Fong-Ching Yuan

Prof. Fong-Ching Yuan


Research Focus & Metrics

Academic Career Length

18Years (2009-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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1 January 2020 in International Journal of Computational Intelligence Systems
Verified
Journal Article
Open access
PDF file
FYFong-Ching Yuan
Fong-Ching Yuan
CLChao-Hui Lee
Chao-Hui Lee
CCChaochang Chiu
Chaochang Chiu
Gold price prediction has long been a crucial and challenging research topic for gold investors. In conventional models, most scholars have used the historical gold price or economic indicators to forecast gold prices. The gold prices depend mainly on confidence in the current market. To reduce the time delay of economic indicators in this study, the daily online global gold news undergoes a text mining approach. An opinion score is generated by ascertaining the opinion polarity and words in the daily gold news. The opinion score represents the current market trends and used as an input predictor in the forecasting model. Subsequently, the least square support vector regression (LSSVR) that is optimized by the genetic algorithm (GA) is employed to train and predict the future gold price. The mean absolute percentage error (MAPE) is adopted to evaluate the model performance. This study is the first to use the opinion score through text mining as an input predictor to GA-LSSVR in forecasting gold prices. The experiment results demonstrate that the input predictor, opinion score, can improve the predicting ability of GA-LSSVR model in terms of MAPE.

1 January 2009 in Expert Systems with Applications
Verified
Journal Article
Closed access
FYFong-Ching Yuan
Fong-Ching Yuan
CCChaochang Chiu
Chaochang Chiu

8 May 2019 in Soft Computing
Verified
Journal Article
Closed access
PDF file
FYFong-Ching Yuan
Fong-Ching Yuan
CLChao-Hui Lee
Chao-Hui Lee

31 January 2012 in Expert Systems with Applications
Verified
Journal Article
Closed access
FYFong-Ching Yuan
Fong-Ching Yuan
YCYung-Mu Chen
Yung-Mu Chen
TCTein Yaw Chung
Tein Yaw Chung