{"metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00216562","sets":["1164:2735:10865:10866"]},"path":["10866"],"owner":"44499","recid":"216562","title":["Weighted Genetic Network Programmingを用いた外国為替証拠金取引戦略の構築"],"pubdate":{"attribute_name":"公開日","attribute_value":"2022-02-24"},"_buckets":{"deposit":"6c2ee3b3-46f2-4f66-91b8-2013919ff4ee"},"_deposit":{"id":"216562","pid":{"type":"depid","value":"216562","revision_id":0},"owners":[44499],"status":"published","created_by":44499},"item_title":"Weighted Genetic Network Programmingを用いた外国為替証拠金取引戦略の構築","author_link":["559076","559077"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Weighted Genetic Network Programmingを用いた外国為替証拠金取引戦略の構築"}]},"item_type_id":"4","publish_date":"2022-02-24","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"東京都市大学大学院総合理工学研究科情報専攻"},{"subitem_text_value":"東京都市大学大学院総合理工学研究科情報専攻"}]},"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/216562/files/IPSJ-MPS22137016.pdf","label":"IPSJ-MPS22137016.pdf"},"date":[{"dateType":"Available","dateValue":"2024-02-24"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-MPS22137016.pdf","filesize":[{"value":"857.2 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":"4ea75050-4217-423c-9f2c-8a232db81f1b","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2022 by the Information Processing Society of Japan"}]},"item_4_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_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":"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．特にテクニカル分析を用いた投資戦略に関する研究では，深層強化学習やニューラルネットワークなど売買戦略を構築することが盛んである．しかし，これらの手法で構築された売買戦略は解釈可能性を考慮したアルゴリズムではないため取引の解釈をすることができない．そのため，実際に取引を行った理由を分析することは困難である．そこで本研究では，進化計算手法の一つである Full Range Genetic Network Programming を改良した新しいアルゴリズムである Weighted Genetic Network Programming を提案し，テクニカル分析による外国為替取引における効率的かつ解釈可能な売買戦略の構築を目的とする．","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"2","bibliographic_titles":[{"bibliographic_title":"研究報告数理モデル化と問題解決（MPS）"}],"bibliographicPageStart":"1","bibliographicIssueDates":{"bibliographicIssueDate":"2022-02-24","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"16","bibliographicVolumeNumber":"2022-MPS-137"}]},"relation_version_is_last":true,"weko_creator_id":"44499"},"id":216562,"updated":"2025-01-19T15:48:17.372119+00:00","links":{},"created":"2025-01-19T01:17:06.396875+00:00"}