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    المؤلفون: 杨楠, 南琳, 张丁一, 库涛

    المصدر: 杨楠,南琳,张丁一,等. 基于深度学习的图像描述研究[J]. 红外与激光工程,2018,47(2):18-25.

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    Dissertation/ Thesis

    المؤلفون: 陳思奇, Chen, Si-Qi

    المساهمون: 廖四郎, Liao, Szu-Lang

    وصف الملف: 1180088 bytes; application/pdf

    Relation: [1] Chen, K., Zhou, Y., & Dai, F. (2015, October). A LSTM-based method for stock returns prediction: A case study of China stock market. In 2015 IEEE international conference on big data (big data) (pp. 2823-2824). IEEE.\n[2] Dunis, C. L., & Huang, X. (2002). Forecasting and trading currency volatility: An application of recurrent neural regression and model combination. Journal of forecasting, 21(5), 317-354.\n[3] Dunis, C. L., Laws, J., & Sermpinis, G. (2011). Higher order and recurrent neural architectures for trading the EUR/USD exchange rate. Quantitative Finance, 11(4), 615-629.\n[4] Guresen, E., Kayakutlu, G., & Daim, T. U. (2011). Using artificial neural network models in stock market index prediction. Expert Systems with Applications, 38(8), 10389-10397.\n[5] Gao, S. E., Lin, B. S., & Wang, C. M. (2018, December). Share price trend prediction using CRNN with LSTM structure. In 2018 International Symposium on Computer, Consumer and Control (IS3C) (pp. 10-13). IEEE.\n[6] Takeuchi, L., & Lee, Y. Y. A. (2013). Applying deep learning to enhance momentum trading strategies in stocks. In Technical Report. Stanford University.\n[7] Tino, P., Schittenkopf, C., & Dorffner, G. (2001). Financial volatility trading using recurrent neural networks. IEEE Transactions on Neural Networks, 12(4), 865-874.\n[8] Yu, S. S., Chu, S. W., Chan, Y. K., & Wang, C. M. (2019). Share Price Trend Prediction Using CRNN with LSTM Structure. Smart Science, 7(3), 189-197.\n[9] 賴嘉蔚,(2018)。卷積神經網絡預測時間序列能力分析。國立政治大學金融學研究所碩士論文,台北市。取自https://hdl.handle.net/11296/y25ux2; G0107352041; https://nccur.lib.nccu.edu.tw//handle/140.119/131512; https://nccur.lib.nccu.edu.tw/bitstream/140.119/131512/1/204101.pdf