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Machine Learning and Bioinformatics 機器學習與生物資訊學

Machine Learning and Bioinformatics 機器學習與生物資訊學. Overlay data. Overlay data. Often even a data warehouse will not contain all the necessary data, and you may have to reach outside the organization to bring in data relevant to the problem

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Machine Learning and Bioinformatics 機器學習與生物資訊學

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  1. Machine Learning and Bioinformatics機器學習與生物資訊學 Machine Learning & Bioinformatics

  2. Overlay data Machine Learning and Bioinformatics

  3. Overlay data • Often even a data warehouse will not contain all the necessary data, and you may have to reach outside the organization to bring in data relevant to the problem • For example, weather data had to be obtained in the load forecasting, and demographic data is needed for marketing and sales applications • Sometimes called overlay data, this is not normally collected by an organization but is clearly relevant to the problem Machine Learning and Bioinformatics

  4. Could you think of any overlay data for stock prediction? Machine Learning and Bioinformatics

  5. What I thought of • Golden standard • Institutional investors • International stock markets / 國際股市 • 美股動態、新聞、即時資訊 - PChome股市 • 國際股市指數，最即時的全球股市報價 - Wantgoo玩股網 • Margin trading-long/short (融資/券) • 小百科 • 餘額統計 - 融資融券 - PChome股市 • TWSE 臺灣證券交易所 > 當日融券賣出與借券賣出成交量值 • Other markets • Exchange rate (between currency) / 匯率 • 匯率利率 • Gold price / 黃金價格 • 黃金價格 - 台灣地區即時黃金價格查詢 • Bond/債券 • 證券櫃檯買賣中心 • Special events • Exclude right/dividend (除權/息) • 除權除息 - 股市公告 - PChome股市 • Subscription/申購 • TWSE 臺灣證券交易所 > 公開申購公告 • Fundamental analysis / 基本分析 • Financial statements / 財報 • 根據證券交易法的規定，公開發行公司必須公告的財報有月報、季報、半年報以及年報 • 個別損益表 • 2330台積電 - 資產負債表 - 財務報表與新聞 - 個股資訊 - PChome股市 • 2330台積電 - 公司資料 - 基本資料 - 個股資訊 - PChome股市 Machine Learning and Bioinformatics

  6. Institutional investors • 三大法人 • foreign investment institution / foreign Investor / 外資 • investment trust / domestic institution / 投資信託基金 / 投信 • dealer / 證券自營商 • Net buy / 買超, net sell 賣超 • 買賣金額 - 三大法人 - PChome股市 • 三大法人進出行情 - WantGoo玩股網 • TWSE 臺灣證券交易所 > 三大法人買賣超日報 • Retail investors / 散戶 • 自然人(natural person)是一個專門法律術語，是法人的對稱，指能够享受權利和承擔義務的個人。自然人的概念比公民要廣泛，例如在我國所稱的自然人，既包括我國依法享受公民權的公民，也包括在我國領域內居住的外國人和無國籍人士。 • 法人(legal personality)也是一個專門的法律術語，是自然人的對稱，其具有民事權利能力和民事符為能力，依法獨立享有民事權利和承擔民事義務的單位。例如企業、公司、學校等。一般而言，法人應俱備以下四個條件；一是依法成立的；二是有必要的資金和經費；三是有自己的名稱、組織機構和場所；四是能够獨立承擔民事責任。具有以上條件的單位稱為法人。 Machine Learning and Bioinformatics

  7. Margin trading short / 融券 • 投資人向證券商借出股票賣出 • 融券交易為投資人看空股市時，先向券商借出股票(通常為融資抵押在融資融券機構的股票)賣出(券賣)，等到該融券個股市價下跌後，再以較少金額買回原股票(券買)，以賺取差價；相反的 一旦融券股票市價不如預期反而上漲，投資人的損失將更慘重(俗稱軋空) • 當沖 • 如果你作當日沖銷(當沖)，可以先融券賣出再以融資買回，或先融資買進再融券賣出，當天將相同數量的買賣單軋平結算盈虧 • 趨勢研判錯誤，或下錯單時，放空是反向操作的補救措施 • 費用 • 在現行法令規定必須先繳交賣出金額(價金)約九成做為保證金 • 融券賣出，要扣交易手續費 0.1425%，證券交易稅 0.3%，還要多付借券費 0.08% • 盈虧要到還券時結算，融券買入時需付交易手續費 0.1425% • 在開股東會或除權息之前，有一段時間不可以放空，融券者也必須強制補回 Machine Learning and Bioinformatics

  8. Exclude right/dividend (除權/息) • 因應發放股票股利或現增而向下調整股價就是除權，因應發放現金股利而向下調整股價就是除息 • 除息日申報參考價 = 前一交易日收盤價 －現金股利金額 • 除權參考價=前一交易日該股票收盤價／(1+配股率) • 除權又除息參考價=(前一交易日該股票收盤價－現金股利金額)／(1+配股率) • 投資人在除權除息基準日前後買進該公司的股票代價應該是一致的，不然大家一定早就知道怎樣是有利可圖而一窩蜂參與除權除息或是放棄除權除息了 • 除息後股價減少 • 因為參與除息的股東所領到的現金是直接從公司的淨值扣掉的，就像是本來有一盒巧克力一百元，裡面一共有十顆一樣大小的巧克力，你花一百元買來後馬上吃掉一顆，這時候這盒巧克力當然是只能賣九十元 • 同樣的道理，你花三萬元買了一張每股30元含息2元的股票，參與除息得到2000元後(就像你吃掉一顆巧克力)，股價就要跟著反應跌到28 • 除權後股價減少 • 除權只是把公司淨值中盈餘的一部份轉成股本的形式 • 假設一家公司是一盒披薩，股東一共有八個人且持股比例相等，換句話說每個人都擁有八分之一個披薩，後來有人提議把披薩切成十六片，因為每個人還是擁有八分之一的披薩，所以每個人就變成都擁有兩片比較小的披薩，後來一片的大小是原來的一半，當然價值也變成原來的一半了 Machine Learning and Bioinformatics

  9. Data aggregation • Another practical question when assembling the data is the degree of aggregation that is appropriate • When a dairy farmer decides which cows to sell, the milk production records—which an automatic milking machine records twice a day—must be aggregated • Similarly, raw telephone call data is of little use when telecommunications companies study their clients’ behavior: the data must be aggregated to the customer level • But do you want usage by month or by quarter, and for how many months or quarters in arrears? • Selecting the right type and level of aggregation is usually critical for success Machine Learning and Bioinformatics

  10. Some technical analysis indices • 技術分析學院 • 頭肩型態 • RSI (Relative Strength Indicator) / 相對強弱指標 • MACD (Moving Average Convergence-Divergence)* • PSY (Psychological Line) / 心理線指標 • %R/威廉R指標 • OBV (On Balance Volume) / 能量潮指標* • VR (Volume Ratio) / 成交量比率指標* • The wave principle / 波浪理論 • K線* • Resistance and Support / 壓力與支撐* Machine Learning and Bioinformatics

  11. Today’s exercise Machine Learning & Bioinformatics

  12. Overlay features Collect and implement more features that you feel right. Design your own select, feature, buy and sell programs. Upload and test them in our simulation system. Finally, commit your best version and send TA Jang a report before 23:59 11/12 (Mon). Machine Learning & Bioinformatics

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