Browsing by Author "Huang, Chien-Hua"

Now showing 1 - 4 of 4

Applying market profile theory to forecast Taiwan Index Futures market
(2014-08-01)
Chen, Chiu-Chin
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Kuo, Yi-Chun
;
Huang, Chien-Hua
;
Chen, An-Pin
;
資訊管理與財務金融系註：原資管所+財金所
This research applies a market profile to establish an indicator to classify the correlation between the variation in price and value with the stock trends. The indicator and technical index are neural network architecture parameters that assist to extrapolate the market logic and knowledge rules that influence the TAIEX futures market structure via an integral assessment of physical quantities. To implement the theory of market profile on neural network architecture, this study proposes qualitative and quantitative methods to compute a market profile indicator. In addition, the indicator considers the variation and relevance between long-term and short-term trends by incorporating the long-term and short-term change in market in its calculation. An assessment of forecasting performance on different calculation approaches of market profile indicator and technical analysis is conducted to differentiate their accuracies and profitability. The experimental results show the qualitative market profile indicator outperforms the quantitative approach in a short-term forecast period. In contrast, the quantitative market profile indicator has a better trend-predicting ability, thus it is more effective in the long-term forecast period. The integration of market profile and technical analysis surpasses technical analysis as a neural network architecture parameter by effectively improving forecasting performance and profitability. (C) 2014 Elsevier Ltd. All rights reserved.
Applying the Extended Classifier System to Trade Interest Rate Futures Based on Technical Analysis
(2008)
Chen, An-Pin
;
Hsu, Yu-Chia
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Huang, Chien-Hua
;
Yang, Ya-Chun
;
資訊管理與財務金融系註：原資管所+財金所
In practice, it is difficult to gain profit in the process of trading interest rate derivative commodities. This could be attributed to the complexity of existing pricing models, which are derived from the term structure and yield curve, both of which cannot adapt well to short-term market dynamics. In this study, we use the Extended Classifier System (XCS) to model the market behavior of interest rate futures, the purpose of which is to provide effective trading decision support. Several technical indicators and their first- and second-order derivatives are selected as the market descriptive variables, which are then used for XCS training. Finally, the adaptive rules of the classifiers, which consist of conditions with relative actions considered helpful for constructing the automatic trading system, are generated from the XCS knowledge discovery process. The market data of the 10-year government bond futures traded in Taiwan are chosen for empirical study to verify the accuracy and profitability of the XCS model. These were also used to conduct a comparative evaluation between the random walk and tendency following models and the XCS model.
Predicting the outcomes for out-of-hospital cardiac arrest patients using multiple biomarkers and suspension microarray assays
(2016-06-03)
Huang, Chien-Hua
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Tsai, Min-Shan
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Chien, Kuo-Liong
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Chang, Wei-Tien
;
Wang, Tzung-Dau
Predicting the prognosis for cardiac arrest is still challenging. Combining biomarkers from diverse pathophysiological pathways may provide reliable indicators for the severity of injury and predictors of long-term outcomes. We investigated the feasibility of using a multimarker strategy with key independent biomarkers to improve the prediction of outcomes in cardiac arrest. Adult out-of-hospital cardiac arrest patients with sustained return of spontaneous circulation were prospectively enrolled in this study. Blood samples were taken at 2 and 24 hours after cardiac arrest. Suspension microarray assays were used to test 21 different biomarkers. A total of 99 patients were enrolled, 45 of whom survived to hospital discharge. We identified 11 biomarkers that, when combined with clinical variables and factors of APACHE II score and history of arrhythmia, were independent determinants for outcome of in-hospital mortality (concordance = 0.9249, standard error = 0.0779). Three biomarkers combined with APACHE II and age were independent determinants for favorable neurological outcome at hospital discharge (area under the receiver-operator characteristic curve, 0.938; 95% confidence interval, 0.854 similar to 1.0). In conclusion, a systemic multiple biomarker approach using suspension microarray assays can identify independent predictors and model the outcomes of cardiac arrest patients during the post-cardiac arrest period.
The difference in myocardial injuries and mitochondrial damages between asphyxial and ventricular fibrillation cardiac arrests
(2012-10-01)
Tsai, Min-Shan
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Huang, Chien-Hua
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Tsai, Shang-Ho
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Tsai, Chia-Ying
;
Chen, Huei-Wen
Introduction: Ventricular fibrillation (VF) and asphyxia account for most cardiac arrests but differ in cardiac arrest course, neurologic deficit, and myocardial damage. In VF resuscitation, cardiac mitochondria were known to be damaged via excess generation of reactive oxygen species. This study evaluated the difference of cardiac mitochondrial damages between VF and asphyxial cardiac arrests. Methods: In the VF + electrical shock (ES) group, VF was induced and untreated for 5 minutes, followed by 1 minute of cardiopulmonary resuscitation (CPR) and 1 ES of 5 J. Animals were killed immediately after ES. In the asphyxia group, cardiac arrest was induced by airway obstruction, and then pulselessness was maintained for 5 minutes, followed by 1 minute of CPR. The animals were killed immediately after CPR. The histology and ultrastructural changes of myocardium and complex activities and respiration of mitochondria were evaluated. The mitochondrial permeability transition pore opening was measured based on mitochondrial swelling rate. Results: The histopathologic examinations showed myocardial necrosis and mitochondrial damage in both cardiac arrests. Instead of regional damages of myocardium in the VF + ES group, the myocardial injury in the asphyxia group distributed diffusely. The asphyxia group demonstrated more severe mitochondrial damage than the VF + ES group, which had a faster mitochondrial swelling rate, more decreased cytochrome c oxidase activity, and more impaired respiration. Conclusions: Both VF and asphyxial cardiac arrests caused myocardial injuries and mitochondrial damages. Asphyxial cardiac arrest presented more diffuse myocardial injuries and more severe mitochondrial damages than VF cardiac arrest. (c) 2012 Elsevier Inc. All rights reserved.