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題名:應用機器學習與模糊推論於股價漲跌預測之研究
書刊名:資訊管理學報
作者:陳振東謝政翰
作者(外文):Chen, Chen-tungSie, Jheng-han
出版日期:2019
卷期:26:2
頁次:頁153-177
主題關鍵詞:金融科技股價漲跌預測機器學習演算法模糊推論預測系統FinTechStock price forecastingMachine learningFuzzy inference forecasting system
原始連結:連回原系統網址new window
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  • 點閱點閱:12
期刊論文
1.Hadavandi, E.、Shavandi, H.、Ghanbari, A.(2010)。Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting。Knowledge-Based Systems,23(8),800-808。  new window
2.Chang, P. C.、Wang, D. D.、Zhou, C. L.(2012)。A novel model by evolving partially connected neural network for stock price trend forecasting。Expert Systems with Applications,39(1),611-620。  new window
3.Kara, Y.、Boyacioglu, M. A.、Baykan, Ö. K.(2011)。Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul stock exchange。Expert Systems with Applications,38(5),5311-5319。  new window
4.Atsalakis, G. S.、Valavanis, K. P.(2009)。Forecasting stock market short-term trends using a neuro-fuzzy based methodology。Expert Systems with Applications,36(7),10696-10707。  new window
5.Chen, M. Y.、Chen, B. T.(2015)。A hybrid fuzzy time series model based on granular computing for stock price forecasting。Information Sciences,294,227-241。  new window
6.Laboissiere, L. A.、Fernandes, R. A.、Lage, G. G.(2015)。Maximum and minimum stock price forecasting of Brazilian power distribution companies based on artificial neural networks。Applied Soft Computing,35,66-74。  new window
7.Patel, J.、Shah, S.、Thakkar, P.、Kotecha, K.(2015)。Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques。Expert Systems with Applications,42(1),259-268。  new window
8.Wang, J. Z.、Hou, R.、Wang, C.、Shen, Lin(2016)。Improved v-Support vector regression model based on variable selection and brain storm optimization for stock price forecasting。Applied Soft Computing,49,164-178。  new window
9.Lahmiri, S.(2016)。Intraday stock price forecasting based on variational mode decomposition。Journal of Computational Science,12,23-27。  new window
10.Deng, X. Y.、Liu, Q.、Deng, Y.、Mahadevan, S.(2016)。An improved method to construct basic probability assignment based on the confusion matrix for classification problem。Information Sciences,340/341,250-261。  new window
11.Adeniyi, D. A.、Wei, Z.、Yongquan, Y.(2016)。Automated web usage data mining and recommendation system using K-Nearest Neighbor (KNN) classification method。Applied Computing and Informatics,12(1),90-108。  new window
12.Arora, P.、Varshney, S.(2016)。Analysis of K-means and K-medoids algorithm for big data。Procedia Computer Science,78,507-512。  new window
13.Chen, Y.、Hao, Y.(2017)。A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction。Expert Systems with Applications,80,340-355。  new window
14.Chourmouziadis, K.、Chatzoglou, P. D.(2016)。An intelligent short term stock trading fuzzy system for assisting investors in portfolio management。Expert Systems with Applications,43,298-311。  new window
15.Demirbag, M.、McGuinness, M.、Akin, A.、Bayyurt, N.、Basti, E.(2016)。The professional service firm (PSF) in a globalised economy: A study of the efficiency of securities firms in an emerging market。International Business Review,25(5),1089-1102。  new window
16.Escobar, A.、Moreno, J.、Múnera, S.(2013)。A technical analysis indicator based on fuzzy logic。Electronic Notes in Theoretical Computer Science,292,27-37。  new window
17.Ghadimi, P.、Dargi, A.、Heavey, C.(2017)。Sustainable supplier performance scoring using audition check-list based fuzzy inference system: A case application in automotive spare part industry。Computers & Industrial Engineering,105,12-27。  new window
18.Dash, R.、Dash, P.(2016)。Efficient stock price prediction using a self evolving recurrent neuro-fuzzy inference system optimized through a modified technique。Expert Systems with Applications,52,75-90。  new window
19.Kang, S.、Kang, P.、Ko, T.、Cho, S.、Rhee, S. J.、Yu, K. S.(2015)。An efficient and effective ensemble of support vector machines for anti-diabetic drug failure prediction。Expert Systems with Applications,42(9),4265-4273。  new window
20.Keramati, A.、Jafari-Marandi, R.、Aliannejadi, M.、Ahmadian, I.、Mozaffari, M.、Abbasi, U.(2014)。Improved churn prediction in telecommunication industry using data mining techniques。Applied Soft Computing,24,994-1012。  new window
21.Lahmiri, S.(2014)。Entropy-based technical analysis indicators selection for international stock markets fluctuations prediction using support vector machines。Fluctuation and Noise Letters,13(2),1-16。  new window
22.Kesemen, O.、Tezel, Ö.、Özkul, E.(2016)。Fuzzy c-means clustering algorithm for directional data (FCM4DD)。Expert Systems with Applications,58,76-82。  new window
23.Kim, H. Y.、Won, C. H.(2018)。Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCJ-type models。Expert Systems with Applications,103,25-37。  new window
24.Li, Johnny S. H.、Ng, Andrew W.、Chan, W. S.(2015)。Managing Financial Risk in Chinese Stock Markets: Option Pricing and Modeling under a Multivariate Threshold Autoregression。International Review of Economics and Finance,40,217-230。  new window
25.Lincy, G. R. M.、John, C. J.(2016)。A multiple fuzzy inference systems framework for daily stock trading with application to NASDAQ stock exchange。Expert Systems with Applications: An International Journal,44,13-21。  new window
26.Mo, H.、Wang, J.、Niu, H.(2016)。Exponent back propagation neural network forecasting for financial cross-correlation relationship。Expert Systems with Applications,53,106-116。  new window
27.Patel, J.、Shah, S.、Thakkar, P.、Kotecha, K.(2015)。Predicting stock market index using fusion of machine learning techniques。Expert Systems with Applications,42(4),2162-2172。  new window
28.Shim, Yongwoon、Shin, Dong-Hee(2016)。Analyzing China's Fintech Industry from the Perspective of Actor-Network Theory。Telecommunications Policy,40(2/3),168-181。  new window
29.Valdez, F.、Melin, P.、Castillo, O.(2014)。Modular neural networks architecture optimization with a new nature inspired method using a fuzzy combination of particle swarm optimization and genetic algorithms。Information Sciences,270,143-153。  new window
30.Wang, Jun、Pan, Huopo、Liu, Fajiang(2012)。Forecasting crude oil price and stock price by jump stochastic time effective neural network model。Journal of Applied Mathematics,2012,(646475)1-(646475)15。  new window
31.Zhang, Y.、Zeng, Q.、Ma, F.、Shi, B.(2019)。Forecasting stock returns: Do less powerful predictors help。Economic Modelling,78,32-39。  new window
32.Yu, X.、Ye, C.、Xiang, L.(2016)。Application of artificial neural network in the diagnostic system of osteoporosis。Neurocomputing,214(1),376-381。  new window
33.Yu, H. H.、Fang, L. I.、Sun, W. C.(2018)。Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market。Physica,505(1),931-940。  new window
34.Cortes, Corinna、Vapnik, Vladimir N.(1995)。Support-Vector Networks。Machine Learning,20(3),273-297。  new window
學位論文
1.陳鄢貞(2011)。以財務指標及技術指標建構股價預測模型--類神經網路模型之應用(碩士論文)。國立臺北大學。  延伸查詢new window
2.鄭健毅(2010)。應用SVR支援向量迴歸模式來進行電子產業股價預測(碩士論文)。明新科技大學,新竹縣。  延伸查詢new window
圖書
1.簡禎富、許嘉裕(2014)。資料挖礦與大數據分析。前程文化公司。  延伸查詢new window
2.Anderson, D. R.、Sweeney, D. J.、Williams, T. A.、Camm, J. D.、Cochran, J. J.(2014)。Statistics for business and economics。Annotated Education。  new window
3.李允中、王小潘、蘇木春(2008)。模糊理論及其應用。新北市:全華圖書股份有限公司。  延伸查詢new window
4.廖日昇(2012)。我的第一本圖解技術分析。台北市:創智文化有限公司。  延伸查詢new window
5.曹磊、錢海利(2016)。FinTech金融科技革命。台北:商周出版家庭傳媒城邦分公司。  延伸查詢new window
6.Han, J.、Kamber, M.、Pei, J.(2011)。Data mining: concepts and techniques。Morgan Kaufmann。  new window
圖書論文
1.Vapnik, V. N.、Golowich, S.、Smola, A.(1997)。Support Vector Method for Function Approximation, Regression Estimation, and Signal Processing。Neural Information Processing Systems。Cambridge, MA:MIT Press。  new window
 
 
 
 
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