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    政大機構典藏 > 商學院 > 資訊管理學系 > 學位論文 >  Item 140.119/70261
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/70261


    Title: 以大量平行運算為基礎的策略挑選與期貨模擬交易平台
    Authors: 戴睿
    Contributors: 劉文卿
    戴睿
    Keywords: 平行運算
    JMX
    JMS
    JBoss
    Date: 2013
    Issue Date: 2014-10-01 13:32:17 (UTC+8)
    Abstract: 策略交易係指運用可量化的分析方法(如技術分析),完全沒有主觀判斷進行的投資行為。然而對一般投資者而言,眾多的技術指標複雜程度遠超過人腦所能負擔,且進行策略交易必須具備相當充足的金融市場相關知識與程式撰寫能力。本研究為降低投資者進入策略交易領域的門檻,實作一投資平台能同時滿足眾多的技術指標計算、在多人使用的環境,使用支撐向量機協助使用者產生投資策略,其結合雲端運算可隨機擴充的分散式資料庫管理系統(HBase) 、具高度伸縮性的應用程式管理架構(JMX) 及訊息交換中介軟體(JMS),並使用企業級伺服器管理平台(JBoss)實現該投資平台平行運算節點的佈署與相關管理策略。
    Reference: 英文部分
    1. George, L(2011), HBase: The Definitive Guide. O’Reilly Media, Inc, pp. 5–13.
    4. J. Steven Perry(2002), Java Management Extensions. O’Reilly Media, Inc, pp. 8–10.
    5. Ben G. Sullins, Mark B. Whipple(2003), JMX in Action. Manning Publications Co, pp. 8–11.
    6. Francesco Marchioni(2011), JBoss AS 7 Configuration, Deployment, and Administration. Packt Publishing Ltd, pp. 117–131.
    7. Thomas Rauber, Gudula R¨unger(2007), Parallel Programming:For Multicore and Cluster Systems, Springer-Verlag Berlin Heidelberg, pp. 21–23.
    8. Wikipedia(2013), “Flynn`s_taxonomy”, Retrieved from http://en.wikipedia.org/wiki/Flynn`s_taxonomy.
    9. JBoss(2012), ”JBoss 7.1 Admin Guide(2012).” Retrieved from https://docs.jboss.org/author/display/AS71/Admin+Guide .
    10. Mark Richards, Richard Monson-Haefel & David A. Chappell(2009), Java Message Service. O’Reilly Media, Inc, pp. 9–10.
    11. Lo. Alfred, Bloor Chris, Choi. Y K(2000). Internet Research10. 2: 160-169.
    12. Amza, C. (1996), Shared memory computing on networks of workstations, IEEE Computer.
    13. J. Gantz and D. Reinsel(2010). The Digital Universe Decade - Are You Ready? Technical report, EMC Corporation.
    14. A. Greenberg, J. Hamilton, D. Maltz, and P. Patel(2009). TheCost of a Cloud: Research Problems in Data Center Networks. ACM SIGCOMM CCR.
    15. Pardo, Robert(2008), The Evaluation and Optimization of Trading Strategies. John Wiley & Sons, Inc.
    16. James Chin, Zikai Wang(2011), HBase: A Comprehensive Introduction. Retrieved from http://cs.brown.edu/courses/cs227/archives/2011/slides/mar14-hbase.pdf
    17. Aronson, David R(2006)., Evidence-based Technical Analysis. John Wiley & Sons Inc
    18. Ian Thomas Varley,(2009), No Relation: The Mixed Blessings of Non-Relational Databases, Master`s Thesis, University of Texas
    19. William H., Teukolsky, Saul A., Vetterling, William T., Flannery, B. P. (2007), . Numerical Recipes: The Art of Scientific Computing (3rd ed.), New York: Cambridge University Press
    20. Martin Law(2011), A Simple Introduction to Support Vector Machines, Department of Computer Science and Engineering Michigan State University
    21. H. Shen and F. Pétrot,(2011), Using Amdahl`s Law for Performance Analysis of Many-Core SoC Architectures Based on Functionally Asymmetric Processors, in Proc. ARCS, 2011, pp.38-49.
    22. Robert D.Edwards, John Magee, W.H.C.Bassetti (2007), Technical Analysis of Stock Trends(9th Edition), Taylor & Francis Group, LLC


    中文部分
    1. 黃柏翰(2012) ,基於Hadoop雲端運算架構建立策略交易與回測模擬平台,國立政治大學資 訊管理學系碩士學位論文。
    2. 楊雅菱(2011),基於雲端環境與服務導向架構之交易策略評估平台框架,國立政治大學資 訊管理學系碩士學位論文。
    3. 姜林杰祐(2009),程式交易:觀念,方法,技術與解決方案,新陸書局。
    4. 曾永政(2012),期貨程式交易SOP,聚財資訊:p13-p19。
    5. 胡翠峰(2004),模糊相關與支援向量學習應用在文件多重分類之研究,義守大學資訊管理碩士論文。
    Description: 碩士
    國立政治大學
    資訊管理研究所
    100356025
    102
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G1003560251
    Data Type: thesis
    Appears in Collections:[資訊管理學系] 學位論文

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