{"id":226666,"updated":"2025-01-19T12:26:28.580096+00:00","links":{},"created":"2025-01-19T01:25:59.862845+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00226666","sets":["1164:5352:11207:11307"]},"path":["11307"],"owner":"44499","recid":"226666","title":["外国為替始値予測のためのEfficientNetとLSTMを連結したモデルの検討"],"pubdate":{"attribute_name":"公開日","attribute_value":"2023-06-22"},"_buckets":{"deposit":"10f4a6cc-3ebf-4230-a475-afab05ea7631"},"_deposit":{"id":"226666","pid":{"type":"depid","value":"226666","revision_id":0},"owners":[44499],"status":"published","created_by":44499},"item_title":"外国為替始値予測のためのEfficientNetとLSTMを連結したモデルの検討","author_link":["602377","602378"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"外国為替始値予測のためのEfficientNetとLSTMを連結したモデルの検討"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"数理モデル化と問題解決1","subitem_subject_scheme":"Other"}]},"item_type_id":"4","publish_date":"2023-06-22","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"大阪教育大学"},{"subitem_text_value":"大阪教育大学"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Osaka Kyoiku University","subitem_text_language":"en"},{"subitem_text_value":"Osaka Kyoiku University","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/226666/files/IPSJ-BIO23074011.pdf","label":"IPSJ-BIO23074011.pdf"},"date":[{"dateType":"Available","dateValue":"2025-06-22"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-BIO23074011.pdf","filesize":[{"value":"1.5 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":"41"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"bc91af15-aea7-40a4-a544-e19f9406f8b1","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2023 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"友光, 祐輔"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"望月, 久稔"}],"nameIdentifiers":[{}]}]},"item_4_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA12055912","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":"2188-8590","subitem_source_identifier_type":"ISSN"}]},"item_4_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"為替予測は，企業や投資家などにとって重要な課題である．適切な為替予測を行うことで，リスクを最小限に抑えたトレード戦略や効果的な外国為替ヘッジが可能となり，近年では，深層学習などを用いた研究も進んでいる．本研究では，外国為替取引における始値予測の精度向上を目的とする．時系列順に並ぶデータ間には相関があると考え，隣接する特徴量の演算が可能なCNNの一つであるEfficientNetと，時系列データの演算に特化したRNNの一つであるLSTMの二つを順に連結したモデルを提案する．モデルに適したデータを用いるために，時間情報とテクニカル分析指標を特徴量とするデータを定義する．また，EfficientNetの層数に着目し，モデルサイズを縮小することで従来のEfficientNetより精度の高いモデルを検討する．ResNetなどの深層モデルや，CNNとLSTMの連結モデルなどとR2やRMSE，MAEを用いて比較し評価する．最後に，畳み込み層の増加に伴う予測への影響を考察する．","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"6","bibliographic_titles":[{"bibliographic_title":"研究報告バイオ情報学（BIO）"}],"bibliographicPageStart":"1","bibliographicIssueDates":{"bibliographicIssueDate":"2023-06-22","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"11","bibliographicVolumeNumber":"2023-BIO-74"}]},"relation_version_is_last":true,"weko_creator_id":"44499"}}