of Technology

摘要

　　本研究導入平衡計分卡（Balance Scorecard）的觀念作為評估服務業通過ISO認證後之績效衡量指標，並以結構方程模式（Structural Equation Modeling）驗證各績效構面間的因果及互動關係。本研究並選擇「台鹽台中營業處與高雄營業處」為案例進行實證。
　　研究的主要目的為：一、分析服務業通過ISO認證後，對組織產生那些影響與效果。二、設計出具可信度的服務業導入ISO制度後評估組織績效的衡量構面及指標。三、建構服務業通過ISO認證後之績效評估構面之關係結構模式。
　　研究結果顯示，經由本研究發展之衡量指標可有效衡量服務業於通過ISO認證後在財務、顧客、內部流程、學習與成長與企業使命等五個構面上之成效，而此五項構面之間具有前後的影響關係。

關鍵字：平衡計分卡、績效衡量指標、ISO認證、結構方程模式

ABSTRACT

　　This study introduced the concept of Balanced Scorecard as the performance evaluation indicator for ISO-certified service industries and adopted Structural Equation Modeling to verify the causal and interactive relationship among the performance constructs. The study takes “Taiyen’s business units on Taichung and Kaochung area” for evidence.
　　The objectives of the research included: (1) to analyze the impact and effects on the organization after service industries pass the ISO certification; (2) to design reliable performance constructs and indicators for evaluating ISO-certified service industries; (3) to construct a relational model of the performance evaluation constructs for ISO-certified service industries.
　　The research results indicated that the evaluation indicators developed by this study were effective in the performance evaluation of ISO-passed service industries in the constructs of finance, customer, internal process, learning and growing, and corporate mission. Besides, a causal relationship existed among the 5 constructs.

Keywords: Balanced Scorecard, Performance Evaluation Indicators, ISO Certification, Structural Equation Modeling

回目錄

Trinomial Black-Scholes選擇權演算法之模擬與實證

A Simulation and Empirical Study of the Trinomial Black-Scholes Option Pricing Algorithm

周恆志 

銘傳大學財務金融學系 

王功亮 

中原大學財務金融學系 

Heng-Chih Chou 

Department of Finance Ming Chuan University 

David Wang 

Department of Finance Chung Yuan Christian University

摘要

　　Cakici and Topyan（2000）簡化Ritchken and Trevor（1999）的樹狀圖演算法，文獻中稱為RTCT演算法，本文進一步將RTCT演算法結合Broadie and Detemple（1996）的BBS概念，提出Trinomial Black-Scholes（TBS）GARCH選擇權演算法。為了檢測TBS選擇權演算法的適用性，我們進行數值模擬分析，並以台灣美式認購權證市場資料配適，再與RTCT演算法的估計結果相比較。結果發現TBS 選擇權演算法可以提升樹狀圖評價模型的運算效率，當評估長期選擇權時，或是處理大量交易資料時，確有節省時間的優勢。台指選擇權市場資料的配適結果同樣支持TBS選擇權演算法在台灣金融市場應用的優越性。

關鍵字：GARCH選擇權演算法、樹狀圖演算法、NGARCH模型、認購權證、台指選擇權

ABSTRACT

　　Cakici and Topyan（2000）modified Ritchken and Trevor’s（1999）trinomial lattice algorithm for option pricing, and it was called RTCT algorithm. This article proposes the Trinomial Black-Scholes（TBS）GARCH option pricing algorithm, which graft Black and Scholes（1973）on RTCT trinomial lattice algorithm. In order to test TBS algorithm’s performance, we conduct a numerical simulation and then empirically examine TBS algorithm’s performance on the pricing of the call warrants in Taiwan Stock Exchange. The pricing results are compared with the pricing results of RTCT lattice algorithm. We find that TBS algorithm can improve the convergence of lattice algorithm. TBS algorithm is more efficient in terms of computing time, especially for long-term options or on dealing with more options in the same time. A robustness test by applying to TAIEX options also demonstrates that TBS algorithm is a comparative alternative of option pricing algorithms for Taiwan financial markets.

Keywords: GARCH option pricing model, Lattice algorithm, NGARCH, Call warrants, TAIEX option

回目錄