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論文名稱 Title |
基於量子神經網路之股票預測及量子退火之工作排程 Finance Prediction and Job Shop-scheduling Based on Quantum Neural Network and Quantum Annealing |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
53 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2023-08-30 |
繳交日期 Date of Submission |
2023-11-13 |
關鍵字 Keywords |
量子運算、量子退火、股票預測、零工式排程問題、神經網路、二次無約束二最佳化 Quantum Computing, Quantum Annealing, Stock Prediction, Job Shop scheduling problem, Neural Network, QUBO |
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統計 Statistics |
本論文已被瀏覽 173 次,被下載 0 次 The thesis/dissertation has been browsed 173 times, has been downloaded 0 times. |
中文摘要 |
近年來量子計算可為非常熱門的研究議題,以往傳統電腦面對NP-hard的問題通常需要非常大量的時間來運算,而量子計算所擁有的平行能力鄭是非常好的解決方法。本論文針對基於量子神經網路融合演算法的方式來預測股票價格,及基於量子退火QUBO二次無約束二最佳化進行零工式工作排程,預測方面在Adaptive MCT-z Quantum Neural Network Model (AQNNM) 中利用 MCT閘門和Pauli-Z閘門,並利用Apple Inc. (AAPL), Google Inc. (GOOGL) and Microsoft Inc. (MSFT)等6種股票來驗證神經網路架構的精準度,本論文將誤差降至最低0.019 (MAE)。而工作排程方面,利用量子穿隧效應,讓我們更容易找到全域最佳解,量子退火主要由D’ Wave的量子退火機最為著名,其量子退火機須將問題轉換為二次無約束二元最佳化 (QUBO)才能映射到退火機上,本論文利用FT06及LA資料集來檢測量子退火的排程效果,在大多數資料集下都可達成100%的排程效率,最低也有93.4%的排程效率,對於大多數的排程都能有效的提供最佳化的方案。 |
Abstract |
Quantum computing emerged as an advanced research issue for information technology in the last few decades since classical computer spends too much time to solve an NP-hard problem. Quantum computing has parallel ability that is the best approach to solve high dimensional and complex problems. This thesis uses an MCT-z quantum neural network and a quantum annealing to predict the stock trend and to do job scheduling separately. The quantum neural network model (QNNM) is adopted for market trend prediction and to increase the accuracy by using the MCT gate and Pauli-Z gate. The stock data from Apple Inc. (AAPL), Google Inc. (GOOGL) and Microsoft Inc. (MSFT) are used for training and testing. Experimental results show that the error is down to 0.019 (MAE). In the job shop-scheduling problem, a quantum annealing method based on D’ Wave that is the most famous annealing machine for quantum computing is proposed. Since the annealing machine is used, it needs to transfer the problem to quadratic unconstrained binary optimization. FT06 and LA datasets are used to test the performance. Experimental results show that it can achieve 100% schedule score for most datasets, that means, the system can reduce the makespan significantly. |
目次 Table of Contents |
Contents Validation Letter i 摘 要 ii Abstract iii Contents iv Chapter 1 Introduction 1 1.1、 Overview of this thesis 2 1.2、 Contributions 2 Chapter 2 Literature Review 3 2.1、 Financial Prediction 3 2.2、 Job Shop Scheduling Problem 9 Chapter 3 The Proposed Method 12 3.1、 Definition 12 3.2、 Finance Prediction Model 14 3.3、 Job Shop-Scheduling Model 24 Chapter 4 Experiments 32 4.1、 Financial Prediction 33 4.1.1、 Analysis 34 4.1.2、 Experimental Results 36 4.2、 Job Shop-scheduling Problem 37 Chapter 5 Conclusions 41 References 42 |
參考文獻 References |
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