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    政大機構典藏 > 商學院 > 資訊管理學系 > 學位論文 >  Item 140.119/99766
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/99766


    Title: 基於微服務架構之即時建模的程式交易系統
    Real-Time Modeling Program Trading System Based On Microservice Architecture
    Authors: 萬恩福
    Wan, En Fu
    Contributors: 劉文卿
    Liou, Wen Ching
    萬恩福
    Wan, En Fu
    Keywords: 程式交易
    即時建模
    適應性調整
    時間序列模型
    分散式運算
    集成方法
    Program Trading
    Real-Time Modeling
    Adaptation
    Time Series Model
    Distributed Computing
    Ensemble Method
    Date: 2016
    Issue Date: 2016-08-09 10:45:02 (UTC+8)
    Abstract: 本研究以預測台指期為例,透過時間序列作為預測模型,其貢獻在於以即時建模的方式,解決批次建模難以臨時調整模型之缺點,以分散式運算技術Storm,結合R之運算環境,在極短的時間內,平行建立大量單變數與多變數時間序列模型,改善以往建立模型時,為了找出較佳模型,所需反覆執行的建模過程,最後採取集成方法,將所有模型集結起來,以投票方式預測適應性訊號,並且透過適應性調整的機制,逐漸逼近最佳的預測準確度。
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    Description: 碩士
    國立政治大學
    資訊管理學系
    103356011
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0103356011
    Data Type: thesis
    Appears in Collections:[資訊管理學系] 學位論文

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