{"updated":"2025-01-20T05:55:25.902706+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00176331","sets":["1164:2735:8608:8991"]},"path":["8991"],"owner":"11","recid":"176331","title":["多目的GAで獲得した非劣解集合の多数決戦略に基づく外国為替取引手法"],"pubdate":{"attribute_name":"公開日","attribute_value":"2016-12-05"},"_buckets":{"deposit":"a592cc01-436a-4e4c-a831-07f4c2b424a1"},"_deposit":{"id":"176331","pid":{"type":"depid","value":"176331","revision_id":0},"owners":[11],"status":"published","created_by":11},"item_title":"多目的GAで獲得した非劣解集合の多数決戦略に基づく外国為替取引手法","author_link":["370829","370827","370828"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"多目的GAで獲得した非劣解集合の多数決戦略に基づく外国為替取引手法"}]},"item_type_id":"4","publish_date":"2016-12-05","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"筑波大学大学院システム情報工学研究科コンピューターサイエンス専攻"},{"subitem_text_value":"筑波大学システム情報系情報工学域"},{"subitem_text_value":"筑波大学システム情報系情報工学域"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Department of Computer Science, Graduate School of Systems and Information Engineering, University of Tsukuba","subitem_text_language":"en"},{"subitem_text_value":"Division of Information Engineering, Faculty of Engineering, Information and Systems, University of Tsukuba","subitem_text_language":"en"},{"subitem_text_value":"Division of Information Engineering, Faculty of Engineering, Information and Systems, University of Tsukuba","subitem_text_language":"en"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/176331/files/IPSJ-MPS16111026.pdf","label":"IPSJ-MPS16111026.pdf"},"date":[{"dateType":"Available","dateValue":"2018-12-05"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-MPS16111026.pdf","filesize":[{"value":"690.9 kB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"660","billingrole":"5"},{"tax":["include_tax"],"price":"330","billingrole":"6"},{"tax":["include_tax"],"price":"0","billingrole":"17"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"297758bb-d287-4ad9-a1a2-7e8d986cdfea","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2016 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"王, 亜騰"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"アランニャ, クラウス"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"狩野, 均"}],"nameIdentifiers":[{}]}]},"item_4_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10505667","subitem_source_identifier_type":"NCID"}]},"item_4_textarea_12":{"attribute_name":"Notice","attribute_value_mlt":[{"subitem_textarea_value":"SIG Technical Reports are nonrefereed and hence may later appear in any journals, conferences, symposia, etc."}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_18gh","resourcetype":"technical report"}]},"item_4_source_id_11":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"2188-8833","subitem_source_identifier_type":"ISSN"}]},"item_4_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"外国為替取引 (FX) 市場は世界最大級の金融市場である．現在では一般人でもネット証券で取引することが可能になった．しかし，為替相場は無数の要因で反動し，取引のタイミングを予測することが非常に困難である．そのため，一般人でもわかりやすく利用できる取引支援システムが求められている．本研究では取引率と正解率を目的関数とした多目的遺伝的アルゴリズムを用いて為替取引における有効な売買ルールを獲得した．本手法は非劣解集合による多数決で取引のタイミングを予測するものである．従来の手法より高い利益が得られることを過去のデータを用いた実験で確認した．","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"6","bibliographic_titles":[{"bibliographic_title":"研究報告数理モデル化と問題解決（MPS）"}],"bibliographicPageStart":"1","bibliographicIssueDates":{"bibliographicIssueDate":"2016-12-05","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"26","bibliographicVolumeNumber":"2016-MPS-111"}]},"relation_version_is_last":true,"weko_creator_id":"11"},"created":"2025-01-19T00:45:59.145633+00:00","id":176331,"links":{}}