ビッグデータ解析を用いた為替予測に関する一考察

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書誌事項

タイトル別名
  • A CONSIDERATION ON FOREX FORECASTING BY USING BIGDATA ANALYSIS

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説明

In this thesis, we analyzed and forecasted forex fluctuation, which are time-series data, using a method called LSTM. We also defined a problem about forex fluctuations formally and develop an online algorithm that uses the forecast results for the problem. The average win rate of this problem is around 0.83 for real forex fluctuation data and this algorithm is promising for practical usage It is remaining that we will obtain new data sets and compare with other methods such as Moving Average Models and Regression Analysis used in the field of statistics.

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詳細情報 詳細情報について

  • CRID
    1390009224831364480
  • NII論文ID
    120006896989
  • NII書誌ID
    AA12677220
  • DOI
    10.15002/00022901
  • HANDLE
    10114/00022901
  • ISSN
    21879923
  • 本文言語コード
    ja
  • データソース種別
    • JaLC
    • IRDB
    • CiNii Articles
  • 抄録ライセンスフラグ
    使用可

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