{"updated":"2025-01-20T05:24:19.996336+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00177687","sets":["1164:4402:9103:9104"]},"path":["9104"],"owner":"11","recid":"177687","title":["過去の変動に対する類似検索を用いた短時間USD/JPY為替レート予測"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-02-24"},"_buckets":{"deposit":"00748c97-04cc-41e3-8e0b-18d261833241"},"_deposit":{"id":"177687","pid":{"type":"depid","value":"177687","revision_id":0},"owners":[11],"status":"published","created_by":11},"item_title":"過去の変動に対する類似検索を用いた短時間USD/JPY為替レート予測","author_link":["377825","377823","377824"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"過去の変動に対する類似検索を用いた短時間USD/JPY為替レート予測"}]},"item_type_id":"4","publish_date":"2017-02-24","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"青山学院大学理工学部"},{"subitem_text_value":"青山学院大学理工学部"},{"subitem_text_value":"青山学院大学理工学部"}]},"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/177687/files/IPSJ-ICS17186001.pdf","label":"IPSJ-ICS17186001.pdf"},"date":[{"dateType":"Available","dateValue":"2019-02-24"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-ICS17186001.pdf","filesize":[{"value":"2.2 MB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"660","billingrole":"5"},{"tax":["include_tax"],"price":"330","billingrole":"6"},{"tax":["include_tax"],"price":"0","billingrole":"25"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"35b7ea88-165c-4393-b0b5-49d95d1b33fc","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2017 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"梅本, 晴弥"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"豊田, 哲也"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"大原, 剛三"}],"nameIdentifiers":[{}]}]},"item_4_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11135936","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":"2188-885X","subitem_source_identifier_type":"ISSN"}]},"item_4_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"世界最大の金融市場である外国為替において，その為替レートの予測を行う研究は以前より行われてきた．近年ではデイトレードと呼ばれる短期的な取引を繰り返す手法の認知度も高くなり，インターネットやスマートフォンの普及により趣味としてデイトレードを行う投資家も増えている．一方で，短期的な外国為替レートの予測を行う研究はまだ少ない．そこで本稿では，短期的な外国為替レートを対象に，閾値による検索範囲の最適化と予測回避を伴う為替レート予測手法を提案する．比較手法として線形回帰，多層パーセプトロンを用い，予測値の誤差，騰落予測性，平均利益の 3 つの観点から提案手法を評価する．また，各手法を用いた擬似トレードを行い，実際に取引を行った場合どれくらいの利益が出るか評価をする．","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"7","bibliographic_titles":[{"bibliographic_title":"研究報告知能システム（ICS）"}],"bibliographicPageStart":"1","bibliographicIssueDates":{"bibliographicIssueDate":"2017-02-24","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicVolumeNumber":"2017-ICS-186"}]},"relation_version_is_last":true,"weko_creator_id":"11"},"created":"2025-01-19T00:47:09.383996+00:00","id":177687,"links":{}}