研究文章
汇率预测基于深度学习和NSGA-II模型
|
| 投资组合选择 |
欧元
美元 |
英镑
美元 |
澳元
美元 |
欧元
英镑 |
美元
计算机辅助设计 |
欧元
计算机辅助设计 |
英镑
计算机辅助设计 |
澳元
计算机辅助设计 |
欧元
澳元 |
英镑
澳元 |
|
| 1 |
0 |
0 |
3.75% |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 2 |
0 |
0 |
3.59% |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 3 |
0 |
0 |
3.36% |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 4 |
0 |
0 |
3.34% |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 5 |
0 |
0 |
3.25% |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 6 |
0 |
0 |
3.08% |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 7 |
0 |
0 |
2.85% |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 8 |
0 |
0 |
2.80% |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| 9 |
0 |
0 |
2.76% |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
|
| 投资组合选择 |
美元
日元 |
欧元
日元 |
英镑
日元 |
计算机辅助设计
日元 |
澳元
日元 |
美元
瑞士法郎 |
欧元
瑞士法郎 |
英镑
瑞士法郎 |
计算机辅助设计
瑞士法郎 |
澳元
瑞士法郎 |
|
| 1 |
5.15% |
0.01% |
0.28% |
78.50% |
0.52% |
3.63% |
0 |
0.87% |
1.85% |
0.20% |
| 2 |
6.32% |
0.07% |
0.28% |
69.01% |
0.73% |
3.77% |
0 |
1.26% |
1.65% |
0.25% |
| 3 |
7.66% |
0.18% |
0.25% |
54.07% |
4.75% |
3.93% |
0 |
1.87% |
1.34% |
0.32% |
| 4 |
7.82% |
0.19% |
0.25% |
52.90% |
4.68% |
3.95% |
0 |
1.92% |
1.31% |
0.33% |
| 5 |
7.31% |
0.21% |
0.27% |
49.77% |
0.97% |
4.05% |
0 |
2.08% |
1.22% |
0.33% |
| 6 |
6.70% |
0.26% |
0.25% |
39.07% |
1.04% |
4.20% |
0 |
2.53% |
0.96% |
0.36% |
| 7 |
11.79% |
0.41% |
0.25% |
27.71% |
1.26% |
4.34% |
0 |
2.97% |
0.84% |
0.48% |
| 8 |
11.04% |
0.41% |
0.24% |
22.68% |
5.27% |
4.38% |
0 |
3.27% |
0.67% |
0.48% |
| 9 |
12.13% |
0.44% |
0.26% |
22.63% |
1.33% |
4.43% |
0 |
3.18% |
0.73% |
0.50% |
|
| 投资组合选择 |
瑞士法郎
日元 |
美元
元 |
欧元
元 |
英镑
元 |
计算机辅助设计
元 |
澳元
元 |
日元
元 |
瑞士法郎
元 |
ER (X) |
SD (X) |
|
| 1 |
0.16% |
0 |
2.23% |
1.85% |
0.53% |
0.57% |
0 |
0 |
0.016146 |
0.009088 |
| 2 |
0.24% |
0 |
2.26% |
2.62% |
7.35% |
0.70% |
0 |
0 |
0.014967 |
0.008605 |
| 3 |
0.43% |
0 |
2.37% |
3.45% |
15.21% |
0.90% |
0 |
0 |
0.013532 |
0.008071 |
| 4 |
0.44% |
0 |
2.37% |
3.55% |
16.12% |
0.92% |
0 |
0 |
0.013375 |
0.008005 |
| 5 |
0.40% |
0 |
2.32% |
3.84% |
23.09% |
0.97% |
0 |
0 |
0.012356 |
0.007590 |
| 6 |
0.46% |
0 |
2.34% |
3.70% |
34.03% |
1.10% |
0 |
0 |
0.010708 |
0.006995 |
| 7 |
0.67% |
0 |
2.40% |
6.37% |
36.42% |
1.27% |
0 |
0 |
0.009864 |
0.006491 |
| 8 |
0.71% |
0 |
2.47% |
5.97% |
38.32% |
1.34% |
0 |
0 |
0.009543 |
0.006455 |
| 9 |
0.67% |
0 |
2.41% |
6.86% |
40.33% |
1.34% |
0 |
0 |
0.009190 |
0.006224 |
|
|
