{"created":"2025-01-19T01:15:30.512094+00:00","updated":"2025-01-19T16:30:24.662113+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00214706","sets":["6504:10735:10805"]},"path":["10805"],"owner":"44499","recid":"214706","title":["Restricted Genetic Network Programmingによるリスク回避型外国為替取引戦略の構築"],"pubdate":{"attribute_name":"公開日","attribute_value":"2021-03-04"},"_buckets":{"deposit":"c8f19ba6-45d6-48b8-87ae-2c474b74a7fd"},"_deposit":{"id":"214706","pid":{"type":"depid","value":"214706","revision_id":0},"owners":[44499],"status":"published","created_by":44499},"item_title":"Restricted Genetic Network Programmingによるリスク回避型外国為替取引戦略の構築","author_link":["551966","551965"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Restricted Genetic Network Programmingによるリスク回避型外国為替取引戦略の構築"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"ソフトウェア科学・工学","subitem_subject_scheme":"Other"}]},"item_type_id":"22","publish_date":"2021-03-04","item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_22_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"東京都市大"},{"subitem_text_value":"東京都市大"}]},"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/214706/files/IPSJ-Z83-4J-04.pdf","label":"IPSJ-Z83-4J-04.pdf"},"date":[{"dateType":"Available","dateValue":"2021-12-28"}],"format":"application/pdf","filename":"IPSJ-Z83-4J-04.pdf","filesize":[{"value":"410.0 kB"}],"mimetype":"application/pdf","accessrole":"open_date","version_id":"8384bbf9-ab63-4cba-90fe-2981d742caef","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2021 by the Information Processing Society of Japan"}]},"item_22_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"内田, 純平"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"穴田, 一"}],"nameIdentifiers":[{}]}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_5794","resourcetype":"conference paper"}]},"item_22_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00349328","subitem_source_identifier_type":"NCID"}]},"item_22_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"近年,テクニカル分析を用いた株式売買や外国為替取引に関する研究が精力的に行われている. テクニカル分析を用いた投資戦略に関する研究では, 相場のトレンドや転換点を判断するテクニカル指標を組み合わせることにより売買戦略を構築している.しかし, テクニカル指標のシグナルのみを信頼して取引を行っても利益を大きく上げることは難しい.そこで本研究では, テクニカル指標による売買シグナルの強さを定義し, 売買シグナルの強弱を判断基準とすることで安定して利益を生み出す, Restricted Genetic Network Programmingによる外国為替取引におけるリスク回避型売買戦略の構築を目的とする.","subitem_description_type":"Other"}]},"item_22_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"194","bibliographic_titles":[{"bibliographic_title":"第83回全国大会講演論文集"}],"bibliographicPageStart":"193","bibliographicIssueDates":{"bibliographicIssueDate":"2021-03-04","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicVolumeNumber":"2021"}]},"relation_version_is_last":true,"weko_creator_id":"44499"},"id":214706,"links":{}}