최소 단어 이상 선택하여야 합니다.
최대 10 단어까지만 선택 가능합니다.
다음과 같은 기능을 한번의 로그인으로 사용 할 수 있습니다.
NTIS 바로가기한국정보통신학회논문지 = Journal of the Korea Institute of Information and Communication Engineering, v.26 no.4, 2022년, pp.503 - 509
여태건우 (Web Programming, Korea Digital Media High School) , 유도희 (Web Programming, Korea Digital Media High School) , 남정원 (Web Programming, Korea Digital Media High School) , 오하영 (College of Computing & Informatics, Sungkyunkwan University)
The purpose of this study is to set the rate of change between the market price of the next day and the previous day to be predicted as the predicted value, and the market price for each section is generated by dividing the stock price ranking of the next day to be predicted at regular intervals, wh...
B. Li and S. Kim "LSTM artificial neural network prediction of stock prices in China," Journal of Northeast Asian Studies, vol. 32, no. 2, pp. 61-84, 2020.
S. Selvin, R. Vinayakumar, E. A. Gopalakrishnan, V. K. Menon and K. P. Soman, "Stock price prediction using LSTM, RNN and CNN-sliding window model," in International Conference on Advances in Computing, Communications and Informatics (ICACCI), Udupi, pp. 1643-1647, 2017.
X. Zhou, Z. Pan, G. Hu, S. Tang, and C. Zhao, "Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets," Mathematical Problems in Engineering, pp. 1-11, Apr. 2018.
J. Lee, R. Kim, Y. Koh, and J. Kang, "Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network," IEEE Access, vol. 7, pp. 167260-167277, Nov. 2019.
W. Bao, J. Yue, and Y. Rao, "A deep learning framework for financial time series using stacked autoencoders and long-short term memory," PloS one, vol. 12, no. 7, p. e0180944, Jul. 2017.
Github/YouTube of Author-https://youtu.be/y8CM_OsbpVg, https://github.com/doch2/AE-DNN-model-data, https://github.com/ytgw0/AE_dnn-and-DNN_experiment, https://youtu.be/fBZ8UDx8VZY
*원문 PDF 파일 및 링크정보가 존재하지 않을 경우 KISTI DDS 시스템에서 제공하는 원문복사서비스를 사용할 수 있습니다.
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