Predicting Bitcoin price trends is necessary because they represent the overall trend of the cryptocurrency market.As the history of the Bitcoin market is short and price volatility is high,studies have been conducted...Predicting Bitcoin price trends is necessary because they represent the overall trend of the cryptocurrency market.As the history of the Bitcoin market is short and price volatility is high,studies have been conducted on the factors affecting changes in Bitcoin prices.Experiments have been conducted to predict Bitcoin prices using Twitter content.However,the amount of data was limited,and prices were predicted for only a short period(less than two years).In this study,data from Reddit and LexisNexis,covering a period of more than four years,were collected.These data were utilized to estimate and compare the performance of the six machine learning techniques by adding technical and sentiment indicators to the price data along with the volume of posts.An accuracy of 90.57%and an area under the receiver operating characteristic curve value(AUC)of 97.48%were obtained using the extreme gradient boosting(XGBoost).It was shown that the use of both sentiment index using valence aware dictionary and sentiment reasoner(VADER)and 11 technical indicators utilizing moving average,relative strength index(RSI),stochastic oscillators in predicting Bitcoin price trends can produce significant results.Thus,the input features used in the paper can be applied on Bitcoin price prediction.Furthermore,this approach allows investors to make better decisions regarding Bitcoin-related investments.展开更多
The situation of the four major kinds of price in 2004-residents' con sumption price, price of production means, interest rate, foreign exchange rate-became main concern from the domestic and international per... The situation of the four major kinds of price in 2004-residents' con sumption price, price of production means, interest rate, foreign exchange rate-became main concern from the domestic and international personages. By reviewing the market price in 2004, and analyzing the current price variables, we will easily find the prospects of Chinese economy and people's life in 2005.……展开更多
由于数据定价对促进企业数字化转型、构建数据要素市场和促进经济可持续发展具有重要意义,因此借助CiteSpace文献计量分析软件,以中国知网、Web of Science数据库中相关研究文献为数据源,聚焦数据定价研究的主题演变、趋势、时代背景,对...由于数据定价对促进企业数字化转型、构建数据要素市场和促进经济可持续发展具有重要意义,因此借助CiteSpace文献计量分析软件,以中国知网、Web of Science数据库中相关研究文献为数据源,聚焦数据定价研究的主题演变、趋势、时代背景,对1993—2022年国内外数据定价权威文献进行计量分析。研究发现,1993—2022年国内外数据定价的研究整体呈波动上升趋势,近3年热度明显;研究模式国外多为合作共享研究而国内多为独立研究,均缺乏研究机构与数据供应商的合作研究;研究内容国内侧重于数据定价的成本效益、公平交易、隐私权属等,国外则侧重于数据定价的隐私安全与保护、人工智能算法、客户服务质量等,均与信息技术的发展密切相关;未来,数据定价研究将进一步立足“双碳”背景,结合环境、社会和公司治理(Environmental,Social and Governance,ESG)投资理念,布局和拓展新视角。展开更多
有效而准确的预测商品混凝土价格变动趋势,对各类建筑的施工规划具有重要意义。相比其他预测模型,随机森林模型具有更高的预测精度。然而不同的数据结构都有其独特之处,针对特定数据结构进行模型优化,有助于提高算法在特定数据上的处理...有效而准确的预测商品混凝土价格变动趋势,对各类建筑的施工规划具有重要意义。相比其他预测模型,随机森林模型具有更高的预测精度。然而不同的数据结构都有其独特之处,针对特定数据结构进行模型优化,有助于提高算法在特定数据上的处理性能。我们针对时间序列分类(TSC:Time Series Classification)的特征提出一种改进随机森林算法。首先将随机森林创建训练子集时的随机抽样调整为倾斜抽样,然后将决策树分裂时的随机特征向量抽样调整为分层抽样,最后以加权投票取代平均投票。实证结果表明相比原始随机森林算法,改进模型具有明显优势,对商品混凝土价格变动的预测准确率达98.4%,预测精度、召回率和F1评分分别为:98.7%,98.2%,98.4%,可以实现了商品混凝土价格变动趋势的精准预测。展开更多
Predicting stock price movement direction is a challenging problem influenced by different factors and capricious events. The conventional stock price prediction machine learning models heavily rely on the internal fi...Predicting stock price movement direction is a challenging problem influenced by different factors and capricious events. The conventional stock price prediction machine learning models heavily rely on the internal financial features, especially the stock price history. However, there are many outside-of-company features that deeply interact with the companies’ stock price performance, especially during the COVID period. In this study, we selected 9 COVID vaccine companies and collected their relevant features over the past 20 months. We added handcrafted external information, including COVID-related statistics and company-specific vaccine progress information. We implemented, evaluated, and compared several machine learning models, including Multilayer Perceptron Neural Networks with logistic regression and decision trees with boosting and bagging algorithms. The results suggest that the application of feature engineering and data mining techniques can effectively enhance the performance of models predicting stock price movement during the COVID period. The results show that COVID-related handcrafted features help to increase the model prediction accuracy by 7.3% and AUROC by 6.5% on average. Further exploration showed that with data selection the decision tree model with gradient, boosting algorithm achieved 70% in AUROC and 66% in the accuracy.展开更多
2015.5 Recent price movement After trending higher from midMarch through the end of April,values for NY futures and the A Index turned lower in May.Chinese prices have been stable,while Indian and Pakistani prices inc...2015.5 Recent price movement After trending higher from midMarch through the end of April,values for NY futures and the A Index turned lower in May.Chinese prices have been stable,while Indian and Pakistani prices increased.Prices for the nearby July contract(NY futures)met resistance near 68 cents/展开更多
基金This study was supported by a National Research Foundation of Korea(NRF)(http://nrf.re.kr/eng/index)grant funded by the Korean government(NRF-2020R1A2C1014957).
文摘Predicting Bitcoin price trends is necessary because they represent the overall trend of the cryptocurrency market.As the history of the Bitcoin market is short and price volatility is high,studies have been conducted on the factors affecting changes in Bitcoin prices.Experiments have been conducted to predict Bitcoin prices using Twitter content.However,the amount of data was limited,and prices were predicted for only a short period(less than two years).In this study,data from Reddit and LexisNexis,covering a period of more than four years,were collected.These data were utilized to estimate and compare the performance of the six machine learning techniques by adding technical and sentiment indicators to the price data along with the volume of posts.An accuracy of 90.57%and an area under the receiver operating characteristic curve value(AUC)of 97.48%were obtained using the extreme gradient boosting(XGBoost).It was shown that the use of both sentiment index using valence aware dictionary and sentiment reasoner(VADER)and 11 technical indicators utilizing moving average,relative strength index(RSI),stochastic oscillators in predicting Bitcoin price trends can produce significant results.Thus,the input features used in the paper can be applied on Bitcoin price prediction.Furthermore,this approach allows investors to make better decisions regarding Bitcoin-related investments.
文摘 The situation of the four major kinds of price in 2004-residents' con sumption price, price of production means, interest rate, foreign exchange rate-became main concern from the domestic and international personages. By reviewing the market price in 2004, and analyzing the current price variables, we will easily find the prospects of Chinese economy and people's life in 2005.……
文摘由于数据定价对促进企业数字化转型、构建数据要素市场和促进经济可持续发展具有重要意义,因此借助CiteSpace文献计量分析软件,以中国知网、Web of Science数据库中相关研究文献为数据源,聚焦数据定价研究的主题演变、趋势、时代背景,对1993—2022年国内外数据定价权威文献进行计量分析。研究发现,1993—2022年国内外数据定价的研究整体呈波动上升趋势,近3年热度明显;研究模式国外多为合作共享研究而国内多为独立研究,均缺乏研究机构与数据供应商的合作研究;研究内容国内侧重于数据定价的成本效益、公平交易、隐私权属等,国外则侧重于数据定价的隐私安全与保护、人工智能算法、客户服务质量等,均与信息技术的发展密切相关;未来,数据定价研究将进一步立足“双碳”背景,结合环境、社会和公司治理(Environmental,Social and Governance,ESG)投资理念,布局和拓展新视角。
文摘有效而准确的预测商品混凝土价格变动趋势,对各类建筑的施工规划具有重要意义。相比其他预测模型,随机森林模型具有更高的预测精度。然而不同的数据结构都有其独特之处,针对特定数据结构进行模型优化,有助于提高算法在特定数据上的处理性能。我们针对时间序列分类(TSC:Time Series Classification)的特征提出一种改进随机森林算法。首先将随机森林创建训练子集时的随机抽样调整为倾斜抽样,然后将决策树分裂时的随机特征向量抽样调整为分层抽样,最后以加权投票取代平均投票。实证结果表明相比原始随机森林算法,改进模型具有明显优势,对商品混凝土价格变动的预测准确率达98.4%,预测精度、召回率和F1评分分别为:98.7%,98.2%,98.4%,可以实现了商品混凝土价格变动趋势的精准预测。
文摘Predicting stock price movement direction is a challenging problem influenced by different factors and capricious events. The conventional stock price prediction machine learning models heavily rely on the internal financial features, especially the stock price history. However, there are many outside-of-company features that deeply interact with the companies’ stock price performance, especially during the COVID period. In this study, we selected 9 COVID vaccine companies and collected their relevant features over the past 20 months. We added handcrafted external information, including COVID-related statistics and company-specific vaccine progress information. We implemented, evaluated, and compared several machine learning models, including Multilayer Perceptron Neural Networks with logistic regression and decision trees with boosting and bagging algorithms. The results suggest that the application of feature engineering and data mining techniques can effectively enhance the performance of models predicting stock price movement during the COVID period. The results show that COVID-related handcrafted features help to increase the model prediction accuracy by 7.3% and AUROC by 6.5% on average. Further exploration showed that with data selection the decision tree model with gradient, boosting algorithm achieved 70% in AUROC and 66% in the accuracy.
文摘2015.5 Recent price movement After trending higher from midMarch through the end of April,values for NY futures and the A Index turned lower in May.Chinese prices have been stable,while Indian and Pakistani prices increased.Prices for the nearby July contract(NY futures)met resistance near 68 cents/