2019 智慧企業資訊應用發展國際研討會 台灣,2019/06/29(六)
The Sequentially-Learning-Based Algorithm with Multiple Output
Nodes in Futures Forecast
Yu-Jie Jheng, 鄭玉婕
Department of Management Information Systems, National Chengchi University, 國立政治大學資訊管理學系,
yujienice@gmail.com
Yu-Han Tsai, 蔡羽涵
Department of Management Information Systems, National Chengchi University, 國立政治大學資訊管理學系,
f8406062005@gmail.com
Rua-Huan Tsaih, 蔡瑞煌
Department of Management Information Systems, National Chengchi University, 國立政治大學資訊管理學系,
tsaih@mis.nccu.edu.tw
Abstract
Investment is a way to increase assets. The types of investment are very diverse, including stocks, futures, funds and so on. Regardless of the form of investment, the consistent purpose of investors is to make a profit. Inevitably, these investment commodities are accompanied by risks, but different investment products have different risks and profitability. In the past, technical analysis usually used statistical methods to analyze the market. Although the results have reference value, the effect is limited. The reason is that whether it is stocks or futures, the trend of the two is highly nonlinear. AI has different characteristics that can break through the limitations of traditional analysis because it involves multidimensional explanatory variables and uses a large number of continuous long-term records to achieve more accurate prediction requirements and reasonable business insight. This study addresses this challenge through deriving a sequentially-learning-based algorithm for the single-hidden layer feed-forward neural networks (SLFN) with the binary input/output and making the technical justification. Within the training process, the amount of adopted hidden nodes is variable, and thus the SLFN becomes an adaptive single-hidden layer feed-forward neural networks (ASLFN).
2019 智慧企業資訊應用發展國際研討會 台灣,2019/06/29(六)
單層學習神經網路配合多輸出節點應用於期貨預測
Yu-Jie Jheng, 鄭玉婕
Department of Management Information Systems, National Chengchi University, 國立政治大學資訊管理學系,
yujienice@gmail.com
Yu-Han Tsai, 蔡羽涵
Department of Management Information Systems, National Chengchi University, 國立政治大學資訊管理學系,
f8406062005@gmail.com
Rua-Huan Tsaih, 蔡瑞煌
Department of Management Information Systems, National Chengchi University, 國立政治大學資訊管理學系, tsaih@mis.nccu.edu.tw