1,720,962 research outputs found
Using Reinforcement Learning to Improve a Simple Intra-day Trading System of Taiwan Stock Index Future
No full text本論文應用增強式學習法中的Q-learning於改善一個簡易的臺灣股價指數期貨當沖交易系統，使用歷史資料模擬原本策略的績效，以及訓練與檢測改善後的績效。究標的為臺灣股價指數期貨(以下簡稱臺股期貨)，訓練資料為2003年到2007年每個交易日的每筆成交資訊，檢測期間為2008年1月到2009年5月。改善的策略為一作順勢交易的通道突破系統，增強式學習法的訓練結果用以判斷每次交易是否該改作逆勢交易，以期取得較大的獲利機會。This thesis applied Q-learning algorithm of reinforcement learning to improve a simple intra-day trading system of Taiwan stock index future. We simulate the performance of the original strategy by back-testing it with historical data. Furthermore, we use historical information as training data for reinforcement learning and examine the improved achievement. The training data are the tick data of every trading day from 2003 to 2007 and the testing period is from January 2008 to May 2009. The original strategy is a trend-following channel breakout system. We take the result of reinforcement learning to determine whether to do trend following or countertrend trading every time the system plans to make position.口試委員會審定書 i謝 ii要 iiibstract iv一章 緒論 1-1簡介 1-2論文架構 1二章 背景知識 2-1臺灣股價指數期貨 (Taiwan Stock Index Future) 2-2當日沖銷 (Intra-day Trading) 2-3 Ｋ線 (Candlestick) 3-4機器學習與人工智慧 (Machine Learning and AI) 3-5增強式學習法 (Reinforcement Learning) 4-6 Q-learning 5三章 研究設計 6-1研究背景 6-2研究目的 6-3研究方法 7-3-1假設 7-3-2資料來源 7-3-3學習方法 7-3-4系統實作 8四章 實驗結果 9-1 方法一 9-2 方法二 11-3 方法三 13五章 數據分析及結論 15-1 數據分析 15-1-1方法一 15-1-2方法二 15-1-3方法三 16-2結論 16-3未來展望 16考文獻 1
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
[[alternative]]The determinants of regular exercise behavior of junior high school student
No full text[[abstract]]The main purpose of this study was to investigate the relationship between the regular exercise of high sxhool students and its consequence factors. By using a stratified cluster sampling method, 368 of valid samples were collected with a self-administrated questionaire. Described statistics , One-way ANOVA,Scheffe post hoc tests, chi-square test , Point-biserial correlation, Hotelling T2 Test and Logistic Regression were used to analyze the data.
The results indicated that (1) 21.5% of subjects did regular exercise, the main types of exercise done by the students were bicycle riding, basketball playing, badminton playing, running and ladder-climing.(2) the subjects had six home exercise equipment and three emvironmental facilities of exercise. (3)the subjects in personsl background factor , male, particpated in exercise team and perceived health status students who did regular exercise behavior had higher percentage than female, who did not particpate in sport team or perceived general health status ; in the subjects had more home sport equipment the higher percentage students who dej the regular exercise. (4) the subjects sprot benefits and sport enjoyment in higher level , tend to middle self-efficacy for exercise , the exercise social support was in middle level ,the support from friends who exercise together and the support from family and teachers was in verbal; perceived barrier for exercise was in lower score, persented that the majority subjects did not agree the barrier for exercise in the questionaire. (5) the subjects perceived regular exercise behavior, the higher exercise benefits and exercise enjoyment, self-efficacy for exercise and the exercise social support from family, friends and less barrier for exercise who had more regular exercise behavior, perceived exercise enjoyment and self-efficacy for exercise impact the most. (6) Sex, sport team, exercise social surport from family , sport enjoyment were signigicant predictors of regular exercise behavior of regular exercise behavior, of them , sex was the most important predictor of regular exercise behavior.
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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