A CONSIDERATION ON FOREX FORECASTING BY USING BIGDATA ANALYSIS

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Other Title
  • 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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Description

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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Details 詳細情報について

  • CRID
    1390009224831364480
  • NII Article ID
    120006896989
  • NII Book ID
    AA12677220
  • DOI
    10.15002/00022901
  • HANDLE
    10114/00022901
  • ISSN
    21879923
  • Text Lang
    ja
  • Data Source
    • JaLC
    • IRDB
    • CiNii Articles
  • Abstract License Flag
    Allowed

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