● Introduction

The growth of the internet not only increases the amount of web pages but also provides more market information that can be analyzed by investors. For example, MOPS (Market Observation Post System) provides lots of information of listed and OTC (Over the Counter) Companies. TWSE (Taiwan Stock Exchange) provides the prices of stocks after the market is closed every day.
Besides, news, blogs and micro blogs also provide lots of discussions related to the stock market. It is important to mine valuable information from these rich resources. The past systems and research are focused on doing analysis on numerical data and ignore other data. Therefore, we want to apply our experiences in Data Mining and web mining to analyze market information to help investors making decision.