id	sid	tid	token	lemma	pos
ajst-901	1	1	academic	academic	ADJ
ajst-901	1	2	journal	journal	NOUN
ajst-901	1	3	of	of	ADP
ajst-901	1	4	science	science	NOUN
ajst-901	1	5	and	and	CCONJ
ajst-901	1	6	technology	technology	NOUN
ajst-901	1	7	issn	issn	NOUN
ajst-901	1	8	:	:	PUNCT
ajst-901	1	9	2771	2771	NUM
ajst-901	1	10	-	-	SYM
ajst-901	1	11	3032	3032	NUM
ajst-901	1	12	|	|	NOUN
ajst-901	1	13	vol	vol	NOUN
ajst-901	1	14	.	.	PROPN
ajst-901	2	1	2	2	NUM
ajst-901	2	2	,	,	PUNCT
ajst-901	2	3	no	no	INTJ
ajst-901	2	4	.	.	NOUN
ajst-901	2	5	1	1	NUM
ajst-901	2	6	,	,	PUNCT
ajst-901	2	7	2022	2022	NUM
ajst-901	2	8	82	82	NUM
ajst-901	2	9	a	a	DET
ajst-901	2	10	quantitative	quantitative	ADJ
ajst-901	2	11	trading	trading	NOUN
ajst-901	2	12	strategy	strategy	NOUN
ajst-901	2	13	based	base	VERB
ajst-901	2	14	on	on	ADP
ajst-901	2	15	a	a	DET
ajst-901	2	16	position	position	NOUN
ajst-901	2	17	management	management	NOUN
ajst-901	2	18	model	model	NOUN
ajst-901	2	19	tengfei	tengfei	PROPN
ajst-901	2	20	xu1	xu1	PROPN
ajst-901	2	21	,	,	PUNCT
ajst-901	2	22	a	a	PRON
ajst-901	2	23	,	,	PUNCT
ajst-901	2	24	zhichao	zhichao	ADJ
ajst-901	2	25	wang1	wang1	PROPN
ajst-901	2	26	,	,	PUNCT
ajst-901	2	27	b	b	NOUN
ajst-901	2	28	,	,	PUNCT
ajst-901	2	29	zhimin	zhimin	ADJ
ajst-901	2	30	han1	han1	NOUN
ajst-901	2	31	,	,	PUNCT
ajst-901	2	32	c	c	X
ajst-901	2	33	,	,	PUNCT
ajst-901	2	34	mengdi	mengdi	PROPN
ajst-901	2	35	zhang1	zhang1	PROPN
ajst-901	2	36	,	,	PUNCT
ajst-901	2	37	d	d	PROPN
ajst-901	2	38	,	,	PUNCT
ajst-901	2	39	jingcheng	jingcheng	PROPN
ajst-901	2	40	liu1	liu1	PROPN
ajst-901	2	41	,	,	PUNCT
ajst-901	2	42	e	e	PROPN
ajst-901	2	43	,	,	PUNCT
ajst-901	2	44	shixiao	shixiao	PROPN
ajst-901	2	45	chang1	chang1	PROPN
ajst-901	2	46	,	,	PUNCT
ajst-901	2	47	f	f	PROPN
ajst-901	2	48	1tianjin	1tianjin	PROPN
ajst-901	2	49	university	university	NOUN
ajst-901	2	50	of	of	ADP
ajst-901	2	51	science	science	NOUN
ajst-901	2	52	and	and	CCONJ
ajst-901	2	53	technology	technology	NOUN
ajst-901	2	54	,	,	PUNCT
ajst-901	2	55	tianjin	tianjin	PROPN
ajst-901	2	56	,	,	PUNCT
ajst-901	2	57	china	china	PROPN
ajst-901	2	58	atust_xu2002@163.com	atust_xu2002@163.com	PROPN
ajst-901	2	59	,	,	PUNCT
ajst-901	2	60	bwzc216254@163.com	bwzc216254@163.com	PROPN
ajst-901	2	61	,	,	PUNCT
ajst-901	2	62	ctust_xiaohan1209	ctust_xiaohan1209	NOUN
ajst-901	2	63	,	,	PUNCT
ajst-901	2	64	d1536639857@qq.com	d1536639857@qq.com	PROPN
ajst-901	2	65	,	,	PUNCT
ajst-901	2	66	e2637660030@qq.com	e2637660030@qq.com	X
ajst-901	2	67	,	,	PUNCT
ajst-901	2	68	fcsx_511@163.com	fcsx_511@163.com	X
ajst-901	2	69	abstract	abstract	ADJ
ajst-901	2	70	:	:	PUNCT
ajst-901	2	71	with	with	ADP
ajst-901	2	72	the	the	DET
ajst-901	2	73	rapid	rapid	ADJ
ajst-901	2	74	development	development	NOUN
ajst-901	2	75	of	of	ADP
ajst-901	2	76	economic	economic	ADJ
ajst-901	2	77	globalization	globalization	NOUN
ajst-901	2	78	,	,	PUNCT
ajst-901	2	79	various	various	ADJ
ajst-901	2	80	financial	financial	ADJ
ajst-901	2	81	products	product	NOUN
ajst-901	2	82	have	have	AUX
ajst-901	2	83	appeared	appear	VERB
ajst-901	2	84	in	in	ADP
ajst-901	2	85	the	the	DET
ajst-901	2	86	domestic	domestic	ADJ
ajst-901	2	87	and	and	CCONJ
ajst-901	2	88	foreign	foreign	ADJ
ajst-901	2	89	financial	financial	ADJ
ajst-901	2	90	markets	market	NOUN
ajst-901	2	91	.	.	PUNCT
ajst-901	3	1	how	how	SCONJ
ajst-901	3	2	to	to	PART
ajst-901	3	3	adopt	adopt	VERB
ajst-901	3	4	ideal	ideal	ADJ
ajst-901	3	5	trading	trading	NOUN
ajst-901	3	6	strategies	strategy	NOUN
ajst-901	3	7	to	to	PART
ajst-901	3	8	meet	meet	VERB
ajst-901	3	9	the	the	DET
ajst-901	3	10	demands	demand	NOUN
ajst-901	3	11	of	of	ADP
ajst-901	3	12	market	market	NOUN
ajst-901	3	13	traders	trader	NOUN
ajst-901	3	14	for	for	ADP
ajst-901	3	15	high	high	ADJ
ajst-901	3	16	returns	return	NOUN
ajst-901	3	17	and	and	CCONJ
ajst-901	3	18	low	low	ADJ
ajst-901	3	19	risks	risk	NOUN
ajst-901	3	20	has	have	AUX
ajst-901	3	21	become	become	VERB
ajst-901	3	22	the	the	DET
ajst-901	3	23	focus	focus	NOUN
ajst-901	3	24	of	of	ADP
ajst-901	3	25	investors	investor	NOUN
ajst-901	3	26	and	and	CCONJ
ajst-901	3	27	the	the	DET
ajst-901	3	28	research	research	NOUN
ajst-901	3	29	goal	goal	NOUN
ajst-901	3	30	of	of	ADP
ajst-901	3	31	scholars	scholar	NOUN
ajst-901	3	32	.	.	PUNCT
ajst-901	4	1	in	in	ADP
ajst-901	4	2	order	order	NOUN
ajst-901	4	3	to	to	PART
ajst-901	4	4	solve	solve	VERB
ajst-901	4	5	this	this	DET
ajst-901	4	6	problem	problem	NOUN
ajst-901	4	7	,	,	PUNCT
ajst-901	4	8	this	this	DET
ajst-901	4	9	paper	paper	NOUN
ajst-901	4	10	establishes	establish	VERB
ajst-901	4	11	a	a	DET
ajst-901	4	12	quantitative	quantitative	ADJ
ajst-901	4	13	trading	trading	NOUN
ajst-901	4	14	strategy	strategy	NOUN
ajst-901	4	15	based	base	VERB
ajst-901	4	16	on	on	ADP
ajst-901	4	17	the	the	DET
ajst-901	4	18	position	position	NOUN
ajst-901	4	19	management	management	NOUN
ajst-901	4	20	model.first	model.first	PROPN
ajst-901	4	21	,	,	PUNCT
ajst-901	4	22	we	we	PRON
ajst-901	4	23	performed	perform	VERB
ajst-901	4	24	price	price	NOUN
ajst-901	4	25	forecasting	forecasting	NOUN
ajst-901	4	26	for	for	ADP
ajst-901	4	27	gold	gold	NOUN
ajst-901	4	28	and	and	CCONJ
ajst-901	4	29	bitcoin	bitcoin	NOUN
ajst-901	4	30	based	base	VERB
ajst-901	4	31	on	on	ADP
ajst-901	4	32	the	the	DET
ajst-901	4	33	time	time	NOUN
ajst-901	4	34	-	-	PUNCT
ajst-901	4	35	series	series	NOUN
ajst-901	4	36	arima	arima	PROPN
ajst-901	4	37	method	method	NOUN
ajst-901	4	38	.	.	PUNCT
ajst-901	5	1	a	a	DET
ajst-901	5	2	differential	differential	ADJ
ajst-901	5	3	autoregressive	autoregressive	ADJ
ajst-901	5	4	moving	move	VERB
ajst-901	5	5	average	average	ADJ
ajst-901	5	6	model	model	NOUN
ajst-901	5	7	was	be	AUX
ajst-901	5	8	developed	develop	VERB
ajst-901	5	9	for	for	ADP
ajst-901	5	10	the	the	DET
ajst-901	5	11	price	price	NOUN
ajst-901	5	12	data	datum	NOUN
ajst-901	5	13	of	of	ADP
ajst-901	5	14	gold	gold	NOUN
ajst-901	5	15	and	and	CCONJ
ajst-901	5	16	bitcoin	bitcoin	NOUN
ajst-901	5	17	at	at	ADP
ajst-901	5	18	different	different	ADJ
ajst-901	5	19	cycle	cycle	NOUN
ajst-901	5	20	times	time	NOUN
ajst-901	5	21	,	,	PUNCT
ajst-901	5	22	respectively	respectively	ADV
ajst-901	5	23	,	,	PUNCT
ajst-901	5	24	and	and	CCONJ
ajst-901	5	25	used	use	VERB
ajst-901	5	26	to	to	PART
ajst-901	5	27	predict	predict	VERB
ajst-901	5	28	the	the	DET
ajst-901	5	29	price	price	NOUN
ajst-901	5	30	of	of	ADP
ajst-901	5	31	the	the	DET
ajst-901	5	32	next	next	ADJ
ajst-901	5	33	trading	trading	NOUN
ajst-901	5	34	day	day	NOUN
ajst-901	5	35	.	.	PUNCT
ajst-901	6	1	error	error	NOUN
ajst-901	6	2	analysis	analysis	NOUN
ajst-901	6	3	was	be	AUX
ajst-901	6	4	performed	perform	VERB
ajst-901	6	5	with	with	ADP
ajst-901	6	6	the	the	DET
ajst-901	6	7	actual	actual	ADJ
ajst-901	6	8	prices	price	NOUN
ajst-901	6	9	,	,	PUNCT
ajst-901	6	10	and	and	CCONJ
ajst-901	6	11	it	it	PRON
ajst-901	6	12	was	be	AUX
ajst-901	6	13	found	find	VERB
ajst-901	6	14	that	that	SCONJ
ajst-901	6	15	the	the	DET
ajst-901	6	16	prediction	prediction	NOUN
ajst-901	6	17	error	error	NOUN
ajst-901	6	18	was	be	AUX
ajst-901	6	19	the	the	DET
ajst-901	6	20	smallest	small	ADJ
ajst-901	6	21	when	when	SCONJ
ajst-901	6	22	the	the	DET
ajst-901	6	23	data	datum	NOUN
ajst-901	6	24	was	be	AUX
ajst-901	6	25	60	60	NUM
ajst-901	6	26	days	day	NOUN
ajst-901	6	27	,	,	PUNCT
ajst-901	6	28	and	and	CCONJ
ajst-901	6	29	the	the	DET
ajst-901	6	30	relative	relative	ADJ
ajst-901	6	31	error	error	NOUN
ajst-901	6	32	of	of	ADP
ajst-901	6	33	the	the	DET
ajst-901	6	34	average	average	ADJ
ajst-901	6	35	prediction	prediction	NOUN
ajst-901	6	36	value	value	NOUN
ajst-901	6	37	(	(	PUNCT
ajst-901	6	38	apv	apv	PROPN
ajst-901	6	39	)	)	PUNCT
ajst-901	6	40	could	could	AUX
ajst-901	6	41	be	be	AUX
ajst-901	6	42	controlled	control	VERB
ajst-901	6	43	at	at	ADP
ajst-901	6	44	0.003016.then	0.003016.then	ADV
ajst-901	6	45	,	,	PUNCT
ajst-901	6	46	we	we	PRON
ajst-901	6	47	establish	establish	VERB
ajst-901	6	48	a	a	DET
ajst-901	6	49	quantitative	quantitative	ADJ
ajst-901	6	50	trading	trading	NOUN
ajst-901	6	51	strategy	strategy	NOUN
ajst-901	6	52	based	base	VERB
ajst-901	6	53	on	on	ADP
ajst-901	6	54	the	the	DET
ajst-901	6	55	position	position	NOUN
ajst-901	6	56	management	management	NOUN
ajst-901	6	57	model	model	NOUN
ajst-901	6	58	.	.	PUNCT
ajst-901	7	1	we	we	PRON
ajst-901	7	2	use	use	VERB
ajst-901	7	3	the	the	DET
ajst-901	7	4	apriori	apriori	ADJ
ajst-901	7	5	algorithm	algorithm	NOUN
ajst-901	7	6	of	of	ADP
ajst-901	7	7	association	association	NOUN
ajst-901	7	8	rules	rule	NOUN
ajst-901	7	9	to	to	PART
ajst-901	7	10	study	study	VERB
ajst-901	7	11	the	the	DET
ajst-901	7	12	rising	rise	VERB
ajst-901	7	13	and	and	CCONJ
ajst-901	7	14	falling	fall	VERB
ajst-901	7	15	rules	rule	NOUN
ajst-901	7	16	of	of	ADP
ajst-901	7	17	gold	gold	NOUN
ajst-901	7	18	and	and	CCONJ
ajst-901	7	19	bitcoin	bitcoin	NOUN
ajst-901	7	20	assets	asset	NOUN
ajst-901	7	21	.	.	PUNCT
ajst-901	8	1	according	accord	VERB
ajst-901	8	2	to	to	ADP
ajst-901	8	3	the	the	DET
ajst-901	8	4	rule	rule	NOUN
ajst-901	8	5	of	of	ADP
ajst-901	8	6	"	"	PUNCT
ajst-901	8	7	high	high	ADJ
ajst-901	8	8	throw	throw	NOUN
ajst-901	8	9	bargain	bargain	NOUN
ajst-901	8	10	hunting	hunting	NOUN
ajst-901	8	11	"	"	PUNCT
ajst-901	8	12	in	in	ADP
ajst-901	8	13	the	the	DET
ajst-901	8	14	investment	investment	NOUN
ajst-901	8	15	market	market	NOUN
ajst-901	8	16	,	,	PUNCT
ajst-901	8	17	we	we	PRON
ajst-901	8	18	established	establish	VERB
ajst-901	8	19	a	a	DET
ajst-901	8	20	position	position	NOUN
ajst-901	8	21	management	management	NOUN
ajst-901	8	22	model	model	NOUN
ajst-901	8	23	and	and	CCONJ
ajst-901	8	24	achieved	achieve	VERB
ajst-901	8	25	dynamic	dynamic	ADJ
ajst-901	8	26	and	and	CCONJ
ajst-901	8	27	stable	stable	ADJ
ajst-901	8	28	returns	return	NOUN
ajst-901	8	29	.	.	PUNCT
ajst-901	9	1	after	after	SCONJ
ajst-901	9	2	the	the	DET
ajst-901	9	3	model	model	NOUN
ajst-901	9	4	is	be	AUX
ajst-901	9	5	established	establish	VERB
ajst-901	9	6	,	,	PUNCT
ajst-901	9	7	we	we	PRON
ajst-901	9	8	continue	continue	VERB
ajst-901	9	9	to	to	PART
ajst-901	9	10	introduce	introduce	VERB
ajst-901	9	11	the	the	DET
ajst-901	9	12	evaluation	evaluation	NOUN
ajst-901	9	13	indexes	index	NOUN
ajst-901	9	14	of	of	ADP
ajst-901	9	15	the	the	DET
ajst-901	9	16	investment	investment	NOUN
ajst-901	9	17	value	value	NOUN
ajst-901	9	18	of	of	ADP
ajst-901	9	19	financial	financial	ADJ
ajst-901	9	20	assets	asset	NOUN
ajst-901	9	21	,	,	PUNCT
ajst-901	9	22	among	among	ADP
ajst-901	9	23	which	which	PRON
ajst-901	9	24	the	the	DET
ajst-901	9	25	first	first	ADJ
ajst-901	9	26	-	-	PUNCT
ajst-901	9	27	class	class	NOUN
ajst-901	9	28	indexes	index	NOUN
ajst-901	9	29	are	be	AUX
ajst-901	9	30	profitability	profitability	NOUN
ajst-901	9	31	and	and	CCONJ
ajst-901	9	32	safety	safety	NOUN
ajst-901	9	33	.	.	PUNCT
ajst-901	10	1	we	we	PRON
ajst-901	10	2	use	use	VERB
ajst-901	10	3	the	the	DET
ajst-901	10	4	analytic	analytic	ADJ
ajst-901	10	5	hierarchy	hierarchy	NOUN
ajst-901	10	6	process	process	NOUN
ajst-901	10	7	(	(	PUNCT
ajst-901	10	8	ahp	ahp	NOUN
ajst-901	10	9	)	)	PUNCT
ajst-901	10	10	to	to	PART
ajst-901	10	11	determine	determine	VERB
ajst-901	10	12	the	the	DET
ajst-901	10	13	weight	weight	NOUN
ajst-901	10	14	of	of	ADP
ajst-901	10	15	each	each	DET
ajst-901	10	16	evaluation	evaluation	NOUN
ajst-901	10	17	index	index	NOUN
ajst-901	10	18	,	,	PUNCT
ajst-901	10	19	and	and	CCONJ
ajst-901	10	20	allocate	allocate	VERB
ajst-901	10	21	the	the	DET
ajst-901	10	22	daily	daily	ADJ
ajst-901	10	23	trading	trading	NOUN
ajst-901	10	24	investment	investment	NOUN
ajst-901	10	25	through	through	ADP
ajst-901	10	26	the	the	DET
ajst-901	10	27	ratio	ratio	NOUN
ajst-901	10	28	of	of	ADP
ajst-901	10	29	two	two	NUM
ajst-901	10	30	asset	asset	NOUN
ajst-901	10	31	evaluation	evaluation	NOUN
ajst-901	10	32	indexes	index	NOUN
ajst-901	10	33	.	.	PUNCT
ajst-901	11	1	this	this	DET
ajst-901	11	2	quantitative	quantitative	ADJ
ajst-901	11	3	trading	trading	NOUN
ajst-901	11	4	strategy	strategy	NOUN
ajst-901	11	5	,	,	PUNCT
ajst-901	11	6	based	base	VERB
ajst-901	11	7	on	on	ADP
ajst-901	11	8	the	the	DET
ajst-901	11	9	position	position	NOUN
ajst-901	11	10	management	management	NOUN
ajst-901	11	11	model	model	NOUN
ajst-901	11	12	of	of	ADP
ajst-901	11	13	ahp	ahp	PROPN
ajst-901	11	14	,	,	PUNCT
ajst-901	11	15	can	can	AUX
ajst-901	11	16	not	not	PART
ajst-901	11	17	only	only	ADV
ajst-901	11	18	stabilize	stabilize	VERB
ajst-901	11	19	the	the	DET
ajst-901	11	20	income	income	NOUN
ajst-901	11	21	but	but	CCONJ
ajst-901	11	22	also	also	ADV
ajst-901	11	23	avoid	avoid	VERB
ajst-901	11	24	risks	risk	NOUN
ajst-901	11	25	,	,	PUNCT
ajst-901	11	26	reaching	reach	VERB
ajst-901	11	27	a	a	DET
ajst-901	11	28	quantitative	quantitative	ADJ
ajst-901	11	29	trading	trading	NOUN
ajst-901	11	30	strategy	strategy	NOUN
ajst-901	11	31	with	with	ADP
ajst-901	11	32	an	an	DET
ajst-901	11	33	annualized	annualize	VERB
ajst-901	11	34	rate	rate	NOUN
ajst-901	11	35	of	of	ADP
ajst-901	11	36	return	return	NOUN
ajst-901	11	37	of	of	ADP
ajst-901	11	38	25	25	NUM
ajst-901	11	39	%	%	NOUN
ajst-901	11	40	.	.	PUNCT
ajst-901	12	1	on	on	ADP
ajst-901	12	2	september	september	PROPN
ajst-901	12	3	10th	10th	NUM
ajst-901	12	4	,	,	PUNCT
ajst-901	12	5	2021	2021	NUM
ajst-901	12	6	,	,	PUNCT
ajst-901	12	7	the	the	DET
ajst-901	12	8	accumulated	accumulate	VERB
ajst-901	12	9	income	income	NOUN
ajst-901	12	10	could	could	AUX
ajst-901	12	11	reach	reach	VERB
ajst-901	12	12	223,640.58	223,640.58	NUM
ajst-901	12	13	usd.further	usd.further	NUM
ajst-901	12	14	,	,	PUNCT
ajst-901	12	15	we	we	PRON
ajst-901	12	16	evaluate	evaluate	VERB
ajst-901	12	17	the	the	DET
ajst-901	12	18	profitability	profitability	NOUN
ajst-901	12	19	and	and	CCONJ
ajst-901	12	20	risk	risk	NOUN
ajst-901	12	21	resistance	resistance	NOUN
ajst-901	12	22	of	of	ADP
ajst-901	12	23	the	the	DET
ajst-901	12	24	strategy	strategy	NOUN
ajst-901	12	25	using	use	VERB
ajst-901	12	26	principal	principal	ADJ
ajst-901	12	27	component	component	NOUN
ajst-901	12	28	analysis	analysis	NOUN
ajst-901	12	29	.	.	PUNCT
ajst-901	13	1	model	model	NOUN
ajst-901	13	2	validation	validation	NOUN
ajst-901	13	3	was	be	AUX
ajst-901	13	4	performed	perform	VERB
ajst-901	13	5	by	by	ADP
ajst-901	13	6	varying	vary	VERB
ajst-901	13	7	the	the	DET
ajst-901	13	8	parameter	parameter	NOUN
ajst-901	13	9	values	value	NOUN
ajst-901	13	10	and	and	CCONJ
ajst-901	13	11	selecting	select	VERB
ajst-901	13	12	the	the	DET
ajst-901	13	13	parameters	parameter	NOUN
ajst-901	13	14	that	that	PRON
ajst-901	13	15	yielded	yield	VERB
ajst-901	13	16	a	a	DET
ajst-901	13	17	locally	locally	ADV
ajst-901	13	18	optimal	optimal	ADJ
ajst-901	13	19	solution	solution	NOUN
ajst-901	13	20	,	,	PUNCT
ajst-901	13	21	which	which	PRON
ajst-901	13	22	was	be	AUX
ajst-901	13	23	found	find	VERB
ajst-901	13	24	to	to	PART
ajst-901	13	25	be	be	AUX
ajst-901	13	26	consistent	consistent	ADJ
ajst-901	13	27	with	with	ADP
ajst-901	13	28	our	our	PRON
ajst-901	13	29	initial	initial	ADJ
ajst-901	13	30	parameters	parameter	NOUN
ajst-901	13	31	and	and	CCONJ
ajst-901	13	32	was	be	AUX
ajst-901	13	33	proof	proof	NOUN
ajst-901	13	34	of	of	ADP
ajst-901	13	35	the	the	DET
ajst-901	13	36	optimal	optimal	ADJ
ajst-901	13	37	solution	solution	NOUN
ajst-901	13	38	of	of	ADP
ajst-901	13	39	the	the	DET
ajst-901	13	40	model.finally	model.finally	ADV
ajst-901	13	41	,	,	PUNCT
ajst-901	13	42	we	we	PRON
ajst-901	13	43	conducted	conduct	VERB
ajst-901	13	44	a	a	DET
ajst-901	13	45	sensitivity	sensitivity	NOUN
ajst-901	13	46	analysis	analysis	NOUN
ajst-901	13	47	of	of	ADP
ajst-901	13	48	the	the	DET
ajst-901	13	49	model	model	NOUN
ajst-901	13	50	.	.	PUNCT
ajst-901	14	1	the	the	DET
ajst-901	14	2	two	two	NUM
ajst-901	14	3	variable	variable	ADJ
ajst-901	14	4	parameters	parameter	NOUN
ajst-901	14	5	of	of	ADP
ajst-901	14	6	initial	initial	ADJ
ajst-901	14	7	commission	commission	NOUN
ajst-901	14	8	fluctuation	fluctuation	NOUN
ajst-901	14	9	and	and	CCONJ
ajst-901	14	10	investment	investment	NOUN
ajst-901	14	11	principal	principal	NOUN
ajst-901	14	12	of	of	ADP
ajst-901	14	13	gold	gold	NOUN
ajst-901	14	14	and	and	CCONJ
ajst-901	14	15	bitcoin	bitcoin	NOUN
ajst-901	14	16	are	be	AUX
ajst-901	14	17	varied	varied	ADJ
ajst-901	14	18	up	up	ADP
ajst-901	14	19	and	and	CCONJ
ajst-901	14	20	down	down	ADP
ajst-901	14	21	respectively	respectively	ADV
ajst-901	14	22	,	,	PUNCT
ajst-901	14	23	and	and	CCONJ
ajst-901	14	24	the	the	DET
ajst-901	14	25	results	result	NOUN
ajst-901	14	26	show	show	VERB
ajst-901	14	27	that	that	SCONJ
ajst-901	14	28	as	as	ADP
ajst-901	14	29	the	the	DET
ajst-901	14	30	initial	initial	ADJ
ajst-901	14	31	commission	commission	NOUN
ajst-901	14	32	increases	increase	NOUN
ajst-901	14	33	or	or	CCONJ
ajst-901	14	34	the	the	DET
ajst-901	14	35	principal	principal	NOUN
ajst-901	14	36	decreases	decrease	VERB
ajst-901	14	37	,	,	PUNCT
ajst-901	14	38	the	the	DET
ajst-901	14	39	number	number	NOUN
ajst-901	14	40	of	of	ADP
ajst-901	14	41	trades	trade	NOUN
ajst-901	14	42	under	under	ADP
ajst-901	14	43	this	this	DET
ajst-901	14	44	strategy	strategy	NOUN
ajst-901	14	45	gradually	gradually	ADV
ajst-901	14	46	decreases	decrease	VERB
ajst-901	14	47	and	and	CCONJ
ajst-901	14	48	the	the	DET
ajst-901	14	49	trading	trading	NOUN
ajst-901	14	50	return	return	NOUN
ajst-901	14	51	gradually	gradually	ADV
ajst-901	14	52	decreases	decrease	VERB
ajst-901	14	53	,	,	PUNCT
ajst-901	14	54	and	and	CCONJ
ajst-901	14	55	the	the	DET
ajst-901	14	56	sensitivity	sensitivity	NOUN
ajst-901	14	57	curve	curve	NOUN
ajst-901	14	58	shows	show	VERB
ajst-901	14	59	that	that	SCONJ
ajst-901	14	60	the	the	DET
ajst-901	14	61	model	model	NOUN
ajst-901	14	62	is	be	AUX
ajst-901	14	63	sensitive	sensitive	ADJ
ajst-901	14	64	and	and	CCONJ
ajst-901	14	65	meets	meet	VERB
ajst-901	14	66	expectations	expectation	NOUN
ajst-901	14	67	.	.	PUNCT
ajst-901	15	1	keywords	keyword	NOUN
ajst-901	15	2	:	:	PUNCT
ajst-901	15	3	time	time	NOUN
ajst-901	15	4	-	-	PUNCT
ajst-901	15	5	series	series	NOUN
ajst-901	15	6	analysis	analysis	NOUN
ajst-901	15	7	,	,	PUNCT
ajst-901	15	8	arima	arima	NOUN
ajst-901	15	9	,	,	PUNCT
ajst-901	15	10	position	position	NOUN
ajst-901	15	11	management	management	NOUN
ajst-901	15	12	model	model	NOUN
ajst-901	15	13	,	,	PUNCT
ajst-901	15	14	quantitative	quantitative	ADJ
ajst-901	15	15	trading	trading	NOUN
ajst-901	15	16	.	.	PUNCT
ajst-901	16	1	1	1	X
ajst-901	16	2	.	.	X
ajst-901	16	3	introduction	introduction	NOUN
ajst-901	16	4	with	with	ADP
ajst-901	16	5	the	the	DET
ajst-901	16	6	rapid	rapid	ADJ
ajst-901	16	7	development	development	NOUN
ajst-901	16	8	of	of	ADP
ajst-901	16	9	economic	economic	ADJ
ajst-901	16	10	globalization	globalization	NOUN
ajst-901	16	11	,	,	PUNCT
ajst-901	16	12	financial	financial	ADJ
ajst-901	16	13	markets	market	NOUN
ajst-901	16	14	,	,	PUNCT
ajst-901	16	15	at	at	ADP
ajst-901	16	16	home	home	NOUN
ajst-901	16	17	and	and	CCONJ
ajst-901	16	18	abroad	abroad	ADV
ajst-901	16	19	,	,	PUNCT
ajst-901	16	20	have	have	AUX
ajst-901	16	21	been	be	AUX
ajst-901	16	22	improving	improve	VERB
ajst-901	16	23	,	,	PUNCT
ajst-901	16	24	and	and	CCONJ
ajst-901	16	25	a	a	DET
ajst-901	16	26	variety	variety	NOUN
ajst-901	16	27	of	of	ADP
ajst-901	16	28	financial	financial	ADJ
ajst-901	16	29	products	product	NOUN
ajst-901	16	30	appear	appear	VERB
ajst-901	16	31	.	.	PUNCT
ajst-901	17	1	on	on	ADP
ajst-901	17	2	january	january	PROPN
ajst-901	17	3	3	3	NUM
ajst-901	17	4	,	,	PUNCT
ajst-901	17	5	2009	2009	NUM
ajst-901	17	6	,	,	PUNCT
ajst-901	17	7	bitcoin	bitcoin	PROPN
ajst-901	17	8	,	,	PUNCT
ajst-901	17	9	an	an	DET
ajst-901	17	10	online	online	ADJ
ajst-901	17	11	virtual	virtual	ADJ
ajst-901	17	12	currency	currency	NOUN
ajst-901	17	13	,	,	PUNCT
ajst-901	17	14	was	be	AUX
ajst-901	17	15	created	create	VERB
ajst-901	17	16	.	.	PUNCT
ajst-901	18	1	subsequently	subsequently	ADV
ajst-901	18	2	,	,	PUNCT
ajst-901	18	3	more	more	ADJ
ajst-901	18	4	and	and	CCONJ
ajst-901	18	5	more	more	ADV
ajst-901	18	6	virtual	virtual	ADJ
ajst-901	18	7	currencies	currency	NOUN
ajst-901	18	8	,	,	PUNCT
ajst-901	18	9	wright	wright	PROPN
ajst-901	18	10	currency	currency	PROPN
ajst-901	18	11	(	(	PUNCT
ajst-901	18	12	ltc	ltc	NOUN
ajst-901	18	13	)	)	PUNCT
ajst-901	18	14	for	for	ADP
ajst-901	18	15	instance	instance	NOUN
ajst-901	18	16	,	,	PUNCT
ajst-901	18	17	appear	appear	VERB
ajst-901	18	18	in	in	ADP
ajst-901	18	19	the	the	DET
ajst-901	18	20	mainstream	mainstream	NOUN
ajst-901	18	21	media	medium	NOUN
ajst-901	18	22	;	;	PUNCT
ajst-901	18	23	and	and	CCONJ
ajst-901	18	24	promote	promote	VERB
ajst-901	18	25	the	the	DET
ajst-901	18	26	development	development	NOUN
ajst-901	18	27	of	of	ADP
ajst-901	18	28	financial	financial	ADJ
ajst-901	18	29	markets	market	NOUN
ajst-901	18	30	remarkably	remarkably	ADV
ajst-901	18	31	.	.	PUNCT
ajst-901	19	1	as	as	SCONJ
ajst-901	19	2	traders	trader	NOUN
ajst-901	19	3	make	make	VERB
ajst-901	19	4	decisions	decision	NOUN
ajst-901	19	5	by	by	ADP
ajst-901	19	6	choosing	choose	VERB
ajst-901	19	7	stocks	stock	NOUN
ajst-901	19	8	,	,	PUNCT
ajst-901	19	9	bonds	bond	NOUN
ajst-901	19	10	,	,	PUNCT
ajst-901	19	11	and	and	CCONJ
ajst-901	19	12	currencies	currency	NOUN
ajst-901	19	13	in	in	ADP
ajst-901	19	14	financial	financial	ADJ
ajst-901	19	15	markets	market	NOUN
ajst-901	19	16	,	,	PUNCT
ajst-901	19	17	they	they	PRON
ajst-901	19	18	find	find	VERB
ajst-901	19	19	those	those	DET
ajst-901	19	20	traditional	traditional	ADJ
ajst-901	19	21	schemes	scheme	NOUN
ajst-901	19	22	for	for	ADP
ajst-901	19	23	market	market	NOUN
ajst-901	19	24	analysis	analysis	NOUN
ajst-901	19	25	,	,	PUNCT
ajst-901	19	26	investment	investment	NOUN
ajst-901	19	27	and	and	CCONJ
ajst-901	19	28	prediction	prediction	NOUN
ajst-901	19	29	fail	fail	VERB
ajst-901	19	30	to	to	PART
ajst-901	19	31	meet	meet	VERB
ajst-901	19	32	their	their	PRON
ajst-901	19	33	urgent	urgent	ADJ
ajst-901	19	34	demand	demand	NOUN
ajst-901	19	35	for	for	ADP
ajst-901	19	36	investment	investment	NOUN
ajst-901	19	37	.	.	PUNCT
ajst-901	20	1	[	[	X
ajst-901	20	2	1	1	NUM
ajst-901	20	3	]	]	PUNCT
ajst-901	20	4	market	market	NOUN
ajst-901	20	5	traders	trader	NOUN
ajst-901	20	6	need	need	VERB
ajst-901	20	7	to	to	PART
ajst-901	20	8	make	make	VERB
ajst-901	20	9	decisions	decision	NOUN
ajst-901	20	10	in	in	ADP
ajst-901	20	11	an	an	DET
ajst-901	20	12	extremely	extremely	ADV
ajst-901	20	13	complex	complex	ADJ
ajst-901	20	14	market	market	NOUN
ajst-901	20	15	,	,	PUNCT
ajst-901	20	16	where	where	SCONJ
ajst-901	20	17	both	both	DET
ajst-901	20	18	profit	profit	NOUN
ajst-901	20	19	and	and	CCONJ
ajst-901	20	20	risk	risk	NOUN
ajst-901	20	21	are	be	AUX
ajst-901	20	22	uncontrollable	uncontrollable	ADJ
ajst-901	20	23	factors	factor	NOUN
ajst-901	20	24	.	.	PUNCT
ajst-901	21	1	[	[	X
ajst-901	21	2	2]how	2]how	NOUN
ajst-901	21	3	to	to	PART
ajst-901	21	4	allocate	allocate	VERB
ajst-901	21	5	capital	capital	NOUN
ajst-901	21	6	in	in	ADP
ajst-901	21	7	these	these	DET
ajst-901	21	8	financial	financial	ADJ
ajst-901	21	9	products	product	NOUN
ajst-901	21	10	to	to	PART
ajst-901	21	11	meet	meet	VERB
ajst-901	21	12	market	market	NOUN
ajst-901	21	13	traders	trader	NOUN
ajst-901	21	14	'	'	PART
ajst-901	21	15	requirements	requirement	NOUN
ajst-901	21	16	for	for	ADP
ajst-901	21	17	high	high	ADJ
ajst-901	21	18	returns	return	NOUN
ajst-901	21	19	and	and	CCONJ
ajst-901	21	20	low	low	ADJ
ajst-901	21	21	risks	risk	NOUN
ajst-901	21	22	has	have	AUX
ajst-901	21	23	become	become	VERB
ajst-901	21	24	the	the	DET
ajst-901	21	25	focus	focus	NOUN
ajst-901	21	26	of	of	ADP
ajst-901	21	27	market	market	NOUN
ajst-901	21	28	traders	trader	NOUN
ajst-901	21	29	and	and	CCONJ
ajst-901	21	30	the	the	DET
ajst-901	21	31	target	target	NOUN
ajst-901	21	32	of	of	ADP
ajst-901	21	33	scholars	scholar	NOUN
ajst-901	21	34	'	'	PART
ajst-901	21	35	research	research	NOUN
ajst-901	21	36	.	.	PUNCT
ajst-901	22	1	1.1	1.1	NUM
ajst-901	22	2	.	.	PUNCT
ajst-901	23	1	problem	problem	NOUN
ajst-901	23	2	background	background	NOUN
ajst-901	23	3	1.2	1.2	NUM
ajst-901	23	4	.	.	PUNCT
ajst-901	24	1	restatement	restatement	NOUN
ajst-901	24	2	of	of	ADP
ajst-901	24	3	the	the	DET
ajst-901	24	4	problem	problem	NOUN
ajst-901	24	5	in	in	ADP
ajst-901	24	6	financial	financial	ADJ
ajst-901	24	7	markets	market	NOUN
ajst-901	25	1	,	,	PUNCT
ajst-901	25	2	market	market	NOUN
ajst-901	25	3	traders	trader	NOUN
ajst-901	25	4	often	often	ADV
ajst-901	25	5	buy	buy	VERB
ajst-901	25	6	and	and	CCONJ
ajst-901	25	7	sell	sell	VERB
ajst-901	25	8	assets	asset	NOUN
ajst-901	25	9	whose	whose	DET
ajst-901	25	10	value	value	NOUN
ajst-901	25	11	fluctuates	fluctuate	VERB
ajst-901	25	12	greatly	greatly	ADV
ajst-901	25	13	to	to	PART
ajst-901	25	14	achieve	achieve	VERB
ajst-901	25	15	the	the	DET
ajst-901	25	16	goal	goal	NOUN
ajst-901	25	17	of	of	ADP
ajst-901	25	18	maximizing	maximize	VERB
ajst-901	25	19	total	total	ADJ
ajst-901	25	20	returns	return	NOUN
ajst-901	25	21	.	.	PUNCT
ajst-901	26	1	our	our	PRON
ajst-901	26	2	team	team	NOUN
ajst-901	26	3	needed	need	VERB
ajst-901	26	4	to	to	PART
ajst-901	26	5	use	use	VERB
ajst-901	26	6	two	two	NUM
ajst-901	26	7	pricing	pricing	NOUN
ajst-901	26	8	data	datum	NOUN
ajst-901	26	9	files	file	NOUN
ajst-901	26	10	to	to	PART
ajst-901	26	11	build	build	VERB
ajst-901	26	12	a	a	DET
ajst-901	26	13	model	model	NOUN
ajst-901	26	14	to	to	PART
ajst-901	26	15	determine	determine	VERB
ajst-901	26	16	whether	whether	SCONJ
ajst-901	26	17	traders	trader	NOUN
ajst-901	26	18	should	should	AUX
ajst-901	26	19	buy	buy	VERB
ajst-901	26	20	,	,	PUNCT
ajst-901	26	21	hold	hold	VERB
ajst-901	26	22	,	,	PUNCT
ajst-901	26	23	or	or	CCONJ
ajst-901	26	24	sell	sell	VERB
ajst-901	26	25	their	their	PRON
ajst-901	26	26	portfolios	portfolio	NOUN
ajst-901	26	27	each	each	DET
ajst-901	26	28	day	day	NOUN
ajst-901	26	29	to	to	PART
ajst-901	26	30	give	give	VERB
ajst-901	26	31	the	the	DET
ajst-901	26	32	optimal	optimal	ADJ
ajst-901	26	33	daily	daily	ADJ
ajst-901	26	34	trading	trading	NOUN
ajst-901	26	35	strategy	strategy	NOUN
ajst-901	26	36	.	.	PUNCT
ajst-901	27	1	from	from	ADP
ajst-901	27	2	september	september	PROPN
ajst-901	27	3	11	11	NUM
ajst-901	27	4	,	,	PUNCT
ajst-901	27	5	2016	2016	NUM
ajst-901	27	6	,	,	PUNCT
ajst-901	27	7	to	to	ADP
ajst-901	27	8	september	september	PROPN
ajst-901	27	9	11	11	NUM
ajst-901	27	10	,	,	PUNCT
ajst-901	27	11	2021	2021	NUM
ajst-901	27	12	,	,	PUNCT
ajst-901	27	13	we	we	PRON
ajst-901	27	14	will	will	AUX
ajst-901	27	15	start	start	VERB
ajst-901	27	16	at	at	ADP
ajst-901	27	17	$	$	SYM
ajst-901	27	18	1,000	1,000	NUM
ajst-901	27	19	for	for	ADP
ajst-901	27	20	a	a	DET
ajst-901	27	21	total	total	NOUN
ajst-901	27	22	of	of	ADP
ajst-901	27	23	five	five	NUM
ajst-901	27	24	years	year	NOUN
ajst-901	27	25	of	of	ADP
ajst-901	27	26	trading	trading	NOUN
ajst-901	27	27	.	.	PUNCT
ajst-901	28	1	traders	trader	NOUN
ajst-901	28	2	'	'	PART
ajst-901	28	3	portfolios	portfolio	NOUN
ajst-901	28	4	will	will	AUX
ajst-901	28	5	include	include	VERB
ajst-901	28	6	cash	cash	NOUN
ajst-901	28	7	,	,	PUNCT
ajst-901	28	8	gold	gold	NOUN
ajst-901	28	9	,	,	PUNCT
ajst-901	28	10	and	and	CCONJ
ajst-901	28	11	bitcoin	bitcoin	NOUN
ajst-901	28	12	.	.	PUNCT
ajst-901	29	1	given	give	VERB
ajst-901	29	2	that	that	SCONJ
ajst-901	29	3	the	the	DET
ajst-901	29	4	initial	initial	ADJ
ajst-901	29	5	state	state	NOUN
ajst-901	29	6	is	be	AUX
ajst-901	29	7	[	[	X
ajst-901	29	8	1000,0,0	1000,0,0	X
ajst-901	29	9	]	]	X
ajst-901	29	10	;	;	PUNCT
ajst-901	29	11	gold	gold	NOUN
ajst-901	29	12	and	and	CCONJ
ajst-901	29	13	bitcoin	bitcoin	NOUN
ajst-901	29	14	are	be	AUX
ajst-901	29	15	paid	pay	VERB
ajst-901	29	16	1	1	NUM
ajst-901	29	17	%	%	NOUN
ajst-901	29	18	and	and	CCONJ
ajst-901	29	19	2	2	NUM
ajst-901	29	20	%	%	NOUN
ajst-901	29	21	of	of	ADP
ajst-901	29	22	each	each	DET
ajst-901	29	23	transaction	transaction	NOUN
ajst-901	29	24	,	,	PUNCT
ajst-901	29	25	respectively	respectively	ADV
ajst-901	29	26	.	.	PUNCT
ajst-901	30	1	problem	problem	NOUN
ajst-901	30	2	1	1	NUM
ajst-901	30	3	build	build	VERB
ajst-901	30	4	a	a	DET
ajst-901	30	5	model	model	NOUN
ajst-901	30	6	based	base	VERB
ajst-901	30	7	on	on	ADP
ajst-901	30	8	the	the	DET
ajst-901	30	9	price	price	NOUN
ajst-901	30	10	data	datum	NOUN
ajst-901	30	11	up	up	ADP
ajst-901	30	12	to	to	ADP
ajst-901	30	13	the	the	DET
ajst-901	30	14	day	day	NOUN
ajst-901	30	15	,	,	PUNCT
ajst-901	30	16	which	which	PRON
ajst-901	30	17	can	can	AUX
ajst-901	30	18	give	give	VERB
ajst-901	30	19	the	the	DET
ajst-901	30	20	best	good	ADJ
ajst-901	30	21	daily	daily	ADJ
ajst-901	30	22	trading	trading	NOUN
ajst-901	30	23	strategy	strategy	NOUN
ajst-901	30	24	.	.	PUNCT
ajst-901	31	1	using	use	VERB
ajst-901	31	2	the	the	DET
ajst-901	31	3	model	model	NOUN
ajst-901	31	4	and	and	CCONJ
ajst-901	31	5	strategy	strategy	NOUN
ajst-901	31	6	,	,	PUNCT
ajst-901	31	7	what	what	PRON
ajst-901	31	8	is	be	AUX
ajst-901	31	9	the	the	DET
ajst-901	31	10	investment	investment	NOUN
ajst-901	31	11	value	value	NOUN
ajst-901	31	12	of	of	ADP
ajst-901	31	13	the	the	DET
ajst-901	31	14	initial	initial	ADJ
ajst-901	31	15	$	$	SYM
ajst-901	31	16	1,000	1,000	NUM
ajst-901	31	17	on	on	ADP
ajst-901	31	18	september	september	PROPN
ajst-901	31	19	10	10	NUM
ajst-901	31	20	,	,	PUNCT
ajst-901	31	21	2021	2021	NUM
ajst-901	31	22	?	?	PUNCT
ajst-901	32	1	problem	problem	NOUN
ajst-901	32	2	2	2	NUM
ajst-901	32	3	provides	provide	VERB
ajst-901	32	4	data	datum	NOUN
ajst-901	32	5	to	to	PART
ajst-901	32	6	prove	prove	VERB
ajst-901	32	7	that	that	SCONJ
ajst-901	32	8	the	the	DET
ajst-901	32	9	model	model	NOUN
ajst-901	32	10	established	establish	VERB
ajst-901	32	11	in	in	ADP
ajst-901	32	12	the	the	DET
ajst-901	32	13	first	first	ADJ
ajst-901	32	14	question	question	NOUN
ajst-901	32	15	provides	provide	VERB
ajst-901	32	16	the	the	DET
ajst-901	32	17	optimal	optimal	ADJ
ajst-901	32	18	strategy	strategy	NOUN
ajst-901	32	19	.	.	PUNCT
ajst-901	33	1	problem	problem	NOUN
ajst-901	33	2	3	3	NUM
ajst-901	33	3	prove	prove	VERB
ajst-901	33	4	the	the	DET
ajst-901	33	5	sensitivity	sensitivity	NOUN
ajst-901	33	6	of	of	ADP
ajst-901	33	7	our	our	PRON
ajst-901	33	8	strategy	strategy	NOUN
ajst-901	33	9	to	to	ADP
ajst-901	33	10	the	the	DET
ajst-901	33	11	transaction	transaction	NOUN
ajst-901	33	12	price	price	NOUN
ajst-901	33	13	and	and	CCONJ
ajst-901	33	14	ask	ask	VERB
ajst-901	33	15	how	how	SCONJ
ajst-901	33	16	our	our	PRON
ajst-901	33	17	strategy	strategy	NOUN
ajst-901	33	18	and	and	CCONJ
ajst-901	33	19	results	result	NOUN
ajst-901	33	20	are	be	AUX
ajst-901	33	21	affected	affect	VERB
ajst-901	33	22	by	by	ADP
ajst-901	33	23	the	the	DET
ajst-901	33	24	transaction	transaction	NOUN
ajst-901	33	25	price	price	NOUN
ajst-901	33	26	.	.	PUNCT
ajst-901	34	1	problem	problem	NOUN
ajst-901	34	2	4	4	NUM
ajst-901	34	3	send	send	VERB
ajst-901	34	4	our	our	PRON
ajst-901	34	5	strategy	strategy	NOUN
ajst-901	34	6	,	,	PUNCT
ajst-901	34	7	model	model	NOUN
ajst-901	34	8	,	,	PUNCT
ajst-901	34	9	and	and	CCONJ
ajst-901	34	10	results	result	NOUN
ajst-901	34	11	to	to	ADP
ajst-901	34	12	the	the	DET
ajst-901	34	13	trader	trader	NOUN
ajst-901	34	14	in	in	ADP
ajst-901	34	15	a	a	DET
ajst-901	34	16	memo	memo	NOUN
ajst-901	34	17	of	of	ADP
ajst-901	34	18	no	no	DET
ajst-901	34	19	more	more	ADJ
ajst-901	34	20	than	than	ADP
ajst-901	34	21	two	two	NUM
ajst-901	34	22	pages	page	NOUN
ajst-901	34	23	.	.	PUNCT
ajst-901	35	1	83	83	NUM
ajst-901	35	2	1.3	1.3	NUM
ajst-901	35	3	.	.	PUNCT
ajst-901	36	1	our	our	PRON
ajst-901	36	2	work	work	NOUN
ajst-901	36	3	figure	figure	NOUN
ajst-901	36	4	1	1	NUM
ajst-901	36	5	.	.	PUNCT
ajst-901	37	1	the	the	DET
ajst-901	37	2	flow	flow	NOUN
ajst-901	37	3	chart	chart	NOUN
ajst-901	37	4	in	in	ADP
ajst-901	37	5	this	this	DET
ajst-901	37	6	paper	paper	NOUN
ajst-901	37	7	first	first	ADV
ajst-901	37	8	,	,	PUNCT
ajst-901	37	9	according	accord	VERB
ajst-901	37	10	to	to	ADP
ajst-901	37	11	the	the	DET
ajst-901	37	12	market	market	NOUN
ajst-901	37	13	emotional	emotional	ADJ
ajst-901	37	14	theory	theory	NOUN
ajst-901	37	15	,	,	PUNCT
ajst-901	37	16	it	it	PRON
ajst-901	37	17	is	be	AUX
ajst-901	37	18	better	well	ADJ
ajst-901	37	19	to	to	PART
ajst-901	37	20	use	use	VERB
ajst-901	37	21	less	less	ADJ
ajst-901	37	22	data	datum	NOUN
ajst-901	37	23	for	for	ADP
ajst-901	37	24	short	short	ADJ
ajst-901	37	25	-	-	PUNCT
ajst-901	37	26	term	term	NOUN
ajst-901	37	27	prediction	prediction	NOUN
ajst-901	37	28	.	.	PUNCT
ajst-901	38	1	therefore	therefore	ADV
ajst-901	38	2	we	we	PRON
ajst-901	38	3	selected	select	VERB
ajst-901	38	4	100	100	NUM
ajst-901	38	5	days	day	NOUN
ajst-901	38	6	of	of	ADP
ajst-901	38	7	price	price	NOUN
ajst-901	38	8	data	datum	NOUN
ajst-901	38	9	.	.	PUNCT
ajst-901	39	1	next	next	ADV
ajst-901	39	2	,	,	PUNCT
ajst-901	39	3	we	we	PRON
ajst-901	39	4	established	establish	VERB
ajst-901	39	5	an	an	DET
ajst-901	39	6	arima	arima	NOUN
ajst-901	39	7	prediction	prediction	NOUN
ajst-901	39	8	model	model	NOUN
ajst-901	39	9	using	use	VERB
ajst-901	39	10	time	time	NOUN
ajst-901	39	11	series	series	PROPN
ajst-901	39	12	analysis	analysis	PROPN
ajst-901	39	13	.	.	PUNCT
ajst-901	40	1	predict	predict	VERB
ajst-901	40	2	the	the	DET
ajst-901	40	3	rise	rise	NOUN
ajst-901	40	4	and	and	CCONJ
ajst-901	40	5	fall	fall	NOUN
ajst-901	40	6	of	of	ADP
ajst-901	40	7	the	the	DET
ajst-901	40	8	next	next	ADJ
ajst-901	40	9	trading	trading	NOUN
ajst-901	40	10	day	day	NOUN
ajst-901	40	11	.	.	PUNCT
ajst-901	41	1	since	since	SCONJ
ajst-901	41	2	the	the	DET
ajst-901	41	3	period	period	NOUN
ajst-901	41	4	of	of	ADP
ajst-901	41	5	the	the	DET
ajst-901	41	6	data	data	NOUN
ajst-901	41	7	has	have	VERB
ajst-901	41	8	a	a	DET
ajst-901	41	9	greater	great	ADJ
ajst-901	41	10	impact	impact	NOUN
ajst-901	41	11	on	on	ADP
ajst-901	41	12	the	the	DET
ajst-901	41	13	forecast	forecast	NOUN
ajst-901	41	14	results	result	NOUN
ajst-901	41	15	,	,	PUNCT
ajst-901	41	16	we	we	PRON
ajst-901	41	17	further	far	ADV
ajst-901	41	18	analyze	analyze	VERB
ajst-901	41	19	the	the	DET
ajst-901	41	20	forecast	forecast	NOUN
ajst-901	41	21	results	result	NOUN
ajst-901	41	22	of	of	ADP
ajst-901	41	23	different	different	ADJ
ajst-901	41	24	periods	period	NOUN
ajst-901	41	25	and	and	CCONJ
ajst-901	41	26	achieve	achieve	VERB
ajst-901	41	27	an	an	DET
ajst-901	41	28	average	average	NOUN
ajst-901	41	29	.	.	PUNCT
ajst-901	42	1	after	after	ADP
ajst-901	42	2	inspection	inspection	NOUN
ajst-901	42	3	,	,	PUNCT
ajst-901	42	4	the	the	DET
ajst-901	42	5	average	average	ADJ
ajst-901	42	6	prediction	prediction	NOUN
ajst-901	42	7	result	result	NOUN
ajst-901	42	8	is	be	AUX
ajst-901	42	9	smaller	small	ADJ
ajst-901	42	10	.	.	PUNCT
ajst-901	43	1	we	we	PRON
ajst-901	43	2	finally	finally	ADV
ajst-901	43	3	got	get	VERB
ajst-901	43	4	an	an	DET
ajst-901	43	5	accurate	accurate	ADJ
ajst-901	43	6	predictive	predictive	ADJ
ajst-901	43	7	model	model	NOUN
ajst-901	43	8	solution	solution	NOUN
ajst-901	43	9	.	.	PUNCT
ajst-901	44	1	further	far	ADV
ajst-901	44	2	,	,	PUNCT
ajst-901	44	3	on	on	ADP
ajst-901	44	4	the	the	DET
ajst-901	44	5	basis	basis	NOUN
ajst-901	44	6	of	of	ADP
ajst-901	44	7	a	a	DET
ajst-901	44	8	more	more	ADV
ajst-901	44	9	accurate	accurate	ADJ
ajst-901	44	10	prediction	prediction	NOUN
ajst-901	44	11	,	,	PUNCT
ajst-901	44	12	based	base	VERB
ajst-901	44	13	on	on	ADP
ajst-901	44	14	the	the	DET
ajst-901	44	15	investment	investment	NOUN
ajst-901	44	16	law	law	NOUN
ajst-901	44	17	of	of	ADP
ajst-901	44	18	the	the	DET
ajst-901	44	19	financial	financial	ADJ
ajst-901	44	20	market	market	NOUN
ajst-901	44	21	,	,	PUNCT
ajst-901	44	22	it	it	PRON
ajst-901	44	23	is	be	AUX
ajst-901	44	24	sold	sell	VERB
ajst-901	44	25	when	when	SCONJ
ajst-901	44	26	the	the	DET
ajst-901	44	27	price	price	NOUN
ajst-901	44	28	of	of	ADP
ajst-901	44	29	financial	financial	ADJ
ajst-901	44	30	products	product	NOUN
ajst-901	44	31	has	have	AUX
ajst-901	44	32	increased	increase	VERB
ajst-901	44	33	,	,	PUNCT
ajst-901	44	34	and	and	CCONJ
ajst-901	44	35	it	it	PRON
ajst-901	44	36	is	be	AUX
ajst-901	44	37	bought	buy	VERB
ajst-901	44	38	when	when	SCONJ
ajst-901	44	39	the	the	DET
ajst-901	44	40	price	price	NOUN
ajst-901	44	41	of	of	ADP
ajst-901	44	42	financial	financial	ADJ
ajst-901	44	43	products	product	NOUN
ajst-901	44	44	fell	fall	VERB
ajst-901	44	45	.	.	PUNCT
ajst-901	45	1	after	after	ADP
ajst-901	45	2	analyzing	analyze	VERB
ajst-901	45	3	the	the	DET
ajst-901	45	4	routine	routine	NOUN
ajst-901	45	5	of	of	ADP
ajst-901	45	6	bitcoin	bitcoin	NOUN
ajst-901	45	7	and	and	CCONJ
ajst-901	45	8	gold	gold	NOUN
ajst-901	45	9	,	,	PUNCT
ajst-901	45	10	we	we	PRON
ajst-901	45	11	have	have	AUX
ajst-901	45	12	established	establish	VERB
ajst-901	45	13	a	a	DET
ajst-901	45	14	trading	trading	NOUN
ajst-901	45	15	strategy	strategy	NOUN
ajst-901	45	16	model	model	NOUN
ajst-901	45	17	for	for	ADP
ajst-901	45	18	position	position	NOUN
ajst-901	45	19	management	management	NOUN
ajst-901	45	20	.	.	PUNCT
ajst-901	46	1	secondly	secondly	ADV
ajst-901	46	2	,	,	PUNCT
ajst-901	46	3	we	we	PRON
ajst-901	46	4	have	have	AUX
ajst-901	46	5	established	establish	VERB
ajst-901	46	6	an	an	DET
ajst-901	46	7	evaluation	evaluation	NOUN
ajst-901	46	8	index	index	NOUN
ajst-901	46	9	of	of	ADP
ajst-901	46	10	the	the	DET
ajst-901	46	11	extent	extent	NOUN
ajst-901	46	12	of	of	ADP
ajst-901	46	13	the	the	DET
ajst-901	46	14	trading	trading	NOUN
ajst-901	46	15	strategy	strategy	NOUN
ajst-901	46	16	,	,	PUNCT
ajst-901	46	17	and	and	CCONJ
ajst-901	46	18	the	the	DET
ajst-901	46	19	hierarchical	hierarchical	ADJ
ajst-901	46	20	analysis	analysis	NOUN
ajst-901	46	21	is	be	AUX
ajst-901	46	22	used	use	VERB
ajst-901	46	23	to	to	PART
ajst-901	46	24	make	make	VERB
ajst-901	46	25	a	a	DET
ajst-901	46	26	simple	simple	ADJ
ajst-901	46	27	evaluation	evaluation	NOUN
ajst-901	46	28	,	,	PUNCT
ajst-901	46	29	which	which	PRON
ajst-901	46	30	proves	prove	VERB
ajst-901	46	31	that	that	SCONJ
ajst-901	46	32	our	our	PRON
ajst-901	46	33	trading	trading	NOUN
ajst-901	46	34	strategy	strategy	NOUN
ajst-901	46	35	model	model	NOUN
ajst-901	46	36	is	be	AUX
ajst-901	46	37	the	the	DET
ajst-901	46	38	local	local	ADJ
ajst-901	46	39	optimal	optimal	ADJ
ajst-901	46	40	solution	solution	NOUN
ajst-901	46	41	.	.	PUNCT
ajst-901	47	1	we	we	PRON
ajst-901	47	2	analyze	analyze	VERB
ajst-901	47	3	how	how	SCONJ
ajst-901	47	4	the	the	DET
ajst-901	47	5	transaction	transaction	NOUN
ajst-901	47	6	strategy	strategy	NOUN
ajst-901	47	7	model	model	NOUN
ajst-901	47	8	is	be	AUX
ajst-901	47	9	sensitive	sensitive	ADJ
ajst-901	47	10	to	to	ADP
ajst-901	47	11	transaction	transaction	NOUN
ajst-901	47	12	costs	cost	NOUN
ajst-901	47	13	and	and	CCONJ
ajst-901	47	14	how	how	SCONJ
ajst-901	47	15	transaction	transaction	NOUN
ajst-901	47	16	costs	cost	NOUN
ajst-901	47	17	affect	affect	VERB
ajst-901	47	18	strategies	strategy	NOUN
ajst-901	47	19	.	.	PUNCT
ajst-901	48	1	finally	finally	ADV
ajst-901	48	2	,	,	PUNCT
ajst-901	48	3	we	we	PRON
ajst-901	48	4	analyzed	analyze	VERB
ajst-901	48	5	the	the	DET
ajst-901	48	6	advantages	advantage	NOUN
ajst-901	48	7	and	and	CCONJ
ajst-901	48	8	disadvantages	disadvantage	NOUN
ajst-901	48	9	of	of	ADP
ajst-901	48	10	the	the	DET
ajst-901	48	11	model	model	NOUN
ajst-901	48	12	and	and	CCONJ
ajst-901	48	13	wrote	write	VERB
ajst-901	48	14	a	a	DET
ajst-901	48	15	memorandum	memorandum	NOUN
ajst-901	48	16	to	to	PART
ajst-901	48	17	deal	deal	VERB
ajst-901	48	18	with	with	ADP
ajst-901	48	19	our	our	PRON
ajst-901	48	20	strategy	strategy	NOUN
ajst-901	48	21	,	,	PUNCT
ajst-901	48	22	model	model	NOUN
ajst-901	48	23	,	,	PUNCT
ajst-901	48	24	and	and	CCONJ
ajst-901	48	25	results	result	NOUN
ajst-901	48	26	.	.	PUNCT
ajst-901	49	1	2	2	X
ajst-901	49	2	.	.	X
ajst-901	49	3	assumptions	assumption	NOUN
ajst-901	49	4	and	and	CCONJ
ajst-901	49	5	justifications	justification	NOUN
ajst-901	49	6	1.assume	1.assume	NUM
ajst-901	49	7	that	that	SCONJ
ajst-901	49	8	the	the	DET
ajst-901	49	9	price	price	NOUN
ajst-901	49	10	data	datum	NOUN
ajst-901	49	11	of	of	ADP
ajst-901	49	12	bitcoin	bitcoin	NOUN
ajst-901	49	13	and	and	CCONJ
ajst-901	49	14	the	the	DET
ajst-901	49	15	price	price	NOUN
ajst-901	49	16	is	be	AUX
ajst-901	49	17	not	not	PART
ajst-901	49	18	affected	affect	VERB
ajst-901	49	19	by	by	ADP
ajst-901	49	20	the	the	DET
ajst-901	49	21	banker	banker	NOUN
ajst-901	49	22	control	control	NOUN
ajst-901	49	23	of	of	ADP
ajst-901	49	24	the	the	DET
ajst-901	49	25	dealer	dealer	NOUN
ajst-901	49	26	.	.	PUNCT
ajst-901	50	1	the	the	DET
ajst-901	50	2	banker	banker	NOUN
ajst-901	50	3	can	can	AUX
ajst-901	50	4	take	take	VERB
ajst-901	50	5	advantage	advantage	NOUN
ajst-901	50	6	of	of	ADP
ajst-901	50	7	huge	huge	ADJ
ajst-901	50	8	trading	trading	NOUN
ajst-901	50	9	volumes	volume	NOUN
ajst-901	50	10	and	and	CCONJ
ajst-901	50	11	capital	capital	NOUN
ajst-901	50	12	control	control	NOUN
ajst-901	50	13	over	over	ADP
ajst-901	50	14	investment	investment	NOUN
ajst-901	50	15	transactions.[3]because	transactions.[3]because	NOUN
ajst-901	50	16	of	of	ADP
ajst-901	50	17	human	human	ADJ
ajst-901	50	18	subjective	subjective	ADJ
ajst-901	50	19	initiative	initiative	NOUN
ajst-901	50	20	,	,	PUNCT
ajst-901	50	21	we	we	PRON
ajst-901	50	22	can	can	AUX
ajst-901	50	23	not	not	PART
ajst-901	50	24	predict	predict	VERB
ajst-901	50	25	the	the	DET
ajst-901	50	26	operation	operation	NOUN
ajst-901	50	27	of	of	ADP
ajst-901	50	28	bankers	banker	NOUN
ajst-901	50	29	to	to	PART
ajst-901	50	30	compare	compare	VERB
ajst-901	50	31	bitcoin	bitcoin	NOUN
ajst-901	50	32	and	and	CCONJ
ajst-901	50	33	gold	gold	NOUN
ajst-901	50	34	.	.	PUNCT
ajst-901	51	1	so	so	ADV
ajst-901	51	2	we	we	PRON
ajst-901	51	3	assume	assume	VERB
ajst-901	51	4	that	that	SCONJ
ajst-901	51	5	the	the	DET
ajst-901	51	6	man	man	NOUN
ajst-901	51	7	is	be	AUX
ajst-901	51	8	a	a	DET
ajst-901	51	9	rational	rational	ADJ
ajst-901	51	10	investor	investor	NOUN
ajst-901	51	11	,	,	PUNCT
ajst-901	51	12	and	and	CCONJ
ajst-901	51	13	assume	assume	VERB
ajst-901	51	14	that	that	SCONJ
ajst-901	51	15	there	there	PRON
ajst-901	51	16	is	be	VERB
ajst-901	51	17	no	no	DET
ajst-901	51	18	malicious	malicious	ADJ
ajst-901	51	19	control	control	NOUN
ajst-901	51	20	.	.	PUNCT
ajst-901	52	1	2	2	X
ajst-901	52	2	.	.	X
ajst-901	52	3	suppose	suppose	VERB
ajst-901	52	4	we	we	PRON
ajst-901	52	5	have	have	VERB
ajst-901	52	6	a	a	DET
ajst-901	52	7	certain	certain	ADJ
ajst-901	52	8	risk	risk	NOUN
ajst-901	52	9	of	of	ADP
ajst-901	52	10	risk	risk	NOUN
ajst-901	52	11	during	during	ADP
ajst-901	52	12	the	the	DET
ajst-901	52	13	investment	investment	NOUN
ajst-901	52	14	process	process	NOUN
ajst-901	52	15	.	.	PUNCT
ajst-901	53	1	investors	investor	NOUN
ajst-901	53	2	'	'	PART
ajst-901	53	3	personality	personality	NOUN
ajst-901	53	4	determines	determine	VERB
ajst-901	53	5	their	their	PRON
ajst-901	53	6	ability	ability	NOUN
ajst-901	53	7	to	to	PART
ajst-901	53	8	accept	accept	VERB
ajst-901	53	9	risks	risk	NOUN
ajst-901	53	10	,	,	PUNCT
ajst-901	53	11	and	and	CCONJ
ajst-901	53	12	at	at	ADP
ajst-901	53	13	the	the	DET
ajst-901	53	14	same	same	ADJ
ajst-901	53	15	time	time	NOUN
ajst-901	53	16	,	,	PUNCT
ajst-901	53	17	investors	investor	NOUN
ajst-901	53	18	have	have	VERB
ajst-901	53	19	certain	certain	ADJ
ajst-901	53	20	limits	limit	NOUN
ajst-901	53	21	to	to	PART
ajst-901	53	22	accept	accept	VERB
ajst-901	53	23	risks	risk	NOUN
ajst-901	53	24	.	.	PUNCT
ajst-901	54	1	3	3	X
ajst-901	54	2	.	.	X
ajst-901	54	3	suppose	suppose	VERB
ajst-901	54	4	our	our	PRON
ajst-901	54	5	transaction	transaction	NOUN
ajst-901	54	6	operation	operation	NOUN
ajst-901	54	7	is	be	AUX
ajst-901	54	8	fully	fully	ADV
ajst-901	54	9	based	base	VERB
ajst-901	54	10	on	on	ADP
ajst-901	54	11	model	model	NOUN
ajst-901	54	12	planning	planning	NOUN
ajst-901	54	13	.	.	PUNCT
ajst-901	55	1	investment	investment	NOUN
ajst-901	55	2	traders	trader	NOUN
ajst-901	55	3	are	be	AUX
ajst-901	55	4	prone	prone	ADJ
ajst-901	55	5	to	to	ADP
ajst-901	55	6	various	various	ADJ
ajst-901	55	7	factors	factor	NOUN
ajst-901	55	8	such	such	DET
ajst-901	55	9	a	a	DET
ajst-901	55	10	s	s	NOUN
ajst-901	55	11	market	market	NOUN
ajst-901	55	12	sentiment	sentiment	NOUN
ajst-901	55	13	in	in	ADP
ajst-901	55	14	the	the	DET
ajst-901	55	15	transaction	transaction	NOUN
ajst-901	55	16	.	.	PUNCT
ajst-901	56	1	in	in	ADP
ajst-901	56	2	reality	reality	NOUN
ajst-901	56	3	,	,	PUNCT
ajst-901	56	4	the	the	DET
ajst-901	56	5	tra	tra	PROPN
ajst-901	56	6	der	der	PROPN
ajst-901	56	7	's	's	PART
ajst-901	56	8	mentality	mentality	NOUN
ajst-901	56	9	can	can	AUX
ajst-901	56	10	not	not	PART
ajst-901	56	11	be	be	AUX
ajst-901	56	12	ignored	ignore	VERB
ajst-901	56	13	,	,	PUNCT
ajst-901	56	14	but	but	CCONJ
ajst-901	56	15	we	we	PRON
ajst-901	56	16	assume	assume	VERB
ajst-901	56	17	that	that	SCONJ
ajst-901	56	18	t	t	PROPN
ajst-901	56	19	he	he	PRON
ajst-901	56	20	trader	trader	NOUN
ajst-901	56	21	fully	fully	ADV
ajst-901	56	22	follows	follow	VERB
ajst-901	56	23	the	the	DET
ajst-901	56	24	trading	trading	NOUN
ajst-901	56	25	strategy	strategy	NOUN
ajst-901	56	26	model	model	NOUN
ajst-901	56	27	to	to	ADP
ajst-901	56	28	ver	ver	PROPN
ajst-901	56	29	ify	ify	PROPN
ajst-901	56	30	the	the	DET
ajst-901	56	31	model	model	NOUN
ajst-901	56	32	.	.	PUNCT
ajst-901	57	1	4	4	X
ajst-901	57	2	.	.	X
ajst-901	57	3	suppose	suppose	VERB
ajst-901	57	4	the	the	DET
ajst-901	57	5	trading	trading	NOUN
ajst-901	57	6	strategies	strategy	NOUN
ajst-901	57	7	can	can	AUX
ajst-901	57	8	not	not	PART
ajst-901	57	9	achieve	achieve	VERB
ajst-901	57	10	the	the	DET
ajst-901	57	11	absolute	absolute	ADJ
ajst-901	57	12	optimal	optimal	ADJ
ajst-901	57	13	value	value	NOUN
ajst-901	57	14	.	.	PUNCT
ajst-901	58	1	in	in	ADP
ajst-901	58	2	addition	addition	NOUN
ajst-901	58	3	to	to	ADP
ajst-901	58	4	the	the	DET
ajst-901	58	5	operation	operation	NOUN
ajst-901	58	6	of	of	ADP
ajst-901	58	7	the	the	DET
ajst-901	58	8	bankers	banker	NOUN
ajst-901	58	9	,	,	PUNCT
ajst-901	58	10	we	we	PRON
ajst-901	58	11	still	still	ADV
ajst-901	58	12	ca	can	AUX
ajst-901	58	13	n't	not	PART
ajst-901	58	14	fully	fully	ADV
ajst-901	58	15	accurately	accurately	ADV
ajst-901	58	16	predict	predict	VERB
ajst-901	58	17	market	market	NOUN
ajst-901	58	18	activities	activity	NOUN
ajst-901	58	19	.	.	PUNCT
ajst-901	59	1	in	in	ADP
ajst-901	59	2	fact	fact	NOUN
ajst-901	59	3	,	,	PUNCT
ajst-901	59	4	our	our	PRON
ajst-901	59	5	best	good	ADJ
ajst-901	59	6	trading	trading	NOUN
ajst-901	59	7	strategy	strategy	NOUN
ajst-901	59	8	should	should	AUX
ajst-901	59	9	only	only	ADV
ajst-901	59	10	be	be	AUX
ajst-901	59	11	able	able	ADJ
ajst-901	59	12	to	to	PART
ajst-901	59	13	achieve	achieve	VERB
ajst-901	59	14	the	the	DET
ajst-901	59	15	relative	relative	ADJ
ajst-901	59	16	optimal	optimal	ADJ
ajst-901	59	17	value	value	NOUN
ajst-901	59	18	.	.	PUNCT
ajst-901	60	1	3	3	X
ajst-901	60	2	.	.	X
ajst-901	60	3	notations	notation	NOUN
ajst-901	60	4	the	the	DET
ajst-901	60	5	key	key	ADJ
ajst-901	60	6	mathematical	mathematical	ADJ
ajst-901	60	7	notations	notation	NOUN
ajst-901	60	8	used	use	VERB
ajst-901	60	9	in	in	ADP
ajst-901	60	10	this	this	DET
ajst-901	60	11	paper	paper	NOUN
ajst-901	60	12	are	be	AUX
ajst-901	60	13	listed	list	VERB
ajst-901	60	14	in	in	ADP
ajst-901	60	15	table	table	NOUN
ajst-901	60	16	1	1	NUM
ajst-901	60	17	.	.	PUNCT
ajst-901	60	18	table	table	NOUN
ajst-901	60	19	1	1	NUM
ajst-901	60	20	.	.	PUNCT
ajst-901	61	1	notations	notation	NOUN
ajst-901	61	2	used	use	VERB
ajst-901	61	3	in	in	ADP
ajst-901	61	4	this	this	DET
ajst-901	61	5	paper	paper	NOUN
ajst-901	61	6	symbol	symbol	NOUN
ajst-901	61	7	description	description	NOUN
ajst-901	61	8	av	av	PROPN
ajst-901	61	9	actual	actual	ADJ
ajst-901	61	10	value	value	NOUN
ajst-901	61	11	pv	pv	NOUN
ajst-901	61	12	predicted	predict	VERB
ajst-901	61	13	value	value	NOUN
ajst-901	61	14	h	h	NOUN
ajst-901	61	15	number	number	NOUN
ajst-901	61	16	of	of	ADP
ajst-901	61	17	consecutive	consecutive	ADJ
ajst-901	61	18	increases	increase	NOUN
ajst-901	61	19	k	k	NOUN
ajst-901	61	20	number	number	NOUN
ajst-901	61	21	of	of	ADP
ajst-901	61	22	consecutive	consecutive	ADJ
ajst-901	61	23	declines	decline	NOUN
ajst-901	61	24	apv	apv	PROPN
ajst-901	61	25	average	average	ADJ
ajst-901	61	26	predicted	predict	VERB
ajst-901	61	27	value	value	NOUN
ajst-901	61	28	p	p	NOUN
ajst-901	61	29	position	position	NOUN
ajst-901	61	30	amount	amount	NOUN
ajst-901	61	31	4	4	NUM
ajst-901	61	32	.	.	PUNCT
ajst-901	62	1	a	a	DET
ajst-901	62	2	quantitative	quantitative	ADJ
ajst-901	62	3	trading	trading	NOUN
ajst-901	62	4	strategy	strategy	NOUN
ajst-901	62	5	based	base	VERB
ajst-901	62	6	on	on	ADP
ajst-901	62	7	a	a	DET
ajst-901	62	8	position	position	NOUN
ajst-901	62	9	management	management	NOUN
ajst-901	62	10	model	model	NOUN
ajst-901	62	11	84	84	NUM
ajst-901	62	12	figure	figure	NOUN
ajst-901	62	13	2	2	NUM
ajst-901	62	14	.	.	PUNCT
ajst-901	62	15	trading	trading	NOUN
ajst-901	62	16	strategy	strategy	NOUN
ajst-901	62	17	flow	flow	NOUN
ajst-901	62	18	chart	chart	NOUN
ajst-901	62	19	for	for	ADP
ajst-901	62	20	problem	problem	NOUN
ajst-901	62	21	1	1	NUM
ajst-901	62	22	,	,	PUNCT
ajst-901	62	23	the	the	DET
ajst-901	62	24	best	good	ADJ
ajst-901	62	25	daily	daily	ADJ
ajst-901	62	26	trading	trading	NOUN
ajst-901	62	27	strategy	strategy	NOUN
ajst-901	62	28	is	be	AUX
ajst-901	62	29	given	give	VERB
ajst-901	62	30	based	base	VERB
ajst-901	62	31	only	only	ADV
ajst-901	62	32	on	on	ADP
ajst-901	62	33	the	the	DET
ajst-901	62	34	price	price	NOUN
ajst-901	62	35	data	datum	NOUN
ajst-901	62	36	up	up	ADP
ajst-901	62	37	to	to	ADP
ajst-901	62	38	that	that	DET
ajst-901	62	39	date	date	NOUN
ajst-901	62	40	and	and	CCONJ
ajst-901	62	41	the	the	DET
ajst-901	62	42	value	value	NOUN
ajst-901	62	43	is	be	AUX
ajst-901	62	44	found	find	VERB
ajst-901	62	45	on	on	ADP
ajst-901	62	46	2021.9.10	2021.9.10	PROPN
ajst-901	62	47	.	.	PUNCT
ajst-901	63	1	we	we	PRON
ajst-901	63	2	first	first	ADV
ajst-901	63	3	pre	pre	VERB
ajst-901	63	4	-	-	NOUN
ajst-901	63	5	process	process	NOUN
ajst-901	63	6	the	the	DET
ajst-901	63	7	existing	exist	VERB
ajst-901	63	8	data	datum	NOUN
ajst-901	63	9	and	and	CCONJ
ajst-901	63	10	build	build	VERB
ajst-901	63	11	an	an	DET
ajst-901	63	12	arima	arima	NOUN
ajst-901	63	13	model	model	NOUN
ajst-901	63	14	based	base	VERB
ajst-901	63	15	on	on	ADP
ajst-901	63	16	it	it	PRON
ajst-901	63	17	to	to	PART
ajst-901	63	18	forecast	forecast	VERB
ajst-901	63	19	the	the	DET
ajst-901	63	20	price	price	NOUN
ajst-901	63	21	of	of	ADP
ajst-901	63	22	the	the	DET
ajst-901	63	23	financial	financial	ADJ
ajst-901	63	24	product	product	NOUN
ajst-901	63	25	for	for	ADP
ajst-901	63	26	the	the	DET
ajst-901	63	27	next	next	ADJ
ajst-901	63	28	trading	trading	NOUN
ajst-901	63	29	day	day	NOUN
ajst-901	63	30	.	.	PUNCT
ajst-901	64	1	based	base	VERB
ajst-901	64	2	on	on	ADP
ajst-901	64	3	the	the	DET
ajst-901	64	4	forecast	forecast	NOUN
ajst-901	64	5	data	datum	NOUN
ajst-901	64	6	,	,	PUNCT
ajst-901	64	7	we	we	PRON
ajst-901	64	8	build	build	VERB
ajst-901	64	9	a	a	DET
ajst-901	64	10	trading	trading	NOUN
ajst-901	64	11	strategy	strategy	NOUN
ajst-901	64	12	model	model	NOUN
ajst-901	64	13	based	base	VERB
ajst-901	64	14	on	on	ADP
ajst-901	64	15	position	position	NOUN
ajst-901	64	16	management	management	NOUN
ajst-901	64	17	planning	planning	NOUN
ajst-901	64	18	and	and	CCONJ
ajst-901	64	19	develop	develop	VERB
ajst-901	64	20	a	a	DET
ajst-901	64	21	trading	trading	NOUN
ajst-901	64	22	strategy	strategy	NOUN
ajst-901	64	23	for	for	ADP
ajst-901	64	24	that	that	DET
ajst-901	64	25	day	day	NOUN
ajst-901	64	26	based	base	VERB
ajst-901	64	27	on	on	ADP
ajst-901	64	28	the	the	DET
ajst-901	64	29	principle	principle	NOUN
ajst-901	64	30	of	of	ADP
ajst-901	64	31	buying	buy	VERB
ajst-901	64	32	low	low	ADJ
ajst-901	64	33	and	and	CCONJ
ajst-901	64	34	selling	sell	VERB
ajst-901	64	35	high	high	ADJ
ajst-901	64	36	.	.	PUNCT
ajst-901	65	1	4.1	4.1	NUM
ajst-901	65	2	.	.	PUNCT
ajst-901	66	1	data	datum	NOUN
ajst-901	66	2	description	description	NOUN
ajst-901	66	3	taking	take	VERB
ajst-901	66	4	bitcoin	bitcoin	NOUN
ajst-901	66	5	as	as	ADP
ajst-901	66	6	an	an	DET
ajst-901	66	7	example	example	NOUN
ajst-901	66	8	,	,	PUNCT
ajst-901	66	9	we	we	PRON
ajst-901	66	10	select	select	VERB
ajst-901	66	11	the	the	DET
ajst-901	66	12	first	first	ADJ
ajst-901	66	13	100	100	NUM
ajst-901	66	14	days	day	NOUN
ajst-901	66	15	of	of	ADP
ajst-901	66	16	bitcoin	bitcoin	NOUN
ajst-901	66	17	price	price	NOUN
ajst-901	66	18	data	datum	NOUN
ajst-901	66	19	from	from	ADP
ajst-901	66	20	the	the	DET
ajst-901	66	21	database	database	NOUN
ajst-901	66	22	given	give	VERB
ajst-901	66	23	in	in	ADP
ajst-901	66	24	the	the	DET
ajst-901	66	25	question	question	NOUN
ajst-901	66	26	,	,	PUNCT
ajst-901	66	27	exclude	exclude	VERB
ajst-901	66	28	other	other	ADJ
ajst-901	66	29	data	datum	NOUN
ajst-901	66	30	to	to	PART
ajst-901	66	31	get	get	VERB
ajst-901	66	32	the	the	DET
ajst-901	66	33	following	follow	VERB
ajst-901	66	34	data	datum	NOUN
ajst-901	66	35	,	,	PUNCT
ajst-901	66	36	and	and	CCONJ
ajst-901	66	37	plot	plot	VERB
ajst-901	66	38	a	a	DET
ajst-901	66	39	line	line	NOUN
ajst-901	66	40	graph	graph	NOUN
ajst-901	66	41	of	of	ADP
ajst-901	66	42	bitcoin	bitcoin	ADJ
ajst-901	66	43	price	price	NOUN
ajst-901	66	44	change	change	NOUN
ajst-901	66	45	over	over	ADP
ajst-901	66	46	100	100	NUM
ajst-901	66	47	days	day	NOUN
ajst-901	66	48	.	.	PUNCT
ajst-901	67	1	we	we	PRON
ajst-901	67	2	can	can	AUX
ajst-901	67	3	see	see	VERB
ajst-901	67	4	that	that	SCONJ
ajst-901	67	5	the	the	DET
ajst-901	67	6	price	price	NOUN
ajst-901	67	7	of	of	ADP
ajst-901	67	8	bitcoin	bitcoin	NOUN
ajst-901	67	9	is	be	AUX
ajst-901	67	10	trending	trend	VERB
ajst-901	67	11	upward	upward	ADV
ajst-901	67	12	.	.	PUNCT
ajst-901	68	1	at	at	ADP
ajst-901	68	2	the	the	DET
ajst-901	68	3	same	same	ADJ
ajst-901	68	4	time	time	NOUN
ajst-901	68	5	,	,	PUNCT
ajst-901	68	6	there	there	PRON
ajst-901	68	7	is	be	VERB
ajst-901	68	8	some	some	DET
ajst-901	68	9	volatility	volatility	NOUN
ajst-901	68	10	as	as	SCONJ
ajst-901	68	11	the	the	DET
ajst-901	68	12	price	price	NOUN
ajst-901	68	13	of	of	ADP
ajst-901	68	14	bitcoin	bitcoin	NOUN
ajst-901	68	15	continues	continue	VERB
ajst-901	68	16	to	to	PART
ajst-901	68	17	rise	rise	VERB
ajst-901	68	18	.	.	PUNCT
ajst-901	69	1	table	table	NOUN
ajst-901	69	2	2	2	NUM
ajst-901	69	3	.	.	X
ajst-901	69	4	one	one	NUM
ajst-901	69	5	-	-	PUNCT
ajst-901	69	6	day	day	NOUN
ajst-901	69	7	price	price	NOUN
ajst-901	69	8	of	of	ADP
ajst-901	69	9	bitcoin	bitcoin	NOUN
ajst-901	69	10	in	in	ADP
ajst-901	69	11	100	100	NUM
ajst-901	69	12	days	day	NOUN
ajst-901	69	13	85	85	NUM
ajst-901	69	14	figure	figure	NOUN
ajst-901	69	15	3	3	NUM
ajst-901	69	16	.	.	PUNCT
ajst-901	69	17	bitcoin	bitcoin	NOUN
ajst-901	69	18	price	price	NOUN
ajst-901	69	19	changes	change	NOUN
ajst-901	69	20	in	in	ADP
ajst-901	69	21	100	100	NUM
ajst-901	69	22	days	day	NOUN
ajst-901	69	23	4.2	4.2	NUM
ajst-901	69	24	.	.	PUNCT
ajst-901	70	1	short	short	ADJ
ajst-901	70	2	-	-	PUNCT
ajst-901	70	3	term	term	NOUN
ajst-901	70	4	price	price	NOUN
ajst-901	70	5	forecasting	forecasting	NOUN
ajst-901	70	6	based	base	VERB
ajst-901	70	7	on	on	ADP
ajst-901	70	8	time	time	NOUN
ajst-901	70	9	series	series	PROPN
ajst-901	70	10	arima	arima	PROPN
ajst-901	70	11	model	model	PROPN
ajst-901	70	12	time	time	PROPN
ajst-901	70	13	series	series	PROPN
ajst-901	70	14	,	,	PUNCT
ajst-901	70	15	also	also	ADV
ajst-901	70	16	known	know	VERB
ajst-901	70	17	as	as	ADP
ajst-901	70	18	dynamic	dynamic	ADJ
ajst-901	70	19	series	series	NOUN
ajst-901	70	20	,	,	PUNCT
ajst-901	70	21	is	be	AUX
ajst-901	70	22	a	a	DET
ajst-901	70	23	series	series	NOUN
ajst-901	70	24	of	of	ADP
ajst-901	70	25	values	value	NOUN
ajst-901	70	26	of	of	ADP
ajst-901	70	27	indicators	indicator	NOUN
ajst-901	70	28	of	of	ADP
ajst-901	70	29	a	a	DET
ajst-901	70	30	phenomenon	phenomenon	NOUN
ajst-901	70	31	arranged	arrange	VERB
ajst-901	70	32	in	in	ADP
ajst-901	70	33	time	time	NOUN
ajst-901	70	34	order	order	NOUN
ajst-901	70	35	.	.	PUNCT
ajst-901	71	1	arima	arima	PROPN
ajst-901	71	2	(	(	PUNCT
ajst-901	71	3	autoregressive	autoregressive	ADJ
ajst-901	71	4	integrated	integrated	ADJ
ajst-901	71	5	moving	move	VERB
ajst-901	71	6	average	average	ADJ
ajst-901	71	7	model	model	NOUN
ajst-901	71	8	)	)	PUNCT
ajst-901	71	9	is	be	AUX
ajst-901	71	10	one	one	NUM
ajst-901	71	11	of	of	ADP
ajst-901	71	12	the	the	DET
ajst-901	71	13	most	most	ADV
ajst-901	71	14	commonly	commonly	ADV
ajst-901	71	15	used	use	VERB
ajst-901	71	16	forecasting	forecasting	NOUN
ajst-901	71	17	methods	method	NOUN
ajst-901	71	18	for	for	ADP
ajst-901	71	19	time	time	NOUN
ajst-901	71	20	series	series	NOUN
ajst-901	71	21	.	.	PUNCT
ajst-901	72	1	because	because	SCONJ
ajst-901	72	2	arima	arima	NOUN
ajst-901	72	3	models	model	NOUN
ajst-901	72	4	are	be	AUX
ajst-901	72	5	very	very	ADV
ajst-901	72	6	capable	capable	ADJ
ajst-901	72	7	of	of	ADP
ajst-901	72	8	capturing	capture	VERB
ajst-901	72	9	information	information	NOUN
ajst-901	72	10	from	from	ADP
ajst-901	72	11	linear	linear	ADJ
ajst-901	72	12	data	datum	NOUN
ajst-901	72	13	and	and	CCONJ
ajst-901	72	14	require	require	VERB
ajst-901	72	15	only	only	ADJ
ajst-901	72	16	endogenous	endogenous	ADJ
ajst-901	72	17	variables	variable	NOUN
ajst-901	72	18	without	without	ADP
ajst-901	72	19	resorting	resort	VERB
ajst-901	72	20	to	to	ADP
ajst-901	72	21	other	other	ADJ
ajst-901	72	22	exogenous	exogenous	ADJ
ajst-901	72	23	variables	variable	NOUN
ajst-901	72	24	,	,	PUNCT
ajst-901	72	25	they	they	PRON
ajst-901	72	26	are	be	AUX
ajst-901	72	27	particularly	particularly	ADV
ajst-901	72	28	successful	successful	ADJ
ajst-901	72	29	in	in	ADP
ajst-901	72	30	statistical	statistical	ADJ
ajst-901	72	31	and	and	CCONJ
ajst-901	72	32	forecasting	forecast	VERB
ajst-901	72	33	stock	stock	NOUN
ajst-901	72	34	price	price	NOUN
ajst-901	72	35	changes	change	NOUN
ajst-901	72	36	and	and	CCONJ
ajst-901	72	37	are	be	AUX
ajst-901	72	38	commonly	commonly	ADV
ajst-901	72	39	used	use	VERB
ajst-901	72	40	in	in	ADP
ajst-901	72	41	financial	financial	ADJ
ajst-901	72	42	forecasting	forecasting	NOUN
ajst-901	72	43	.	.	PUNCT
ajst-901	73	1	in	in	ADP
ajst-901	73	2	this	this	DET
ajst-901	73	3	paper	paper	NOUN
ajst-901	73	4	,	,	PUNCT
ajst-901	73	5	we	we	PRON
ajst-901	73	6	build	build	VERB
ajst-901	73	7	a	a	DET
ajst-901	73	8	differential	differential	ADJ
ajst-901	73	9	autoregressive	autoregressive	ADJ
ajst-901	73	10	moving	move	VERB
ajst-901	73	11	average	average	ADJ
ajst-901	73	12	model	model	NOUN
ajst-901	73	13	arima(p	arima(p	PROPN
ajst-901	73	14	,	,	PUNCT
ajst-901	73	15	d	d	NOUN
ajst-901	73	16	,	,	PUNCT
ajst-901	73	17	q	q	NOUN
ajst-901	73	18	)	)	PUNCT
ajst-901	73	19	with	with	ADP
ajst-901	73	20	100	100	NUM
ajst-901	73	21	days	day	NOUN
ajst-901	73	22	of	of	ADP
ajst-901	73	23	bitcoin	bitcoin	ADJ
ajst-901	73	24	price	price	NOUN
ajst-901	73	25	change	change	NOUN
ajst-901	73	26	data	datum	NOUN
ajst-901	73	27	based	base	VERB
ajst-901	73	28	on	on	ADP
ajst-901	73	29	the	the	DET
ajst-901	73	30	theory	theory	NOUN
ajst-901	73	31	related	relate	VERB
ajst-901	73	32	to	to	ADP
ajst-901	73	33	time	time	NOUN
ajst-901	73	34	series	series	NOUN
ajst-901	73	35	analysis	analysis	NOUN
ajst-901	73	36	.	.	PUNCT
ajst-901	74	1	𝑦	𝑦	NUM
ajst-901	74	2	𝛼	𝛼	X
ajst-901	74	3	∑	∑	DET
ajst-901	74	4	  	  	SPACE
ajst-901	74	5	𝛼	𝛼	X
ajst-901	74	6	𝑦	𝑦	PRON
ajst-901	74	7	𝜀	𝜀	X
ajst-901	74	8	∑	∑	DET
ajst-901	74	9	  	  	SPACE
ajst-901	74	10	𝛽	𝛽	NOUN
ajst-901	74	11	𝜀	𝜀	X
ajst-901	74	12	(	(	PUNCT
ajst-901	74	13	1	1	NUM
ajst-901	74	14	)	)	PUNCT
ajst-901	74	15	and	and	CCONJ
ajst-901	74	16	𝑦	𝑦	NOUN
ajst-901	74	17	δ	δ	NOUN
ajst-901	74	18	𝑦	𝑦	SYM
ajst-901	74	19	1	1	NUM
ajst-901	74	20	𝐿	𝐿	PROPN
ajst-901	74	21	𝑦	𝑦	NOUN
ajst-901	74	22	.	.	PROPN
ajst-901	75	1	1	1	NUM
ajst-901	75	2	∑	∑	PART
ajst-901	75	3	  	  	SPACE
ajst-901	75	4	𝛼	𝛼	VERB
ajst-901	75	5	𝐿	𝐿	PROPN
ajst-901	75	6	1	1	NUM
ajst-901	75	7	𝐿	𝐿	PROPN
ajst-901	75	8	𝑦	𝑦	NOUN
ajst-901	75	9	𝛼	𝛼	NOUN
ajst-901	75	10	1	1	NUM
ajst-901	75	11	∑	∑	PART
ajst-901	75	12	  	  	SPACE
ajst-901	75	13	𝛽	𝛽	PROPN
ajst-901	75	14	𝐿	𝐿	PROPN
ajst-901	75	15	𝜀	𝜀	PROPN
ajst-901	75	16	(	(	PUNCT
ajst-901	75	17	2	2	NUM
ajst-901	75	18	)	)	PUNCT
ajst-901	75	19	where	where	SCONJ
ajst-901	75	20	p	p	NOUN
ajst-901	75	21	is	be	AUX
ajst-901	75	22	the	the	DET
ajst-901	75	23	number	number	NOUN
ajst-901	75	24	of	of	ADP
ajst-901	75	25	autoregressive	autoregressive	ADJ
ajst-901	75	26	terms	term	NOUN
ajst-901	75	27	;	;	PUNCT
ajst-901	75	28	d	d	X
ajst-901	75	29	denotes	denote	VERB
ajst-901	75	30	the	the	DET
ajst-901	75	31	order	order	NOUN
ajst-901	75	32	of	of	ADP
ajst-901	75	33	the	the	DET
ajst-901	75	34	difference	difference	NOUN
ajst-901	75	35	;	;	PUNCT
ajst-901	75	36	and	and	CCONJ
ajst-901	75	37	q	q	NOUN
ajst-901	75	38	is	be	AUX
ajst-901	75	39	the	the	DET
ajst-901	75	40	number	number	NOUN
ajst-901	75	41	of	of	ADP
ajst-901	75	42	sliding	slide	VERB
ajst-901	75	43	average	average	ADJ
ajst-901	75	44	terms	term	NOUN
ajst-901	75	45	.	.	PUNCT
ajst-901	76	1	4.2.1	4.2.1	X
ajst-901	76	2	.	.	PUNCT
ajst-901	77	1	checking	check	VERB
ajst-901	77	2	the	the	DET
ajst-901	77	3	smoothness	smoothness	NOUN
ajst-901	77	4	of	of	ADP
ajst-901	77	5	the	the	DET
ajst-901	77	6	time	time	NOUN
ajst-901	77	7	series	series	NOUN
ajst-901	77	8	for	for	ADP
ajst-901	77	9	the	the	DET
ajst-901	77	10	arima	arima	PROPN
ajst-901	77	11	model	model	NOUN
ajst-901	77	12	,	,	PUNCT
ajst-901	77	13	it	it	PRON
ajst-901	77	14	is	be	AUX
ajst-901	77	15	required	require	VERB
ajst-901	77	16	that	that	SCONJ
ajst-901	77	17	the	the	DET
ajst-901	77	18	time	time	NOUN
ajst-901	77	19	series	series	PROPN
ajst-901	77	20	data	data	PROPN
ajst-901	77	21	satisfy	satisfy	VERB
ajst-901	77	22	smoothness	smoothness	PROPN
ajst-901	77	23	.	.	PUNCT
ajst-901	78	1	view	view	VERB
ajst-901	78	2	the	the	DET
ajst-901	78	3	results	result	NOUN
ajst-901	78	4	of	of	ADP
ajst-901	78	5	the	the	DET
ajst-901	78	6	adf	adf	PROPN
ajst-901	78	7	test	test	NOUN
ajst-901	78	8	to	to	PART
ajst-901	78	9	determine	determine	VERB
ajst-901	78	10	whether	whether	SCONJ
ajst-901	78	11	it	it	PRON
ajst-901	78	12	can	can	AUX
ajst-901	78	13	significantly	significantly	ADV
ajst-901	78	14	reject	reject	VERB
ajst-901	78	15	the	the	DET
ajst-901	78	16	hypothesis	hypothesis	NOUN
ajst-901	78	17	that	that	PRON
ajst-901	78	18	the	the	DET
ajst-901	78	19	series	series	NOUN
ajst-901	78	20	is	be	AUX
ajst-901	78	21	not	not	PART
ajst-901	78	22	smooth	smooth	ADJ
ajst-901	78	23	(	(	PUNCT
ajst-901	78	24	p<0.05	p<0.05	NOUN
ajst-901	78	25	or	or	CCONJ
ajst-901	78	26	0.01	0.01	NUM
ajst-901	78	27	)	)	PUNCT
ajst-901	78	28	,	,	PUNCT
ajst-901	78	29	based	base	VERB
ajst-901	78	30	on	on	ADP
ajst-901	78	31	the	the	DET
ajst-901	78	32	analyzed	analyze	VERB
ajst-901	78	33	t	t	NOUN
ajst-901	78	34	-	-	PUNCT
ajst-901	78	35	values	value	NOUN
ajst-901	78	36	.	.	PUNCT
ajst-901	79	1	table	table	NOUN
ajst-901	79	2	3	3	NUM
ajst-901	79	3	.	.	PUNCT
ajst-901	80	1	adf	adf	PROPN
ajst-901	80	2	test	test	NOUN
ajst-901	80	3	adf	adf	PROPN
ajst-901	80	4	test	test	NOUN
ajst-901	80	5	variable	variable	ADJ
ajst-901	80	6	order	order	NOUN
ajst-901	80	7	of	of	ADP
ajst-901	80	8	difference	difference	NOUN
ajst-901	80	9	t	t	PROPN
ajst-901	81	1	p	p	X
ajst-901	81	2	aic	aic	PROPN
ajst-901	81	3	critical	critical	ADJ
ajst-901	81	4	value	value	NOUN
ajst-901	81	5	1	1	NUM
ajst-901	81	6	%	%	NOUN
ajst-901	81	7	5	5	NUM
ajst-901	81	8	%	%	NOUN
ajst-901	81	9	10	10	NUM
ajst-901	81	10	%	%	NOUN
ajst-901	81	11	value	value	NOUN
ajst-901	81	12	0	0	NUM
ajst-901	81	13	0.988	0.988	NUM
ajst-901	81	14	0.994	0.994	NUM
ajst-901	81	15	369.969	369.969	NUM
ajst-901	81	16	-3.5	-3.5	NOUN
ajst-901	81	17	-2.892	-2.892	ADP
ajst-901	81	18	-2.583	-2.583	NOUN
ajst-901	81	19	1	1	NUM
ajst-901	81	20	-7.693	-7.693	NUM
ajst-901	81	21	0.000	0.000	NUM
ajst-901	81	22	*	*	PUNCT
ajst-901	81	23	*	*	PUNCT
ajst-901	81	24	*	*	PUNCT
ajst-901	81	25	360.538	360.538	NUM
ajst-901	81	26	-3.5	-3.5	NOUN
ajst-901	81	27	-2.892	-2.892	NUM
ajst-901	81	28	-2.583	-2.583	NOUN
ajst-901	81	29	2	2	NUM
ajst-901	81	30	-7.306	-7.306	NOUN
ajst-901	81	31	0.000	0.000	NOUN
ajst-901	81	32	*	*	PUNCT
ajst-901	81	33	*	*	PUNCT
ajst-901	81	34	*	*	PUNCT
ajst-901	81	35	364.595	364.595	NUM
ajst-901	81	36	-3.507	-3.507	NOUN
ajst-901	81	37	-2.895	-2.895	PUNCT
ajst-901	81	38	-2.585	-2.585	PUNCT
ajst-901	81	39	note	note	NOUN
ajst-901	81	40	:	:	PUNCT
ajst-901	81	41	*	*	PUNCT
ajst-901	82	1	*	*	PUNCT
ajst-901	82	2	*	*	PUNCT
ajst-901	82	3	,	,	PUNCT
ajst-901	82	4	*	*	PUNCT
ajst-901	82	5	*	*	PUNCT
ajst-901	82	6	and	and	CCONJ
ajst-901	82	7	*	*	AUX
ajst-901	82	8	represent	represent	VERB
ajst-901	82	9	the	the	DET
ajst-901	82	10	significance	significance	NOUN
ajst-901	82	11	levels	level	NOUN
ajst-901	82	12	of	of	ADP
ajst-901	82	13	1	1	NUM
ajst-901	82	14	%	%	NOUN
ajst-901	82	15	,	,	PUNCT
ajst-901	82	16	5	5	NUM
ajst-901	82	17	%	%	NOUN
ajst-901	82	18	and	and	CCONJ
ajst-901	82	19	10	10	NUM
ajst-901	82	20	%	%	NOUN
ajst-901	82	21	respectively	respectively	ADV
ajst-901	82	22	at	at	ADP
ajst-901	82	23	the	the	DET
ajst-901	82	24	difference	difference	NOUN
ajst-901	82	25	of	of	ADP
ajst-901	82	26	order	order	NOUN
ajst-901	82	27	0	0	NUM
ajst-901	82	28	,	,	PUNCT
ajst-901	82	29	the	the	DET
ajst-901	82	30	significance	significance	NOUN
ajst-901	82	31	p	p	NOUN
ajst-901	82	32	-	-	PUNCT
ajst-901	82	33	value	value	NOUN
ajst-901	82	34	is	be	AUX
ajst-901	82	35	0.971	0.971	NUM
ajst-901	82	36	,	,	PUNCT
ajst-901	82	37	which	which	PRON
ajst-901	82	38	does	do	AUX
ajst-901	82	39	not	not	PART
ajst-901	82	40	present	present	VERB
ajst-901	82	41	significance	significance	NOUN
ajst-901	82	42	at	at	ADP
ajst-901	82	43	the	the	DET
ajst-901	82	44	level	level	NOUN
ajst-901	82	45	,	,	PUNCT
ajst-901	82	46	and	and	CCONJ
ajst-901	82	47	the	the	DET
ajst-901	82	48	original	original	ADJ
ajst-901	82	49	hypothesis	hypothesis	NOUN
ajst-901	82	50	can	can	AUX
ajst-901	82	51	not	not	PART
ajst-901	82	52	be	be	AUX
ajst-901	82	53	rejected	reject	VERB
ajst-901	82	54	,	,	PUNCT
ajst-901	82	55	and	and	CCONJ
ajst-901	82	56	the	the	DET
ajst-901	82	57	series	series	NOUN
ajst-901	82	58	is	be	AUX
ajst-901	82	59	an	an	DET
ajst-901	82	60	unsteady	unsteady	ADJ
ajst-901	82	61	time	time	NOUN
ajst-901	82	62	series	series	NOUN
ajst-901	82	63	.	.	PUNCT
ajst-901	83	1	at	at	ADP
ajst-901	83	2	the	the	DET
ajst-901	83	3	1st	1st	ADJ
ajst-901	83	4	order	order	NOUN
ajst-901	83	5	of	of	ADP
ajst-901	83	6	difference	difference	NOUN
ajst-901	83	7	,	,	PUNCT
ajst-901	83	8	the	the	DET
ajst-901	83	9	significance	significance	NOUN
ajst-901	83	10	p	p	NOUN
ajst-901	83	11	-	-	PUNCT
ajst-901	83	12	value	value	NOUN
ajst-901	83	13	is	be	AUX
ajst-901	83	14	0.000	0.000	NUM
ajst-901	83	15	*	*	PUNCT
ajst-901	83	16	*	*	PUNCT
ajst-901	83	17	*	*	PUNCT
ajst-901	83	18	,	,	PUNCT
ajst-901	83	19	which	which	PRON
ajst-901	83	20	is	be	AUX
ajst-901	83	21	significant	significant	ADJ
ajst-901	83	22	at	at	ADP
ajst-901	83	23	the	the	DET
ajst-901	83	24	level	level	NOUN
ajst-901	83	25	and	and	CCONJ
ajst-901	83	26	the	the	DET
ajst-901	83	27	original	original	ADJ
ajst-901	83	28	hypothesis	hypothesis	NOUN
ajst-901	83	29	is	be	AUX
ajst-901	83	30	rejected	reject	VERB
ajst-901	83	31	,	,	PUNCT
ajst-901	83	32	and	and	CCONJ
ajst-901	83	33	the	the	DET
ajst-901	83	34	series	series	NOUN
ajst-901	83	35	is	be	AUX
ajst-901	83	36	a	a	DET
ajst-901	83	37	smooth	smooth	ADJ
ajst-901	83	38	time	time	NOUN
ajst-901	83	39	series	series	NOUN
ajst-901	83	40	.	.	PUNCT
ajst-901	84	1	at	at	ADP
ajst-901	84	2	the	the	DET
ajst-901	84	3	difference	difference	NOUN
ajst-901	84	4	of	of	ADP
ajst-901	84	5	order	order	NOUN
ajst-901	84	6	2	2	NUM
ajst-901	84	7	,	,	PUNCT
ajst-901	84	8	the	the	DET
ajst-901	84	9	significance	significance	NOUN
ajst-901	84	10	p	p	NOUN
ajst-901	84	11	-	-	PUNCT
ajst-901	84	12	value	value	NOUN
ajst-901	84	13	is	be	AUX
ajst-901	84	14	0.000	0.000	NUM
ajst-901	84	15	*	*	PUNCT
ajst-901	84	16	*	*	PUNCT
ajst-901	84	17	*	*	PUNCT
ajst-901	84	18	,	,	PUNCT
ajst-901	84	19	which	which	PRON
ajst-901	84	20	presents	present	VERB
ajst-901	84	21	significance	significance	NOUN
ajst-901	84	22	at	at	ADP
ajst-901	84	23	the	the	DET
ajst-901	84	24	level	level	NOUN
ajst-901	84	25	,	,	PUNCT
ajst-901	84	26	and	and	CCONJ
ajst-901	84	27	the	the	DET
ajst-901	84	28	original	original	ADJ
ajst-901	84	29	hypothesis	hypothesis	NOUN
ajst-901	84	30	is	be	AUX
ajst-901	84	31	rejected	reject	VERB
ajst-901	84	32	,	,	PUNCT
ajst-901	84	33	and	and	CCONJ
ajst-901	84	34	the	the	DET
ajst-901	84	35	series	series	NOUN
ajst-901	84	36	is	be	AUX
ajst-901	84	37	a	a	DET
ajst-901	84	38	smooth	smooth	ADJ
ajst-901	84	39	time	time	NOUN
ajst-901	84	40	series	series	NOUN
ajst-901	84	41	.	.	PUNCT
ajst-901	85	1	86	86	NUM
ajst-901	85	2	figure	figure	NOUN
ajst-901	85	3	4	4	NUM
ajst-901	85	4	.	.	PUNCT
ajst-901	85	5	optimal	optimal	ADJ
ajst-901	85	6	difference	difference	NOUN
ajst-901	85	7	sequence	sequence	NOUN
ajst-901	85	8	diagram	diagram	VERB
ajst-901	85	9	the	the	DET
ajst-901	85	10	original	original	ADJ
ajst-901	85	11	data	datum	NOUN
ajst-901	85	12	do	do	AUX
ajst-901	85	13	not	not	PART
ajst-901	85	14	fluctuate	fluctuate	VERB
ajst-901	85	15	much	much	ADV
ajst-901	85	16	up	up	ADV
ajst-901	85	17	and	and	CCONJ
ajst-901	85	18	down	down	ADV
ajst-901	85	19	after	after	ADP
ajst-901	85	20	first	first	ADJ
ajst-901	85	21	-	-	PUNCT
ajst-901	85	22	order	order	NOUN
ajst-901	85	23	differencing	differencing	NOUN
ajst-901	85	24	,	,	PUNCT
ajst-901	85	25	and	and	CCONJ
ajst-901	85	26	the	the	DET
ajst-901	85	27	series	series	NOUN
ajst-901	85	28	satisfies	satisfy	VERB
ajst-901	85	29	smoothness	smoothness	ADJ
ajst-901	85	30	.	.	PUNCT
ajst-901	86	1	4.2.2	4.2.2	X
ajst-901	86	2	.	.	PUNCT
ajst-901	86	3	selected	select	VERB
ajst-901	86	4	order	order	NOUN
ajst-901	86	5	figure	figure	NOUN
ajst-901	86	6	5	5	NUM
ajst-901	86	7	.	.	PUNCT
ajst-901	86	8	partial	partial	ADJ
ajst-901	86	9	autocorrelation	autocorrelation	NOUN
ajst-901	86	10	function	function	NOUN
ajst-901	86	11	(	(	PUNCT
ajst-901	86	12	pacf	pacf	NOUN
ajst-901	86	13	)	)	PUNCT
ajst-901	86	14	figure	figure	NOUN
ajst-901	86	15	6	6	NUM
ajst-901	86	16	.	.	PUNCT
ajst-901	86	17	autocorrelation	autocorrelation	NOUN
ajst-901	86	18	function	function	NOUN
ajst-901	86	19	(	(	PUNCT
ajst-901	86	20	acf	acf	PROPN
ajst-901	86	21	)	)	PUNCT
ajst-901	86	22	87	87	NUM
ajst-901	86	23	within	within	ADP
ajst-901	86	24	the	the	DET
ajst-901	86	25	confidence	confidence	NOUN
ajst-901	86	26	interval	interval	NOUN
ajst-901	86	27	,	,	PUNCT
ajst-901	86	28	acf	acf	PROPN
ajst-901	86	29	or	or	CCONJ
ajst-901	86	30	pacf	pacf	NOUN
ajst-901	86	31	fluctuates	fluctuate	NOUN
ajst-901	86	32	around	around	ADP
ajst-901	86	33	0	0	NUM
ajst-901	86	34	.	.	PUNCT
ajst-901	87	1	both	both	PRON
ajst-901	87	2	autocorrelation	autocorrelation	NOUN
ajst-901	87	3	and	and	CCONJ
ajst-901	87	4	partial	partial	ADJ
ajst-901	87	5	autocorrelation	autocorrelation	NOUN
ajst-901	87	6	plots	plot	NOUN
ajst-901	87	7	dragged	drag	VERB
ajst-901	87	8	the	the	DET
ajst-901	87	9	tails	tail	NOUN
ajst-901	87	10	,	,	PUNCT
ajst-901	87	11	and	and	CCONJ
ajst-901	87	12	the	the	DET
ajst-901	87	13	most	most	ADV
ajst-901	87	14	significant	significant	ADJ
ajst-901	87	15	order	order	NOUN
ajst-901	87	16	(	(	PUNCT
ajst-901	87	17	minimum	minimum	NOUN
ajst-901	87	18	)	)	PUNCT
ajst-901	87	19	in	in	ADP
ajst-901	87	20	the	the	DET
ajst-901	87	21	combined	combined	ADJ
ajst-901	87	22	pacf	pacf	NOUN
ajst-901	87	23	and	and	CCONJ
ajst-901	87	24	acf	acf	PROPN
ajst-901	87	25	plots	plot	NOUN
ajst-901	87	26	estimated	estimate	VERB
ajst-901	87	27	p	p	NOUN
ajst-901	87	28	and	and	CCONJ
ajst-901	87	29	q	q	NOUN
ajst-901	87	30	values	value	NOUN
ajst-901	87	31	of	of	ADP
ajst-901	87	32	1	1	NUM
ajst-901	87	33	.	.	PUNCT
ajst-901	87	34	table	table	NOUN
ajst-901	87	35	4	4	NUM
ajst-901	87	36	.	.	PUNCT
ajst-901	87	37	model	model	NOUN
ajst-901	87	38	parameters	parameter	NOUN
ajst-901	87	39	table	table	NOUN
ajst-901	87	40	model	model	NOUN
ajst-901	87	41	parameters	parameter	NOUN
ajst-901	87	42	table	table	NOUN
ajst-901	87	43	coefficient	coefficient	NOUN
ajst-901	87	44	standard	standard	ADJ
ajst-901	87	45	deviation	deviation	NOUN
ajst-901	87	46	t	t	NOUN
ajst-901	87	47	p>|t|	p>|t|	NOUN
ajst-901	87	48	0.025	0.025	NUM
ajst-901	87	49	0.975	0.975	NUM
ajst-901	87	50	constants	constant	VERB
ajst-901	87	51	1.773	1.773	NUM
ajst-901	87	52	0.509	0.509	NUM
ajst-901	87	53	3.482	3.482	NUM
ajst-901	87	54	0	0	NUM
ajst-901	87	55	0.775	0.775	NUM
ajst-901	87	56	2.771	2.771	NUM
ajst-901	87	57	ar.l1.d.value	ar.l1.d.value	NUM
ajst-901	87	58	0.445	0.445	NUM
ajst-901	87	59	0.222	0.222	NUM
ajst-901	87	60	2.002	2.002	NUM
ajst-901	87	61	0.045	0.045	NUM
ajst-901	87	62	0.009	0.009	NUM
ajst-901	87	63	0.881	0.881	NUM
ajst-901	87	64	ma.l1.d.vale	ma.l1.d.vale	NOUN
ajst-901	87	65	-0.713	-0.713	ADP
ajst-901	87	66	0.176	0.176	NUM
ajst-901	87	67	-4.049	-4.049	NOUN
ajst-901	87	68	0	0	NUM
ajst-901	87	69	-1.058	-1.058	PUNCT
ajst-901	87	70	-0.368	-0.368	PUNCT
ajst-901	87	71	the	the	DET
ajst-901	87	72	results	result	NOUN
ajst-901	87	73	of	of	ADP
ajst-901	87	74	the	the	DET
ajst-901	87	75	model	model	NOUN
ajst-901	87	76	are	be	AUX
ajst-901	87	77	the	the	DET
ajst-901	87	78	arima	arima	PROPN
ajst-901	87	79	model	model	NOUN
ajst-901	87	80	(	(	PUNCT
ajst-901	87	81	1,1,1	1,1,1	NUM
ajst-901	87	82	)	)	PUNCT
ajst-901	87	83	test	test	NOUN
ajst-901	87	84	table	table	NOUN
ajst-901	87	85	and	and	CCONJ
ajst-901	87	86	based	base	VERB
ajst-901	87	87	on	on	ADP
ajst-901	87	88	1	1	NUM
ajst-901	87	89	difference	difference	NOUN
ajst-901	87	90	data	datum	NOUN
ajst-901	87	91	,	,	PUNCT
ajst-901	87	92	the	the	DET
ajst-901	87	93	model	model	NOUN
ajst-901	87	94	formula	formula	NOUN
ajst-901	87	95	is	be	AUX
ajst-901	87	96	as	as	SCONJ
ajst-901	87	97	follows	follow	VERB
ajst-901	87	98	:	:	PUNCT
ajst-901	87	99	𝑦	𝑦	NUM
ajst-901	87	100	𝑡	𝑡	PROPN
ajst-901	87	101	1.773	1.773	NUM
ajst-901	87	102	0.445	0.445	NUM
ajst-901	87	103	𝑦	𝑦	NUM
ajst-901	87	104	𝑡	𝑡	ADP
ajst-901	87	105	1	1	NUM
ajst-901	87	106	0.713	0.713	NUM
ajst-901	87	107	𝜀	𝜀	PART
ajst-901	87	108	𝑡	𝑡	VERB
ajst-901	87	109	1	1	NUM
ajst-901	87	110	(	(	PUNCT
ajst-901	87	111	3	3	NUM
ajst-901	87	112	)	)	PUNCT
ajst-901	87	113	(	(	PUNCT
ajst-901	87	114	2	2	X
ajst-901	87	115	)	)	PUNCT
ajst-901	87	116	4.2.3	4.2.3	NUM
ajst-901	87	117	.	.	PUNCT
ajst-901	88	1	test	test	NOUN
ajst-901	88	2	of	of	ADP
ajst-901	88	3	the	the	DET
ajst-901	88	4	model	model	NOUN
ajst-901	88	5	table	table	NOUN
ajst-901	88	6	5	5	NUM
ajst-901	88	7	.	.	PUNCT
ajst-901	88	8	q	q	PROPN
ajst-901	88	9	statistics	statistic	NOUN
ajst-901	88	10	q	q	PROPN
ajst-901	88	11	statistics	statistic	NOUN
ajst-901	88	12	q6(p	q6(p	SYM
ajst-901	88	13	-	-	NOUN
ajst-901	88	14	value	value	NOUN
ajst-901	88	15	)	)	PUNCT
ajst-901	88	16	0.002(0.963	0.002(0.963	NUM
ajst-901	88	17	)	)	PUNCT
ajst-901	88	18	q12(p	q12(p	NOUN
ajst-901	88	19	-	-	PUNCT
ajst-901	88	20	value	value	NOUN
ajst-901	88	21	)	)	PUNCT
ajst-901	88	22	0.296(1.000	0.296(1.000	NOUN
ajst-901	88	23	)	)	PUNCT
ajst-901	88	24	q18(p	q18(p	ADJ
ajst-901	88	25	-	-	PUNCT
ajst-901	88	26	value	value	NOUN
ajst-901	88	27	)	)	PUNCT
ajst-901	88	28	7.648(0.812	7.648(0.812	NOUN
ajst-901	88	29	)	)	PUNCT
ajst-901	88	30	q24(p	q24(p	NOUN
ajst-901	88	31	-	-	PUNCT
ajst-901	88	32	value	value	NOUN
ajst-901	88	33	)	)	PUNCT
ajst-901	88	34	16.309(0.571	16.309(0.571	NUM
ajst-901	88	35	)	)	PUNCT
ajst-901	88	36	q30(p	q30(p	NOUN
ajst-901	88	37	-	-	PUNCT
ajst-901	88	38	value	value	NOUN
ajst-901	88	39	)	)	PUNCT
ajst-901	88	40	20.066(0.693	20.066(0.693	NUM
ajst-901	88	41	)	)	PUNCT
ajst-901	88	42	from	from	ADP
ajst-901	88	43	the	the	DET
ajst-901	88	44	analysis	analysis	NOUN
ajst-901	88	45	of	of	ADP
ajst-901	88	46	the	the	DET
ajst-901	88	47	q	q	ADJ
ajst-901	88	48	-	-	PUNCT
ajst-901	88	49	statistic	statistic	ADJ
ajst-901	88	50	results	result	NOUN
ajst-901	88	51	,	,	PUNCT
ajst-901	88	52	it	it	PRON
ajst-901	88	53	can	can	AUX
ajst-901	88	54	be	be	AUX
ajst-901	88	55	obtained	obtain	VERB
ajst-901	88	56	that	that	SCONJ
ajst-901	88	57	q6	q6	NOUN
ajst-901	88	58	does	do	AUX
ajst-901	88	59	not	not	PART
ajst-901	88	60	present	present	VERB
ajst-901	88	61	significance	significance	NOUN
ajst-901	88	62	at	at	ADP
ajst-901	88	63	the	the	DET
ajst-901	88	64	level	level	NOUN
ajst-901	88	65	and	and	CCONJ
ajst-901	88	66	the	the	DET
ajst-901	88	67	hypothesis	hypothesis	NOUN
ajst-901	88	68	that	that	PRON
ajst-901	88	69	the	the	DET
ajst-901	88	70	residuals	residual	NOUN
ajst-901	88	71	of	of	ADP
ajst-901	88	72	the	the	DET
ajst-901	88	73	model	model	NOUN
ajst-901	88	74	are	be	AUX
ajst-901	88	75	white	white	ADJ
ajst-901	88	76	noise	noise	NOUN
ajst-901	88	77	series	series	NOUN
ajst-901	88	78	can	can	AUX
ajst-901	88	79	not	not	PART
ajst-901	88	80	be	be	AUX
ajst-901	88	81	rejected	reject	VERB
ajst-901	88	82	.	.	PUNCT
ajst-901	89	1	𝑅	𝑅	NOUN
ajst-901	89	2	1	1	NUM
ajst-901	89	3	1	1	NUM
ajst-901	89	4	∑	∑	PROPN
ajst-901	89	5	∑	∑	PROPN
ajst-901	89	6	(	(	PUNCT
ajst-901	89	7	4	4	X
ajst-901	89	8	)	)	PUNCT
ajst-901	89	9	the	the	DET
ajst-901	89	10	goodness	goodness	NOUN
ajst-901	89	11	-	-	PUNCT
ajst-901	89	12	of	of	ADP
ajst-901	89	13	-	-	PUNCT
ajst-901	89	14	fit	fit	ADJ
ajst-901	89	15	r^2	r^2	PROPN
ajst-901	89	16	of	of	ADP
ajst-901	89	17	the	the	DET
ajst-901	89	18	model	model	NOUN
ajst-901	89	19	is	be	AUX
ajst-901	89	20	0.977	0.977	NUM
ajst-901	89	21	,	,	PUNCT
ajst-901	89	22	the	the	DET
ajst-901	89	23	model	model	NOUN
ajst-901	89	24	performs	perform	VERB
ajst-901	89	25	well	well	ADV
ajst-901	89	26	,	,	PUNCT
ajst-901	89	27	and	and	CCONJ
ajst-901	89	28	the	the	DET
ajst-901	89	29	model	model	NOUN
ajst-901	89	30	basically	basically	ADV
ajst-901	89	31	meets	meet	VERB
ajst-901	89	32	the	the	DET
ajst-901	89	33	requirements	requirement	NOUN
ajst-901	89	34	.	.	PUNCT
ajst-901	90	1	4.2.4	4.2.4	X
ajst-901	90	2	.	.	PUNCT
ajst-901	91	1	solving	solving	NOUN
ajst-901	91	2	of	of	ADP
ajst-901	91	3	the	the	DET
ajst-901	91	4	mode	mode	NOUN
ajst-901	91	5	select	select	VERB
ajst-901	91	6	the	the	DET
ajst-901	91	7	first	first	ADJ
ajst-901	91	8	100	100	NUM
ajst-901	91	9	days	day	NOUN
ajst-901	91	10	,	,	PUNCT
ajst-901	91	11	60	60	NUM
ajst-901	91	12	days	day	NOUN
ajst-901	91	13	,	,	PUNCT
ajst-901	91	14	30	30	NUM
ajst-901	91	15	days	day	NOUN
ajst-901	91	16	,	,	PUNCT
ajst-901	91	17	and	and	CCONJ
ajst-901	91	18	10	10	NUM
ajst-901	91	19	days	day	NOUN
ajst-901	91	20	of	of	ADP
ajst-901	91	21	price	price	NOUN
ajst-901	91	22	data	datum	NOUN
ajst-901	91	23	to	to	PART
ajst-901	91	24	make	make	VERB
ajst-901	91	25	the	the	DET
ajst-901	91	26	forecast	forecast	NOUN
ajst-901	91	27	respectively	respectively	ADV
ajst-901	91	28	.	.	PUNCT
ajst-901	92	1	calculate	calculate	VERB
ajst-901	92	2	the	the	DET
ajst-901	92	3	relative	relative	ADJ
ajst-901	92	4	error	error	NOUN
ajst-901	92	5	of	of	ADP
ajst-901	92	6	the	the	DET
ajst-901	92	7	forecast	forecast	NOUN
ajst-901	92	8	results	result	NOUN
ajst-901	92	9	.	.	PUNCT
ajst-901	93	1	actual	actual	ADJ
ajst-901	93	2	value(av	value(av	NOUN
ajst-901	93	3	):	):	PUNCT
ajst-901	93	4	721.5	721.5	NUM
ajst-901	93	5	.	.	PUNCT
ajst-901	94	1	𝑅𝐸	𝑅𝐸	PROPN
ajst-901	95	1	|	|	ADV
ajst-901	95	2	|	|	INTJ
ajst-901	95	3	(	(	PUNCT
ajst-901	95	4	5	5	NUM
ajst-901	95	5	)	)	PUNCT
ajst-901	95	6	according	accord	VERB
ajst-901	95	7	to	to	ADP
ajst-901	95	8	the	the	DET
ajst-901	95	9	error	error	NOUN
ajst-901	95	10	analysis	analysis	NOUN
ajst-901	95	11	,	,	PUNCT
ajst-901	95	12	the	the	DET
ajst-901	95	13	most	most	ADV
ajst-901	95	14	accurate	accurate	ADJ
ajst-901	95	15	forecast	forecast	NOUN
ajst-901	95	16	result	result	NOUN
ajst-901	95	17	is	be	AUX
ajst-901	95	18	obtained	obtain	VERB
ajst-901	95	19	when	when	SCONJ
ajst-901	95	20	the	the	DET
ajst-901	95	21	chosen	choose	VERB
ajst-901	95	22	forecast	forecast	NOUN
ajst-901	95	23	data	datum	NOUN
ajst-901	95	24	is	be	AUX
ajst-901	95	25	60	60	NUM
ajst-901	95	26	days	day	NOUN
ajst-901	95	27	:	:	PUNCT
ajst-901	95	28	𝑅𝐸	𝑅𝐸	PROPN
ajst-901	95	29	0.003454	0.003454	NUM
ajst-901	95	30	(	(	PUNCT
ajst-901	95	31	6	6	NUM
ajst-901	95	32	)	)	PUNCT
ajst-901	95	33	table	table	NOUN
ajst-901	95	34	6	6	NUM
ajst-901	95	35	.	.	PUNCT
ajst-901	95	36	table	table	NOUN
ajst-901	95	37	of	of	ADP
ajst-901	95	38	relative	relative	ADJ
ajst-901	95	39	error	error	NOUN
ajst-901	95	40	of	of	ADP
ajst-901	95	41	forecast	forecast	NOUN
ajst-901	95	42	for	for	ADP
ajst-901	95	43	different	different	ADJ
ajst-901	95	44	days	day	NOUN
ajst-901	95	45	relative	relative	ADJ
ajst-901	95	46	error	error	NOUN
ajst-901	95	47	table	table	NOUN
ajst-901	95	48	time	time	NOUN
ajst-901	95	49	relative	relative	ADJ
ajst-901	95	50	error	error	NOUN
ajst-901	95	51	100	100	NUM
ajst-901	95	52	days	day	NOUN
ajst-901	95	53	0.00365	0.00365	NUM
ajst-901	95	54	60	60	NUM
ajst-901	95	55	days	day	NOUN
ajst-901	95	56	0.00345	0.00345	NUM
ajst-901	95	57	30	30	NUM
ajst-901	95	58	days	day	NOUN
ajst-901	95	59	0.00428	0.00428	NUM
ajst-901	95	60	10	10	NUM
ajst-901	95	61	days	day	NOUN
ajst-901	95	62	0.01991	0.01991	NUM
ajst-901	95	63	table	table	NOUN
ajst-901	95	64	7	7	NUM
ajst-901	95	65	.	.	PUNCT
ajst-901	95	66	predicted	predict	VERB
ajst-901	95	67	value	value	NOUN
ajst-901	95	68	predicted	predict	VERB
ajst-901	95	69	value	value	NOUN
ajst-901	95	70	order	order	NOUN
ajst-901	95	71	(	(	PUNCT
ajst-901	95	72	time	time	NOUN
ajst-901	95	73	)	)	PUNCT
ajst-901	95	74	predicted	predict	VERB
ajst-901	95	75	value	value	NOUN
ajst-901	95	76	1	1	NUM
ajst-901	95	77	719.008	719.008	NUM
ajst-901	95	78	because	because	SCONJ
ajst-901	95	79	the	the	DET
ajst-901	95	80	forecast	forecast	NOUN
ajst-901	95	81	result	result	NOUN
ajst-901	95	82	is	be	AUX
ajst-901	95	83	closely	closely	ADV
ajst-901	95	84	related	relate	VERB
ajst-901	95	85	to	to	ADP
ajst-901	95	86	the	the	DET
ajst-901	95	87	period	period	NOUN
ajst-901	95	88	,	,	PUNCT
ajst-901	95	89	we	we	PRON
ajst-901	95	90	choose	choose	VERB
ajst-901	95	91	the	the	DET
ajst-901	95	92	price	price	NOUN
ajst-901	95	93	data	datum	NOUN
ajst-901	95	94	solution	solution	NOUN
ajst-901	95	95	model	model	NOUN
ajst-901	95	96	with	with	ADP
ajst-901	95	97	different	different	ADJ
ajst-901	95	98	periods	period	NOUN
ajst-901	95	99	of	of	ADP
ajst-901	95	100	60	60	NUM
ajst-901	95	101	days	day	NOUN
ajst-901	95	102	.	.	PUNCT
ajst-901	96	1	and	and	CCONJ
ajst-901	96	2	the	the	DET
ajst-901	96	3	average	average	ADJ
ajst-901	96	4	value	value	NOUN
ajst-901	96	5	is	be	AUX
ajst-901	96	6	taken	take	VERB
ajst-901	96	7	to	to	PART
ajst-901	96	8	obtain	obtain	VERB
ajst-901	96	9	a	a	DET
ajst-901	96	10	more	more	ADV
ajst-901	96	11	accurate	accurate	ADJ
ajst-901	96	12	prediction	prediction	NOUN
ajst-901	96	13	result	result	NOUN
ajst-901	96	14	.	.	PUNCT
ajst-901	97	1	table	table	NOUN
ajst-901	97	2	8	8	NUM
ajst-901	97	3	.	.	PUNCT
ajst-901	98	1	predicted	predict	VERB
ajst-901	98	2	value	value	NOUN
ajst-901	98	3	time	time	NOUN
ajst-901	98	4	period	period	NOUN
ajst-901	98	5	separate	separate	ADJ
ajst-901	98	6	predicted	predict	VERB
ajst-901	98	7	values	value	NOUN
ajst-901	98	8	1	1	NUM
ajst-901	98	9	719.008	719.008	NUM
ajst-901	98	10	2	2	NUM
ajst-901	98	11	724.767	724.767	NUM
ajst-901	98	12	3	3	NUM
ajst-901	98	13	714.196	714.196	NUM
ajst-901	98	14	average	average	ADJ
ajst-901	98	15	predicted	predict	VERB
ajst-901	98	16	value	value	NOUN
ajst-901	98	17	(	(	PUNCT
ajst-901	98	18	apv	apv	PROPN
ajst-901	98	19	):	):	PUNCT
ajst-901	98	20	719.324	719.324	NUM
ajst-901	98	21	𝑅𝐸	𝑅𝐸	NOUN
ajst-901	98	22	:	:	PUNCT
ajst-901	98	23	0.003016	0.003016	NUM
ajst-901	98	24	𝑅𝐸	𝑅𝐸	PROPN
ajst-901	98	25	𝑅𝐸	𝑅𝐸	PROPN
ajst-901	98	26	(	(	PUNCT
ajst-901	98	27	7	7	NUM
ajst-901	98	28	)	)	PUNCT
ajst-901	98	29	therefore	therefore	ADV
ajst-901	98	30	,	,	PUNCT
ajst-901	98	31	the	the	DET
ajst-901	98	32	average	average	ADJ
ajst-901	98	33	prediction	prediction	NOUN
ajst-901	98	34	results	result	NOUN
ajst-901	98	35	are	be	AUX
ajst-901	98	36	more	more	ADV
ajst-901	98	37	accurate	accurate	ADJ
ajst-901	98	38	.	.	PUNCT
ajst-901	99	1	similarly	similarly	ADV
ajst-901	99	2	,	,	PUNCT
ajst-901	99	3	for	for	ADP
ajst-901	99	4	gold	gold	NOUN
ajst-901	99	5	,	,	PUNCT
ajst-901	99	6	we	we	PRON
ajst-901	99	7	choose	choose	VERB
ajst-901	99	8	60	60	NUM
ajst-901	99	9	days	day	NOUN
ajst-901	99	10	of	of	ADP
ajst-901	99	11	different	different	ADJ
ajst-901	99	12	time	time	NOUN
ajst-901	99	13	periods	period	NOUN
ajst-901	99	14	of	of	ADP
ajst-901	99	15	price	price	NOUN
ajst-901	99	16	data	datum	NOUN
ajst-901	99	17	to	to	PART
ajst-901	99	18	solve	solve	VERB
ajst-901	99	19	the	the	DET
ajst-901	99	20	model	model	NOUN
ajst-901	99	21	.	.	PUNCT
ajst-901	100	1	and	and	CCONJ
ajst-901	100	2	take	take	VERB
ajst-901	100	3	its	its	PRON
ajst-901	100	4	average	average	ADJ
ajst-901	100	5	value	value	NOUN
ajst-901	100	6	,	,	PUNCT
ajst-901	100	7	we	we	PRON
ajst-901	100	8	get	get	VERB
ajst-901	100	9	a	a	DET
ajst-901	100	10	more	more	ADV
ajst-901	100	11	accurate	accurate	ADJ
ajst-901	100	12	prediction	prediction	NOUN
ajst-901	100	13	result	result	NOUN
ajst-901	100	14	:	:	PUNCT
ajst-901	100	15	1174.25	1174.25	NUM
ajst-901	100	16	,	,	PUNCT
ajst-901	100	17	the	the	DET
ajst-901	100	18	model	model	NOUN
ajst-901	100	19	performance	performance	NOUN
ajst-901	100	20	is	be	AUX
ajst-901	100	21	excellent	excellent	ADJ
ajst-901	100	22	and	and	CCONJ
ajst-901	100	23	basically	basically	ADV
ajst-901	100	24	meets	meet	VERB
ajst-901	100	25	the	the	DET
ajst-901	100	26	requirements	requirement	NOUN
ajst-901	100	27	.	.	PUNCT
ajst-901	101	1	4.3	4.3	NUM
ajst-901	101	2	.	.	PUNCT
ajst-901	101	3	position	position	NOUN
ajst-901	101	4	management	management	NOUN
ajst-901	101	5	model	model	NOUN
ajst-901	101	6	fund	fund	NOUN
ajst-901	101	7	management	management	NOUN
ajst-901	101	8	is	be	AUX
ajst-901	101	9	a	a	DET
ajst-901	101	10	very	very	ADV
ajst-901	101	11	important	important	ADJ
ajst-901	101	12	idea	idea	NOUN
ajst-901	101	13	in	in	ADP
ajst-901	101	14	transactions	transaction	NOUN
ajst-901	101	15	.	.	PUNCT
ajst-901	102	1	we	we	PRON
ajst-901	102	2	often	often	ADV
ajst-901	102	3	control	control	VERB
ajst-901	102	4	the	the	DET
ajst-901	102	5	risk	risk	NOUN
ajst-901	102	6	of	of	ADP
ajst-901	102	7	transactions	transaction	NOUN
ajst-901	102	8	by	by	ADP
ajst-901	102	9	controlling	control	VERB
ajst-901	102	10	the	the	DET
ajst-901	102	11	use	use	NOUN
ajst-901	102	12	of	of	ADP
ajst-901	102	13	funds	fund	NOUN
ajst-901	102	14	and	and	CCONJ
ajst-901	102	15	placing	place	VERB
ajst-901	102	16	orders	order	NOUN
ajst-901	102	17	based	base	VERB
ajst-901	102	18	on	on	ADP
ajst-901	102	19	a	a	DET
ajst-901	102	20	fixed	fix	VERB
ajst-901	102	21	percentage	percentage	NOUN
ajst-901	102	22	of	of	ADP
ajst-901	102	23	funds	fund	NOUN
ajst-901	102	24	.	.	PUNCT
ajst-901	103	1	these	these	DET
ajst-901	103	2	strategies	strategy	NOUN
ajst-901	103	3	can	can	AUX
ajst-901	103	4	be	be	AUX
ajst-901	103	5	realized	realize	VERB
ajst-901	103	6	by	by	ADP
ajst-901	103	7	writing	write	VERB
ajst-901	103	8	the	the	DET
ajst-901	103	9	model	model	NOUN
ajst-901	103	10	88	88	NUM
ajst-901	103	11	of	of	ADP
ajst-901	103	12	adding	add	VERB
ajst-901	103	13	and	and	CCONJ
ajst-901	103	14	reducing	reduce	VERB
ajst-901	103	15	warehouses	warehouse	NOUN
ajst-901	103	16	.	.	PUNCT
ajst-901	104	1	the	the	DET
ajst-901	104	2	model	model	NOUN
ajst-901	104	3	of	of	ADP
ajst-901	104	4	adding	add	VERB
ajst-901	104	5	and	and	CCONJ
ajst-901	104	6	reducing	reduce	VERB
ajst-901	104	7	positions	position	NOUN
ajst-901	104	8	refers	refer	VERB
ajst-901	104	9	to	to	ADP
ajst-901	104	10	allowing	allow	VERB
ajst-901	104	11	continuous	continuous	ADJ
ajst-901	104	12	opening	opening	NOUN
ajst-901	104	13	signals	signal	NOUN
ajst-901	104	14	or	or	CCONJ
ajst-901	104	15	continuous	continuous	ADJ
ajst-901	104	16	closing	closing	NOUN
ajst-901	104	17	signals	signal	NOUN
ajst-901	104	18	to	to	PART
ajst-901	104	19	add	add	VERB
ajst-901	104	20	and	and	CCONJ
ajst-901	104	21	reduce	reduce	VERB
ajst-901	104	22	positions	position	NOUN
ajst-901	104	23	.	.	PUNCT
ajst-901	105	1	for	for	ADP
ajst-901	105	2	traders	trader	NOUN
ajst-901	105	3	who	who	PRON
ajst-901	105	4	need	need	VERB
ajst-901	105	5	to	to	PART
ajst-901	105	6	add	add	VERB
ajst-901	105	7	or	or	CCONJ
ajst-901	105	8	subtract	subtract	VERB
ajst-901	105	9	positions	position	NOUN
ajst-901	105	10	,	,	PUNCT
ajst-901	105	11	when	when	SCONJ
ajst-901	105	12	the	the	DET
ajst-901	105	13	strategy	strategy	NOUN
ajst-901	105	14	is	be	AUX
ajst-901	105	15	implemented	implement	VERB
ajst-901	105	16	,	,	PUNCT
ajst-901	105	17	they	they	PRON
ajst-901	105	18	hope	hope	VERB
ajst-901	105	19	that	that	SCONJ
ajst-901	105	20	the	the	DET
ajst-901	105	21	next	next	ADJ
ajst-901	105	22	action	action	NOUN
ajst-901	105	23	after	after	ADP
ajst-901	105	24	opening	open	VERB
ajst-901	105	25	the	the	DET
ajst-901	105	26	position	position	NOUN
ajst-901	105	27	can	can	AUX
ajst-901	105	28	still	still	ADV
ajst-901	105	29	be	be	AUX
ajst-901	105	30	opening	open	VERB
ajst-901	105	31	the	the	DET
ajst-901	105	32	position	position	NOUN
ajst-901	105	33	,	,	PUNCT
ajst-901	105	34	or	or	CCONJ
ajst-901	105	35	they	they	PRON
ajst-901	105	36	can	can	AUX
ajst-901	105	37	continue	continue	VERB
ajst-901	105	38	to	to	PART
ajst-901	105	39	close	close	VERB
ajst-901	105	40	positions	position	NOUN
ajst-901	105	41	in	in	ADP
ajst-901	105	42	batches	batch	NOUN
ajst-901	105	43	.	.	PUNCT
ajst-901	106	1	if	if	SCONJ
ajst-901	106	2	it	it	PRON
ajst-901	106	3	is	be	AUX
ajst-901	106	4	a	a	DET
ajst-901	106	5	one	one	NUM
ajst-901	106	6	-	-	PUNCT
ajst-901	106	7	opening	opening	NOUN
ajst-901	106	8	-	-	PUNCT
ajst-901	106	9	one	one	NUM
ajst-901	106	10	-	-	PUNCT
ajst-901	106	11	leveling	level	VERB
ajst-901	106	12	signal	signal	NOUN
ajst-901	106	13	filtering	filtering	NOUN
ajst-901	106	14	model	model	NOUN
ajst-901	106	15	,	,	PUNCT
ajst-901	106	16	the	the	DET
ajst-901	106	17	opening	opening	NOUN
ajst-901	106	18	can	can	AUX
ajst-901	106	19	only	only	ADV
ajst-901	106	20	be	be	AUX
ajst-901	106	21	the	the	DET
ajst-901	106	22	corresponding	corresponding	ADJ
ajst-901	106	23	closing	closing	NOUN
ajst-901	106	24	operation	operation	NOUN
ajst-901	106	25	,	,	PUNCT
ajst-901	106	26	thus	thus	ADV
ajst-901	106	27	the	the	DET
ajst-901	106	28	strategy	strategy	NOUN
ajst-901	106	29	of	of	ADP
ajst-901	106	30	adding	add	VERB
ajst-901	106	31	and	and	CCONJ
ajst-901	106	32	reducing	reduce	VERB
ajst-901	106	33	the	the	DET
ajst-901	106	34	positions	position	NOUN
ajst-901	106	35	can	can	AUX
ajst-901	106	36	not	not	PART
ajst-901	106	37	be	be	AUX
ajst-901	106	38	realized	realize	VERB
ajst-901	106	39	.	.	PUNCT
ajst-901	107	1	the	the	DET
ajst-901	107	2	model	model	NOUN
ajst-901	107	3	of	of	ADP
ajst-901	107	4	adding	add	VERB
ajst-901	107	5	and	and	CCONJ
ajst-901	107	6	reducing	reduce	VERB
ajst-901	107	7	positions	position	NOUN
ajst-901	107	8	allows	allow	VERB
ajst-901	107	9	continuous	continuous	ADJ
ajst-901	107	10	opening	opening	NOUN
ajst-901	107	11	signals	signal	NOUN
ajst-901	107	12	or	or	CCONJ
ajst-901	107	13	continuous	continuous	ADJ
ajst-901	107	14	closing	closing	NOUN
ajst-901	107	15	signals	signal	NOUN
ajst-901	107	16	to	to	PART
ajst-901	107	17	solve	solve	VERB
ajst-901	107	18	this	this	DET
ajst-901	107	19	problem	problem	NOUN
ajst-901	107	20	.	.	PUNCT
ajst-901	108	1	according	accord	VERB
ajst-901	108	2	to	to	ADP
ajst-901	108	3	the	the	DET
ajst-901	108	4	time	time	NOUN
ajst-901	108	5	series	series	PROPN
ajst-901	108	6	arima	arima	PROPN
ajst-901	108	7	model	model	PROPN
ajst-901	108	8	above	above	ADV
ajst-901	108	9	,	,	PUNCT
ajst-901	108	10	we	we	PRON
ajst-901	108	11	first	first	ADV
ajst-901	108	12	forecast	forecast	VERB
ajst-901	108	13	the	the	DET
ajst-901	108	14	future	future	ADJ
ajst-901	108	15	trend	trend	NOUN
ajst-901	108	16	of	of	ADP
ajst-901	108	17	the	the	DET
ajst-901	108	18	short	short	ADJ
ajst-901	108	19	and	and	CCONJ
ajst-901	108	20	medium	medium	ADJ
ajst-901	108	21	-	-	PUNCT
ajst-901	108	22	term	term	NOUN
ajst-901	108	23	and	and	CCONJ
ajst-901	108	24	judge	judge	VERB
ajst-901	108	25	whether	whether	SCONJ
ajst-901	108	26	to	to	PART
ajst-901	108	27	trade	trade	VERB
ajst-901	108	28	.	.	PUNCT
ajst-901	109	1	then	then	ADV
ajst-901	109	2	forecast	forecast	VERB
ajst-901	109	3	the	the	DET
ajst-901	109	4	price	price	NOUN
ajst-901	109	5	of	of	ADP
ajst-901	109	6	any	any	DET
ajst-901	109	7	future	future	ADJ
ajst-901	109	8	trading	trading	NOUN
ajst-901	109	9	day	day	NOUN
ajst-901	109	10	and	and	CCONJ
ajst-901	109	11	judge	judge	VERB
ajst-901	109	12	the	the	DET
ajst-901	109	13	price	price	NOUN
ajst-901	109	14	trend	trend	NOUN
ajst-901	109	15	of	of	ADP
ajst-901	109	16	a	a	DET
ajst-901	109	17	future	future	ADJ
ajst-901	109	18	trading	trading	NOUN
ajst-901	109	19	day	day	NOUN
ajst-901	109	20	.	.	PUNCT
ajst-901	110	1	after	after	ADP
ajst-901	110	2	that	that	PRON
ajst-901	110	3	,	,	PUNCT
ajst-901	110	4	we	we	PRON
ajst-901	110	5	control	control	VERB
ajst-901	110	6	the	the	DET
ajst-901	110	7	trading	trading	NOUN
ajst-901	110	8	risk	risk	NOUN
ajst-901	110	9	by	by	ADP
ajst-901	110	10	using	use	VERB
ajst-901	110	11	the	the	DET
ajst-901	110	12	plus	plus	ADJ
ajst-901	110	13	-	-	PUNCT
ajst-901	110	14	minus	minus	NOUN
ajst-901	110	15	model	model	NOUN
ajst-901	110	16	and	and	CCONJ
ajst-901	110	17	establish	establish	VERB
ajst-901	110	18	a	a	DET
ajst-901	110	19	quantitative	quantitative	ADJ
ajst-901	110	20	trading	trading	NOUN
ajst-901	110	21	strategy	strategy	NOUN
ajst-901	110	22	.	.	PUNCT
ajst-901	111	1	taking	take	VERB
ajst-901	111	2	into	into	ADP
ajst-901	111	3	account	account	NOUN
ajst-901	111	4	the	the	DET
ajst-901	111	5	fluctuation	fluctuation	NOUN
ajst-901	111	6	of	of	ADP
ajst-901	111	7	the	the	DET
ajst-901	111	8	positions	position	NOUN
ajst-901	111	9	held	hold	VERB
ajst-901	111	10	before	before	ADP
ajst-901	111	11	the	the	DET
ajst-901	111	12	trading	trading	NOUN
ajst-901	111	13	day	day	NOUN
ajst-901	111	14	,	,	PUNCT
ajst-901	111	15	the	the	DET
ajst-901	111	16	total	total	ADJ
ajst-901	111	17	invested	invest	VERB
ajst-901	111	18	capital	capital	NOUN
ajst-901	111	19	is	be	AUX
ajst-901	111	20	guaranteed	guarantee	VERB
ajst-901	111	21	to	to	PART
ajst-901	111	22	be	be	AUX
ajst-901	111	23	in	in	ADP
ajst-901	111	24	a	a	DET
ajst-901	111	25	non	non	ADJ
ajst-901	111	26	-	-	ADJ
ajst-901	111	27	loss	loss	ADJ
ajst-901	111	28	state	state	NOUN
ajst-901	111	29	by	by	ADP
ajst-901	111	30	adding	add	VERB
ajst-901	111	31	or	or	CCONJ
ajst-901	111	32	reducing	reduce	VERB
ajst-901	111	33	the	the	DET
ajst-901	111	34	positions	position	NOUN
ajst-901	111	35	.	.	PUNCT
ajst-901	112	1	that	that	PRON
ajst-901	112	2	is	be	AUX
ajst-901	112	3	,	,	PUNCT
ajst-901	112	4	when	when	SCONJ
ajst-901	112	5	the	the	DET
ajst-901	112	6	risk	risk	NOUN
ajst-901	112	7	is	be	AUX
ajst-901	112	8	lowest	low	ADJ
ajst-901	112	9	,	,	PUNCT
ajst-901	112	10	a	a	DET
ajst-901	112	11	trading	trading	NOUN
ajst-901	112	12	strategy	strategy	NOUN
ajst-901	112	13	with	with	ADP
ajst-901	112	14	relatively	relatively	ADV
ajst-901	112	15	stable	stable	ADJ
ajst-901	112	16	returns	return	NOUN
ajst-901	112	17	is	be	AUX
ajst-901	112	18	obtained	obtain	VERB
ajst-901	112	19	.	.	PUNCT
ajst-901	113	1	the	the	DET
ajst-901	113	2	method	method	NOUN
ajst-901	113	3	avoids	avoid	VERB
ajst-901	113	4	that	that	SCONJ
ajst-901	113	5	the	the	DET
ajst-901	113	6	transaction	transaction	NOUN
ajst-901	113	7	is	be	AUX
ajst-901	113	8	at	at	ADP
ajst-901	113	9	extremely	extremely	ADV
ajst-901	113	10	high	high	ADJ
ajst-901	113	11	risk	risk	NOUN
ajst-901	113	12	due	due	ADP
ajst-901	113	13	to	to	ADP
ajst-901	113	14	a	a	DET
ajst-901	113	15	single	single	ADJ
ajst-901	113	16	search	search	NOUN
ajst-901	113	17	for	for	ADP
ajst-901	113	18	the	the	DET
ajst-901	113	19	optimal	optimal	ADJ
ajst-901	113	20	solution	solution	NOUN
ajst-901	113	21	when	when	SCONJ
ajst-901	113	22	the	the	DET
ajst-901	113	23	transaction	transaction	NOUN
ajst-901	113	24	yield	yield	NOUN
ajst-901	113	25	is	be	AUX
ajst-901	113	26	the	the	DET
ajst-901	113	27	highest	high	ADJ
ajst-901	113	28	.	.	PUNCT
ajst-901	114	1	4.3.1	4.3.1	X
ajst-901	114	2	.	.	PUNCT
ajst-901	115	1	analysis	analysis	NOUN
ajst-901	115	2	of	of	ADP
ajst-901	115	3	the	the	DET
ajst-901	115	4	law	law	NOUN
ajst-901	115	5	of	of	ADP
ajst-901	115	6	rising	rise	VERB
ajst-901	115	7	and	and	CCONJ
ajst-901	115	8	fall	fall	VERB
ajst-901	115	9	first	first	ADV
ajst-901	115	10	of	of	ADP
ajst-901	115	11	all	all	PRON
ajst-901	115	12	,	,	PUNCT
ajst-901	115	13	we	we	PRON
ajst-901	115	14	analyze	analyze	VERB
ajst-901	115	15	the	the	DET
ajst-901	115	16	fluctuation	fluctuation	NOUN
ajst-901	115	17	rule	rule	NOUN
ajst-901	115	18	of	of	ADP
ajst-901	115	19	historical	historical	ADJ
ajst-901	115	20	transaction	transaction	NOUN
ajst-901	115	21	price	price	NOUN
ajst-901	115	22	data	datum	NOUN
ajst-901	115	23	of	of	ADP
ajst-901	115	24	gold	gold	NOUN
ajst-901	115	25	and	and	CCONJ
ajst-901	115	26	bitcoin	bitcoin	NOUN
ajst-901	115	27	respectively	respectively	ADV
ajst-901	115	28	.	.	PUNCT
ajst-901	116	1	step	step	NOUN
ajst-901	116	2	1	1	NUM
ajst-901	116	3	:	:	PUNCT
ajst-901	116	4	separately	separately	ADV
ajst-901	116	5	calculate	calculate	VERB
ajst-901	116	6	the	the	DET
ajst-901	116	7	rise	rise	NOUN
ajst-901	116	8	and	and	CCONJ
ajst-901	116	9	fall	fall	VERB
ajst-901	116	10	rates	rate	NOUN
ajst-901	116	11	of	of	ADP
ajst-901	116	12	gold	gold	NOUN
ajst-901	116	13	and	and	CCONJ
ajst-901	116	14	bitcoin	bitcoin	NOUN
ajst-901	116	15	for	for	ADP
ajst-901	116	16	each	each	DET
ajst-901	116	17	trading	trading	NOUN
ajst-901	116	18	day	day	NOUN
ajst-901	116	19	before	before	ADP
ajst-901	116	20	the	the	DET
ajst-901	116	21	trading	trading	NOUN
ajst-901	116	22	day	day	NOUN
ajst-901	116	23	.	.	PUNCT
ajst-901	117	1	the	the	DET
ajst-901	117	2	price	price	NOUN
ajst-901	117	3	increase	increase	NOUN
ajst-901	117	4	rate	rate	NOUN
ajst-901	117	5	t_n	t_n	PUNCT
ajst-901	117	6	on	on	ADP
ajst-901	117	7	day	day	NOUN
ajst-901	117	8	n	n	PART
ajst-901	117	9	is	be	AUX
ajst-901	117	10	{	{	PUNCT
ajst-901	117	11	closing	close	VERB
ajst-901	117	12	price	price	NOUN
ajst-901	117	13	on	on	ADP
ajst-901	117	14	day	day	NOUN
ajst-901	117	15	n	n	CCONJ
ajst-901	117	16	–	–	PUNCT
ajst-901	117	17	closing	closing	NOUN
ajst-901	117	18	price	price	NOUN
ajst-901	117	19	on	on	ADP
ajst-901	117	20	day	day	NOUN
ajst-901	117	21	(	(	PUNCT
ajst-901	117	22	n-1)}/closing	n-1)}/close	VERB
ajst-901	117	23	price	price	NOUN
ajst-901	117	24	on	on	ADP
ajst-901	117	25	the	the	DET
ajst-901	117	26	day	day	NOUN
ajst-901	117	27	(	(	PUNCT
ajst-901	117	28	n-1	n-1	NUM
ajst-901	117	29	)	)	PUNCT
ajst-901	117	30	,	,	PUNCT
ajst-901	117	31	i.e.	i.e.	X
ajst-901	117	32	𝑡	𝑡	X
ajst-901	117	33	(	(	PUNCT
ajst-901	117	34	8)	8)	NUM
ajst-901	117	35	step	step	NOUN
ajst-901	117	36	2	2	NUM
ajst-901	117	37	:	:	PUNCT
ajst-901	117	38	get	get	VERB
ajst-901	117	39	the	the	DET
ajst-901	117	40	median	median	NOUN
ajst-901	117	41	of	of	ADP
ajst-901	117	42	all	all	DET
ajst-901	117	43	the	the	DET
ajst-901	117	44	gains	gain	NOUN
ajst-901	117	45	/	/	SYM
ajst-901	117	46	losses	loss	NOUN
ajst-901	117	47	in	in	ADP
ajst-901	117	48	gold	gold	NOUN
ajst-901	117	49	and	and	CCONJ
ajst-901	117	50	bitcoin	bitcoin	NOUN
ajst-901	117	51	respectively	respectively	ADV
ajst-901	117	52	.	.	PUNCT
ajst-901	118	1	step	step	NOUN
ajst-901	118	2	3	3	NUM
ajst-901	118	3	:	:	PUNCT
ajst-901	118	4	according	accord	VERB
ajst-901	118	5	to	to	ADP
ajst-901	118	6	the	the	DET
ajst-901	118	7	association	association	NOUN
ajst-901	118	8	rule	rule	VERB
ajst-901	118	9	apriori	apriori	ADV
ajst-901	118	10	algorithm	algorithm	NOUN
ajst-901	118	11	,	,	PUNCT
ajst-901	118	12	count	count	VERB
ajst-901	118	13	the	the	DET
ajst-901	118	14	number	number	NOUN
ajst-901	118	15	of	of	ADP
ajst-901	118	16	subsets	subset	NOUN
ajst-901	118	17	in	in	ADP
ajst-901	118	18	the	the	DET
ajst-901	118	19	transaction	transaction	NOUN
ajst-901	118	20	data	datum	NOUN
ajst-901	118	21	for	for	ADP
ajst-901	118	22	2	2	NUM
ajst-901	118	23	consecutive	consecutive	ADJ
ajst-901	118	24	times	time	NOUN
ajst-901	118	25	,	,	PUNCT
ajst-901	118	26	3	3	NUM
ajst-901	118	27	consecutive	consecutive	ADJ
ajst-901	118	28	times	time	NOUN
ajst-901	118	29	,	,	PUNCT
ajst-901	118	30	4	4	NUM
ajst-901	118	31	consecutive	consecutive	ADJ
ajst-901	118	32	times	time	NOUN
ajst-901	118	33	and	and	CCONJ
ajst-901	118	34	5	5	NUM
ajst-901	118	35	consecutive	consecutive	ADJ
ajst-901	118	36	times	time	NOUN
ajst-901	118	37	of	of	ADP
ajst-901	118	38	rise	rise	NOUN
ajst-901	118	39	/	/	SYM
ajst-901	118	40	fall	fall	NOUN
ajst-901	118	41	:	:	PUNCT
ajst-901	118	42	up	up	ADP
ajst-901	118	43	{	{	PUNCT
ajst-901	118	44	h2,h3,h4,h5	h2,h3,h4,h5	NOUN
ajst-901	118	45	}	}	PUNCT
ajst-901	118	46	,	,	PUNCT
ajst-901	118	47	down	down	ADP
ajst-901	118	48	{	{	PUNCT
ajst-901	118	49	k1,k2,k3,k4,k5	k1,k2,k3,k4,k5	PROPN
ajst-901	118	50	}	}	PUNCT
ajst-901	118	51	.	.	PUNCT
ajst-901	119	1	step	step	NOUN
ajst-901	119	2	4	4	NUM
ajst-901	119	3	:	:	PUNCT
ajst-901	119	4	obtaining	obtain	VERB
ajst-901	119	5	that	that	SCONJ
ajst-901	119	6	the	the	DET
ajst-901	119	7	number	number	NOUN
ajst-901	119	8	of	of	ADP
ajst-901	119	9	consecutive	consecutive	ADJ
ajst-901	119	10	times	time	NOUN
ajst-901	119	11	of	of	ADP
ajst-901	119	12	more	more	ADJ
ajst-901	119	13	than	than	ADP
ajst-901	119	14	90	90	NUM
ajst-901	119	15	%	%	NOUN
ajst-901	119	16	of	of	ADP
ajst-901	119	17	the	the	DET
ajst-901	119	18	subsets	subset	NOUN
ajst-901	119	19	in	in	ADP
ajst-901	119	20	all	all	DET
ajst-901	119	21	continuously	continuously	ADV
ajst-901	119	22	rising	rise	VERB
ajst-901	119	23	/	/	SYM
ajst-901	119	24	falling	fall	VERB
ajst-901	119	25	subsets	subset	NOUN
ajst-901	119	26	is	be	AUX
ajst-901	119	27	greater	great	ADJ
ajst-901	119	28	than	than	ADP
ajst-901	119	29	/	/	SYM
ajst-901	119	30	less	less	ADJ
ajst-901	119	31	than	than	ADP
ajst-901	119	32	u1	u1	PROPN
ajst-901	119	33	times	time	NOUN
ajst-901	119	34	.	.	PUNCT
ajst-901	120	1	step	step	NOUN
ajst-901	120	2	5	5	NUM
ajst-901	120	3	:	:	PUNCT
ajst-901	120	4	in	in	ADP
ajst-901	120	5	the	the	DET
ajst-901	120	6	historical	historical	ADJ
ajst-901	120	7	transaction	transaction	NOUN
ajst-901	120	8	data	datum	NOUN
ajst-901	120	9	,	,	PUNCT
ajst-901	120	10	for	for	ADP
ajst-901	120	11	every	every	DET
ajst-901	120	12	u	u	NOUN
ajst-901	120	13	price	price	NOUN
ajst-901	120	14	,	,	PUNCT
ajst-901	120	15	increase	increase	NOUN
ajst-901	120	16	and	and	CCONJ
ajst-901	120	17	decrease	decrease	NOUN
ajst-901	120	18	,	,	PUNCT
ajst-901	120	19	get	get	VERB
ajst-901	120	20	m9	m9	PROPN
ajst-901	120	21	of	of	ADP
ajst-901	120	22	all	all	DET
ajst-901	120	23	price	price	NOUN
ajst-901	120	24	increases	increase	NOUN
ajst-901	120	25	and	and	CCONJ
ajst-901	120	26	m1	m1	NOUN
ajst-901	120	27	of	of	ADP
ajst-901	120	28	all	all	DET
ajst-901	120	29	price	price	NOUN
ajst-901	120	30	decreases	decrease	NOUN
ajst-901	120	31	.	.	PUNCT
ajst-901	121	1	among	among	ADP
ajst-901	121	2	them	they	PRON
ajst-901	121	3	,	,	PUNCT
ajst-901	121	4	m9	m9	PROPN
ajst-901	121	5	is	be	AUX
ajst-901	121	6	the	the	DET
ajst-901	121	7	ninetieth	ninetieth	ADJ
ajst-901	121	8	digit	digit	NOUN
ajst-901	121	9	in	in	ADP
ajst-901	121	10	all	all	DET
ajst-901	121	11	the	the	DET
ajst-901	121	12	increased	increase	VERB
ajst-901	121	13	data	datum	NOUN
ajst-901	121	14	,	,	PUNCT
ajst-901	121	15	indicating	indicate	VERB
ajst-901	121	16	that	that	SCONJ
ajst-901	121	17	90	90	NUM
ajst-901	121	18	%	%	NOUN
ajst-901	121	19	of	of	ADP
ajst-901	121	20	the	the	DET
ajst-901	121	21	data	datum	NOUN
ajst-901	121	22	fall	fall	VERB
ajst-901	121	23	under	under	ADP
ajst-901	121	24	m9	m9	PROPN
ajst-901	121	25	;	;	PUNCT
ajst-901	121	26	m1	m1	PROPN
ajst-901	121	27	is	be	AUX
ajst-901	121	28	the	the	DET
ajst-901	121	29	first	first	ADJ
ajst-901	121	30	decile	decile	NOUN
ajst-901	121	31	of	of	ADP
ajst-901	121	32	all	all	DET
ajst-901	121	33	the	the	DET
ajst-901	121	34	increased	increase	VERB
ajst-901	121	35	data	datum	NOUN
ajst-901	121	36	,	,	PUNCT
ajst-901	121	37	indicating	indicate	VERB
ajst-901	121	38	that	that	SCONJ
ajst-901	121	39	10	10	NUM
ajst-901	121	40	%	%	NOUN
ajst-901	121	41	of	of	ADP
ajst-901	121	42	the	the	DET
ajst-901	121	43	data	data	NOUN
ajst-901	121	44	falls	fall	VERB
ajst-901	121	45	under	under	ADP
ajst-901	121	46	m1	m1	PROPN
ajst-901	121	47	.	.	PUNCT
ajst-901	122	1	based	base	VERB
ajst-901	122	2	on	on	ADP
ajst-901	122	3	the	the	DET
ajst-901	122	4	above	above	ADJ
ajst-901	122	5	statistics	statistic	NOUN
ajst-901	122	6	,	,	PUNCT
ajst-901	122	7	it	it	PRON
ajst-901	122	8	can	can	AUX
ajst-901	122	9	be	be	AUX
ajst-901	122	10	analyzed	analyze	VERB
ajst-901	122	11	that	that	SCONJ
ajst-901	122	12	under	under	ADP
ajst-901	122	13	ideal	ideal	ADJ
ajst-901	122	14	conditions	condition	NOUN
ajst-901	122	15	,	,	PUNCT
ajst-901	122	16	if	if	SCONJ
ajst-901	122	17	there	there	PRON
ajst-901	122	18	is	be	VERB
ajst-901	122	19	no	no	DET
ajst-901	122	20	significant	significant	ADJ
ajst-901	122	21	difference	difference	NOUN
ajst-901	122	22	between	between	ADP
ajst-901	122	23	each	each	DET
ajst-901	122	24	increase	increase	NOUN
ajst-901	122	25	and	and	CCONJ
ajst-901	122	26	decrease	decrease	VERB
ajst-901	122	27	when	when	SCONJ
ajst-901	122	28	the	the	DET
ajst-901	122	29	price	price	NOUN
ajst-901	122	30	falls	fall	VERB
ajst-901	122	31	u1	u1	PROPN
ajst-901	122	32	times	time	NOUN
ajst-901	122	33	,	,	PUNCT
ajst-901	122	34	it	it	PRON
ajst-901	122	35	just	just	ADV
ajst-901	122	36	falls	fall	VERB
ajst-901	122	37	m1	m1	PROPN
ajst-901	122	38	.	.	PUNCT
ajst-901	123	1	if	if	SCONJ
ajst-901	123	2	we	we	PRON
ajst-901	123	3	add	add	VERB
ajst-901	123	4	positions	position	NOUN
ajst-901	123	5	every	every	DET
ajst-901	123	6	time	time	NOUN
ajst-901	123	7	the	the	DET
ajst-901	123	8	price	price	NOUN
ajst-901	123	9	goes	go	VERB
ajst-901	123	10	down	down	ADV
ajst-901	123	11	,	,	PUNCT
ajst-901	123	12	then	then	ADV
ajst-901	123	13	we	we	PRON
ajst-901	123	14	will	will	AUX
ajst-901	123	15	get	get	VERB
ajst-901	123	16	a	a	DET
ajst-901	123	17	profit	profit	NOUN
ajst-901	123	18	the	the	DET
ajst-901	123	19	next	next	ADJ
ajst-901	123	20	time	time	NOUN
ajst-901	123	21	the	the	DET
ajst-901	123	22	price	price	NOUN
ajst-901	123	23	goes	go	VERB
ajst-901	123	24	up	up	ADP
ajst-901	123	25	by	by	ADP
ajst-901	123	26	m5	m5	PROPN
ajst-901	123	27	.	.	PUNCT
ajst-901	124	1	4.3.2	4.3.2	X
ajst-901	124	2	.	.	PUNCT
ajst-901	124	3	model	model	NOUN
ajst-901	124	4	establishment	establishment	NOUN
ajst-901	124	5	and	and	CCONJ
ajst-901	124	6	solution	solution	NOUN
ajst-901	124	7	when	when	SCONJ
ajst-901	124	8	making	make	VERB
ajst-901	124	9	the	the	DET
ajst-901	124	10	forecast	forecast	NOUN
ajst-901	124	11	based	base	VERB
ajst-901	124	12	on	on	ADP
ajst-901	124	13	the	the	DET
ajst-901	124	14	arima	arima	PROPN
ajst-901	124	15	model	model	NOUN
ajst-901	124	16	,	,	PUNCT
ajst-901	124	17	we	we	PRON
ajst-901	124	18	found	find	VERB
ajst-901	124	19	that	that	SCONJ
ajst-901	124	20	the	the	DET
ajst-901	124	21	error	error	NOUN
ajst-901	124	22	between	between	ADP
ajst-901	124	23	the	the	DET
ajst-901	124	24	forecast	forecast	NOUN
ajst-901	124	25	result	result	NOUN
ajst-901	124	26	and	and	CCONJ
ajst-901	124	27	the	the	DET
ajst-901	124	28	actual	actual	ADJ
ajst-901	124	29	price	price	NOUN
ajst-901	124	30	is	be	AUX
ajst-901	124	31	the	the	DET
ajst-901	124	32	smallest	small	ADJ
ajst-901	124	33	when	when	SCONJ
ajst-901	124	34	the	the	DET
ajst-901	124	35	60	60	NUM
ajst-901	124	36	-	-	PUNCT
ajst-901	124	37	day	day	NOUN
ajst-901	124	38	data	datum	NOUN
ajst-901	124	39	is	be	AUX
ajst-901	124	40	used	use	VERB
ajst-901	124	41	for	for	ADP
ajst-901	124	42	the	the	DET
ajst-901	124	43	forecast	forecast	NOUN
ajst-901	124	44	.	.	PUNCT
ajst-901	125	1	therefore	therefore	ADV
ajst-901	125	2	,	,	PUNCT
ajst-901	125	3	our	our	PRON
ajst-901	125	4	cash	cash	NOUN
ajst-901	125	5	,	,	PUNCT
ajst-901	125	6	gold	gold	NOUN
ajst-901	125	7	,	,	PUNCT
ajst-901	125	8	and	and	CCONJ
ajst-901	125	9	bitcoin	bitcoin	VERB
ajst-901	126	1	[	[	X
ajst-901	126	2	c	c	X
ajst-901	126	3	,	,	PUNCT
ajst-901	126	4	g	g	PROPN
ajst-901	126	5	,	,	PUNCT
ajst-901	126	6	b	b	NOUN
ajst-901	126	7	]	]	PUNCT
ajst-901	126	8	allocation	allocation	NOUN
ajst-901	126	9	values	value	NOUN
ajst-901	126	10	for	for	ADP
ajst-901	126	11	the	the	DET
ajst-901	126	12	first	first	ADJ
ajst-901	126	13	60	60	NUM
ajst-901	126	14	days	day	NOUN
ajst-901	126	15	remain	remain	VERB
ajst-901	126	16	in	in	ADP
ajst-901	126	17	the	the	DET
ajst-901	126	18	initial	initial	ADJ
ajst-901	126	19	state	state	NOUN
ajst-901	126	20	[	[	X
ajst-901	126	21	1000	1000	NUM
ajst-901	126	22	,	,	PUNCT
ajst-901	126	23	0	0	NUM
ajst-901	126	24	,	,	PUNCT
ajst-901	126	25	0	0	NUM
ajst-901	126	26	]	]	PUNCT
ajst-901	126	27	.	.	PUNCT
ajst-901	127	1	when	when	SCONJ
ajst-901	127	2	we	we	PRON
ajst-901	127	3	forecast	forecast	VERB
ajst-901	127	4	based	base	VERB
ajst-901	127	5	on	on	ADP
ajst-901	127	6	the	the	DET
ajst-901	127	7	arima	arima	PROPN
ajst-901	127	8	model	model	NOUN
ajst-901	127	9	when	when	SCONJ
ajst-901	127	10	trading	trade	VERB
ajst-901	127	11	from	from	ADP
ajst-901	127	12	the	the	DET
ajst-901	127	13	61st	61st	ADJ
ajst-901	127	14	day	day	NOUN
ajst-901	127	15	,	,	PUNCT
ajst-901	127	16	we	we	PRON
ajst-901	127	17	found	find	VERB
ajst-901	127	18	that	that	SCONJ
ajst-901	127	19	when	when	SCONJ
ajst-901	127	20	we	we	PRON
ajst-901	127	21	forecast	forecast	VERB
ajst-901	127	22	using	use	VERB
ajst-901	127	23	the	the	DET
ajst-901	127	24	60	60	NUM
ajst-901	127	25	-	-	PUNCT
ajst-901	127	26	day	day	NOUN
ajst-901	127	27	data	datum	NOUN
ajst-901	127	28	,	,	PUNCT
ajst-901	127	29	the	the	DET
ajst-901	127	30	error	error	NOUN
ajst-901	127	31	between	between	ADP
ajst-901	127	32	the	the	DET
ajst-901	127	33	forecast	forecast	NOUN
ajst-901	127	34	result	result	NOUN
ajst-901	127	35	and	and	CCONJ
ajst-901	127	36	the	the	DET
ajst-901	127	37	actual	actual	ADJ
ajst-901	127	38	price	price	NOUN
ajst-901	127	39	is	be	AUX
ajst-901	127	40	minimal	minimal	ADJ
ajst-901	127	41	.	.	PUNCT
ajst-901	128	1	therefore	therefore	ADV
ajst-901	128	2	,	,	PUNCT
ajst-901	128	3	our	our	PRON
ajst-901	128	4	cash	cash	NOUN
ajst-901	128	5	,	,	PUNCT
ajst-901	128	6	gold	gold	NOUN
ajst-901	128	7	,	,	PUNCT
ajst-901	128	8	and	and	CCONJ
ajst-901	128	9	bitcoin	bitcoin	VERB
ajst-901	129	1	[	[	X
ajst-901	129	2	c	c	X
ajst-901	129	3	,	,	PUNCT
ajst-901	129	4	g	g	PROPN
ajst-901	129	5	,	,	PUNCT
ajst-901	129	6	b	b	NOUN
ajst-901	129	7	]	]	PUNCT
ajst-901	129	8	allocations	allocation	NOUN
ajst-901	129	9	for	for	ADP
ajst-901	129	10	the	the	DET
ajst-901	129	11	first	first	ADJ
ajst-901	129	12	60	60	NUM
ajst-901	129	13	days	day	NOUN
ajst-901	129	14	remain	remain	VERB
ajst-901	129	15	in	in	ADP
ajst-901	129	16	their	their	PRON
ajst-901	129	17	initial	initial	ADJ
ajst-901	129	18	state	state	NOUN
ajst-901	129	19	[	[	X
ajst-901	129	20	1000,0,0	1000,0,0	NOUN
ajst-901	129	21	]	]	X
ajst-901	129	22	and	and	CCONJ
ajst-901	129	23	are	be	AUX
ajst-901	129	24	traded	trade	VERB
ajst-901	129	25	from	from	ADP
ajst-901	129	26	day	day	NOUN
ajst-901	129	27	61	61	NUM
ajst-901	129	28	onwards	onwards	ADP
ajst-901	129	29	.	.	PUNCT
ajst-901	130	1	table	table	NOUN
ajst-901	130	2	9	9	NUM
ajst-901	130	3	.	.	PUNCT
ajst-901	131	1	statement	statement	NOUN
ajst-901	131	2	of	of	ADP
ajst-901	131	3	loss	loss	NOUN
ajst-901	131	4	at	at	ADP
ajst-901	131	5	trade	trade	NOUN
ajst-901	131	6	date	date	NOUN
ajst-901	131	7	trading	trading	NOUN
ajst-901	131	8	day	day	NOUN
ajst-901	131	9	investment	investment	NOUN
ajst-901	131	10	amount	amount	NOUN
ajst-901	131	11	the	the	DET
ajst-901	131	12	previous	previous	ADJ
ajst-901	131	13	day	day	NOUN
ajst-901	131	14	's	's	PART
ajst-901	131	15	trading	trading	NOUN
ajst-901	131	16	day	day	NOUN
ajst-901	131	17	's	's	PART
ajst-901	131	18	increase	increase	NOUN
ajst-901	131	19	or	or	CCONJ
ajst-901	131	20	decrease	decrease	VERB
ajst-901	131	21	service	service	NOUN
ajst-901	131	22	charge	charge	NOUN
ajst-901	131	23	actual	actual	ADJ
ajst-901	131	24	loss	loss	NOUN
ajst-901	131	25	day	day	NOUN
ajst-901	131	26	1	1	NUM
ajst-901	131	27	p1	p1	NOUN
ajst-901	131	28	-m	-m	PUNCT
ajst-901	131	29	1	1	NUM
ajst-901	131	30	%	%	NOUN
ajst-901	131	31	p1	p1	NOUN
ajst-901	131	32	1	1	NUM
ajst-901	131	33	%	%	NOUN
ajst-901	131	34	p1	p1	NOUN
ajst-901	131	35	day	day	NOUN
ajst-901	131	36	2	2	NUM
ajst-901	131	37	p2	p2	NOUN
ajst-901	131	38	-n	-n	SYM
ajst-901	131	39	1	1	NUM
ajst-901	131	40	%	%	NOUN
ajst-901	131	41	p2	p2	NOUN
ajst-901	131	42	1	1	NUM
ajst-901	131	43	%	%	NOUN
ajst-901	131	44	(	(	PUNCT
ajst-901	131	45	p1	p1	NOUN
ajst-901	131	46	+	+	SYM
ajst-901	131	47	p2)+	p2)+	NOUN
ajst-901	131	48	p1×m	p1×m	NOUN
ajst-901	131	49	day	day	NOUN
ajst-901	131	50	3	3	NUM
ajst-901	131	51	p3	p3	PROPN
ajst-901	131	52	-o	-o	PUNCT
ajst-901	131	53	1%p3	1%p3	NUM
ajst-901	131	54	1	1	NUM
ajst-901	131	55	%	%	NOUN
ajst-901	131	56	(	(	PUNCT
ajst-901	131	57	p1+p	p1+p	NOUN
ajst-901	131	58	+	+	NOUN
ajst-901	131	59	p3)+	p3)+	NOUN
ajst-901	131	60	p1×m+	p1×m+	NOUN
ajst-901	131	61	(	(	PUNCT
ajst-901	131	62	p1+p	p1+p	NOUN
ajst-901	131	63	)	)	PUNCT
ajst-901	131	64	×n	×n	PROPN
ajst-901	131	65	…	…	PUNCT
ajst-901	131	66	…	…	PUNCT
ajst-901	131	67	…	…	PUNCT
ajst-901	131	68	day	day	NOUN
ajst-901	131	69	n	n	ADP
ajst-901	131	70	pn	pn	X
ajst-901	131	71	-z	-z	PROPN
ajst-901	131	72	1%pn	1%pn	NUM
ajst-901	131	73	1	1	NUM
ajst-901	131	74	%	%	NOUN
ajst-901	131	75	𝑃	𝑃	NOUN
ajst-901	131	76	𝑃	𝑃	NOUN
ajst-901	131	77	𝑚	𝑚	NOUN
ajst-901	131	78	𝑃	𝑃	NOUN
ajst-901	131	79	p	p	NOUN
ajst-901	131	80	n	n	PRON
ajst-901	131	81	⋯	⋯	NOUN
ajst-901	131	82	𝑃	𝑃	PROPN
ajst-901	131	83	p	p	NOUN
ajst-901	131	84	⋯	⋯	PROPN
ajst-901	131	85	p	p	PROPN
ajst-901	131	86	z	z	PROPN
ajst-901	131	87	based	base	VERB
ajst-901	131	88	on	on	ADP
ajst-901	131	89	the	the	DET
ajst-901	131	90	above	above	ADJ
ajst-901	131	91	statistics	statistic	NOUN
ajst-901	131	92	,	,	PUNCT
ajst-901	131	93	it	it	PRON
ajst-901	131	94	can	can	AUX
ajst-901	131	95	be	be	AUX
ajst-901	131	96	analyzed	analyze	VERB
ajst-901	131	97	that	that	SCONJ
ajst-901	131	98	under	under	ADP
ajst-901	131	99	ideal	ideal	ADJ
ajst-901	131	100	conditions	condition	NOUN
ajst-901	131	101	,	,	PUNCT
ajst-901	131	102	if	if	SCONJ
ajst-901	131	103	there	there	PRON
ajst-901	131	104	is	be	VERB
ajst-901	131	105	no	no	DET
ajst-901	131	106	significant	significant	ADJ
ajst-901	131	107	difference	difference	NOUN
ajst-901	131	108	between	between	ADP
ajst-901	131	109	each	each	DET
ajst-901	131	110	increase	increase	NOUN
ajst-901	131	111	and	and	CCONJ
ajst-901	131	112	decrease	decrease	VERB
ajst-901	131	113	when	when	SCONJ
ajst-901	131	114	the	the	DET
ajst-901	131	115	price	price	NOUN
ajst-901	131	116	falls	fall	VERB
ajst-901	131	117	u1	u1	PROPN
ajst-901	131	118	times	time	NOUN
ajst-901	131	119	,	,	PUNCT
ajst-901	131	120	it	it	PRON
ajst-901	131	121	just	just	ADV
ajst-901	131	122	falls	fall	VERB
ajst-901	131	123	m1	m1	PROPN
ajst-901	131	124	.	.	PUNCT
ajst-901	132	1	if	if	SCONJ
ajst-901	132	2	we	we	PRON
ajst-901	132	3	add	add	VERB
ajst-901	132	4	positions	position	NOUN
ajst-901	132	5	every	every	DET
ajst-901	132	6	time	time	NOUN
ajst-901	132	7	the	the	DET
ajst-901	132	8	price	price	NOUN
ajst-901	132	9	goes	go	VERB
ajst-901	132	10	down	down	ADV
ajst-901	132	11	,	,	PUNCT
ajst-901	132	12	then	then	ADV
ajst-901	132	13	we	we	PRON
ajst-901	132	14	will	will	AUX
ajst-901	132	15	get	get	VERB
ajst-901	132	16	a	a	DET
ajst-901	132	17	profit	profit	NOUN
ajst-901	132	18	the	the	DET
ajst-901	132	19	next	next	ADJ
ajst-901	132	20	time	time	NOUN
ajst-901	132	21	the	the	DET
ajst-901	132	22	price	price	NOUN
ajst-901	132	23	goes	go	VERB
ajst-901	132	24	up	up	ADP
ajst-901	132	25	by	by	ADP
ajst-901	132	26	m5	m5	PROPN
ajst-901	132	27	.	.	PUNCT
ajst-901	133	1	among	among	ADP
ajst-901	133	2	them	they	PRON
ajst-901	133	3	,	,	PUNCT
ajst-901	133	4	the	the	DET
ajst-901	133	5	amount	amount	NOUN
ajst-901	133	6	of	of	ADP
ajst-901	133	7	the	the	DET
ajst-901	133	8	first	first	ADJ
ajst-901	133	9	addition	addition	NOUN
ajst-901	133	10	is	be	AUX
ajst-901	133	11	p1	p1	NOUN
ajst-901	133	12	;	;	PUNCT
ajst-901	133	13	the	the	DET
ajst-901	133	14	amount	amount	NOUN
ajst-901	133	15	of	of	ADP
ajst-901	133	16	the	the	DET
ajst-901	133	17	second	second	ADJ
ajst-901	133	18	addition	addition	NOUN
ajst-901	133	19	is	be	AUX
ajst-901	133	20	p2	p2	NOUN
ajst-901	133	21	;	;	PUNCT
ajst-901	133	22	the	the	DET
ajst-901	133	23	amount	amount	NOUN
ajst-901	133	24	of	of	ADP
ajst-901	133	25	the	the	DET
ajst-901	133	26	third	third	ADJ
ajst-901	133	27	position	position	NOUN
ajst-901	133	28	increase	increase	NOUN
ajst-901	133	29	is	be	AUX
ajst-901	133	30	p3	p3	NOUN
ajst-901	133	31	;	;	PUNCT
ajst-901	133	32	the	the	DET
ajst-901	133	33	amount	amount	NOUN
ajst-901	133	34	of	of	ADP
ajst-901	133	35	the	the	DET
ajst-901	133	36	nth	nth	NOUN
ajst-901	133	37	additional	additional	ADJ
ajst-901	133	38	position	position	NOUN
ajst-901	133	39	is	be	AUX
ajst-901	133	40	pn	pn	PROPN
ajst-901	133	41	.	.	PUNCT
ajst-901	133	42	countable	countable	ADJ
ajst-901	133	43	formula	formula	NOUN
ajst-901	133	44	:	:	PUNCT
ajst-901	133	45	𝑃	𝑃	NOUN
ajst-901	133	46	1	1	NUM
ajst-901	133	47	1	1	NUM
ajst-901	133	48	%	%	NOUN
ajst-901	133	49	𝑀	𝑀	PROPN
ajst-901	133	50	.	.	PUNCT
ajst-901	134	1	𝑃	𝑃	NOUN
ajst-901	134	2	1	1	NUM
ajst-901	134	3	1	1	NUM
ajst-901	134	4	%	%	NOUN
ajst-901	134	5	.	.	PUNCT
ajst-901	135	1	𝑀	𝑀	PROPN
ajst-901	135	2	.	.	PUNCT
ajst-901	135	3	0	0	PUNCT
ajst-901	136	1	(	(	PUNCT
ajst-901	136	2	9	9	X
ajst-901	136	3	)	)	PUNCT
ajst-901	136	4	𝑃	𝑃	NOUN
ajst-901	136	5	1	1	NUM
ajst-901	136	6	1	1	NUM
ajst-901	136	7	%	%	NOUN
ajst-901	136	8	𝑀	𝑀	NOUN
ajst-901	136	9	5	5	NUM
ajst-901	136	10	𝑃	𝑃	NOUN
ajst-901	136	11	1	1	NUM
ajst-901	136	12	𝑃	𝑃	NOUN
ajst-901	136	13	.	.	PUNCT
ajst-901	137	1	𝑀	𝑀	PROPN
ajst-901	137	2	,	,	PUNCT
ajst-901	137	3	𝑃	𝑃	PROPN
ajst-901	137	4	,	,	PUNCT
ajst-901	137	5	m	m	PROPN
ajst-901	137	6	.	.	PUNCT
ajst-901	137	7	0	0	PUNCT
ajst-901	138	1	(	(	PUNCT
ajst-901	138	2	10	10	NUM
ajst-901	138	3	)	)	PUNCT
ajst-901	138	4	by	by	ADP
ajst-901	138	5	analogy	analogy	NOUN
ajst-901	138	6	,	,	PUNCT
ajst-901	138	7	the	the	DET
ajst-901	138	8	conditions	condition	NOUN
ajst-901	138	9	to	to	PART
ajst-901	138	10	be	be	AUX
ajst-901	138	11	satisfied	satisfied	ADJ
ajst-901	138	12	for	for	ADP
ajst-901	138	13	the	the	DET
ajst-901	138	14	n	n	ADV
ajst-901	138	15	-	-	PUNCT
ajst-901	138	16	th	th	VERB
ajst-901	138	17	addition	addition	NOUN
ajst-901	138	18	are	be	AUX
ajst-901	138	19	:	:	PUNCT
ajst-901	138	20	1	1	NUM
ajst-901	138	21	1	1	NUM
ajst-901	138	22	%	%	NOUN
ajst-901	138	23	𝑃	𝑃	NOUN
ajst-901	138	24	𝑀	𝑀	PROPN
ajst-901	138	25	.	.	PUNCT
ajst-901	139	1	𝑃	𝑃	NOUN
ajst-901	139	2	.	.	PUNCT
ajst-901	140	1	𝑀	𝑀	PROPN
ajst-901	140	2	.	.	PUNCT
ajst-901	141	1	⋯	⋯	NOUN
ajst-901	141	2	𝑃	𝑃	PROPN
ajst-901	141	3	.	.	PUNCT
ajst-901	142	1	𝑀	𝑀	PROPN
ajst-901	142	2	.	.	PUNCT
ajst-901	143	1	0	0	NUM
ajst-901	143	2	11	11	NUM
ajst-901	143	3	among	among	ADP
ajst-901	143	4	them	they	PRON
ajst-901	143	5	,	,	PUNCT
ajst-901	143	6	n	n	CCONJ
ajst-901	143	7	also	also	ADV
ajst-901	143	8	indicates	indicate	VERB
ajst-901	143	9	our	our	PRON
ajst-901	143	10	ability	ability	NOUN
ajst-901	143	11	to	to	PART
ajst-901	143	12	increase	increase	VERB
ajst-901	143	13	89	89	NUM
ajst-901	143	14	positions	position	NOUN
ajst-901	143	15	,	,	PUNCT
ajst-901	143	16	which	which	PRON
ajst-901	143	17	is	be	AUX
ajst-901	143	18	related	relate	VERB
ajst-901	143	19	to	to	ADP
ajst-901	143	20	the	the	DET
ajst-901	143	21	maximum	maximum	ADJ
ajst-901	143	22	number	number	NOUN
ajst-901	143	23	of	of	ADP
ajst-901	143	24	ups	up	NOUN
ajst-901	143	25	and	and	CCONJ
ajst-901	143	26	downs	down	NOUN
ajst-901	143	27	we	we	PRON
ajst-901	143	28	counted	count	VERB
ajst-901	143	29	.	.	PUNCT
ajst-901	144	1	that	that	PRON
ajst-901	144	2	is	be	AUX
ajst-901	144	3	,	,	PUNCT
ajst-901	144	4	if	if	SCONJ
ajst-901	144	5	the	the	DET
ajst-901	144	6	maximum	maximum	ADJ
ajst-901	144	7	number	number	NOUN
ajst-901	144	8	of	of	ADP
ajst-901	144	9	falls	fall	NOUN
ajst-901	144	10	calculated	calculate	VERB
ajst-901	144	11	for	for	ADP
ajst-901	144	12	more	more	ADJ
ajst-901	144	13	than	than	ADP
ajst-901	144	14	90	90	NUM
ajst-901	144	15	%	%	NOUN
ajst-901	144	16	on	on	ADP
ajst-901	144	17	that	that	DET
ajst-901	144	18	day	day	NOUN
ajst-901	144	19	is	be	AUX
ajst-901	144	20	4	4	NUM
ajst-901	144	21	,	,	PUNCT
ajst-901	144	22	this	this	PRON
ajst-901	144	23	means	mean	VERB
ajst-901	144	24	that	that	SCONJ
ajst-901	144	25	the	the	DET
ajst-901	144	26	probability	probability	NOUN
ajst-901	144	27	will	will	AUX
ajst-901	144	28	only	only	ADV
ajst-901	144	29	fall	fall	VERB
ajst-901	144	30	4	4	NUM
ajst-901	144	31	times	time	NOUN
ajst-901	144	32	in	in	ADP
ajst-901	144	33	a	a	DET
ajst-901	144	34	row	row	NOUN
ajst-901	144	35	.	.	PUNCT
ajst-901	145	1	we	we	PRON
ajst-901	145	2	will	will	AUX
ajst-901	145	3	ensure	ensure	VERB
ajst-901	145	4	that	that	SCONJ
ajst-901	145	5	we	we	PRON
ajst-901	145	6	have	have	VERB
ajst-901	145	7	the	the	DET
ajst-901	145	8	ability	ability	NOUN
ajst-901	145	9	to	to	PART
ajst-901	145	10	add	add	VERB
ajst-901	145	11	positions	position	NOUN
ajst-901	145	12	5	5	NUM
ajst-901	145	13	times	time	NOUN
ajst-901	145	14	to	to	PART
ajst-901	145	15	determine	determine	VERB
ajst-901	145	16	the	the	DET
ajst-901	145	17	number	number	NOUN
ajst-901	145	18	of	of	ADP
ajst-901	145	19	positions	position	NOUN
ajst-901	145	20	for	for	ADP
ajst-901	145	21	the	the	DET
ajst-901	145	22	first	first	ADJ
ajst-901	145	23	time	time	NOUN
ajst-901	145	24	.	.	PUNCT
ajst-901	146	1	for	for	ADP
ajst-901	146	2	example	example	NOUN
ajst-901	146	3	,	,	PUNCT
ajst-901	146	4	when	when	SCONJ
ajst-901	146	5	we	we	PRON
ajst-901	146	6	were	be	AUX
ajst-901	146	7	working	work	VERB
ajst-901	146	8	on	on	ADP
ajst-901	146	9	the	the	DET
ajst-901	146	10	300	300	NUM
ajst-901	146	11	-	-	PUNCT
ajst-901	146	12	day	day	NOUN
ajst-901	146	13	bitcoin	bitcoin	NOUN
ajst-901	146	14	position	position	NOUN
ajst-901	146	15	on	on	ADP
ajst-901	146	16	the	the	DET
ajst-901	146	17	same	same	ADJ
ajst-901	146	18	day	day	NOUN
ajst-901	146	19	,	,	PUNCT
ajst-901	146	20	we	we	PRON
ajst-901	146	21	knew	know	VERB
ajst-901	146	22	that	that	SCONJ
ajst-901	146	23	the	the	DET
ajst-901	146	24	299day	299day	NUM
ajst-901	146	25	bitcoin	bitcoin	NOUN
ajst-901	146	26	fell	fall	VERB
ajst-901	146	27	by	by	ADP
ajst-901	146	28	-0.0455	-0.0455	ADV
ajst-901	146	29	.	.	PUNCT
ajst-901	147	1	we	we	PRON
ajst-901	147	2	first	first	ADV
ajst-901	147	3	counted	count	VERB
ajst-901	147	4	the	the	DET
ajst-901	147	5	number	number	NOUN
ajst-901	147	6	and	and	CCONJ
ajst-901	147	7	frequency	frequency	NOUN
ajst-901	147	8	of	of	ADP
ajst-901	147	9	consecutive	consecutive	ADJ
ajst-901	147	10	decreases	decrease	NOUN
ajst-901	147	11	in	in	ADP
ajst-901	147	12	the	the	DET
ajst-901	147	13	first	first	ADJ
ajst-901	147	14	299	299	NUM
ajst-901	147	15	days	day	NOUN
ajst-901	147	16	,	,	PUNCT
ajst-901	147	17	as	as	SCONJ
ajst-901	147	18	shown	show	VERB
ajst-901	147	19	in	in	ADP
ajst-901	147	20	the	the	DET
ajst-901	147	21	following	follow	VERB
ajst-901	147	22	table	table	NOUN
ajst-901	147	23	:	:	PUNCT
ajst-901	147	24	table	table	NOUN
ajst-901	147	25	10	10	NUM
ajst-901	147	26	.	.	PUNCT
ajst-901	148	1	the	the	DET
ajst-901	148	2	number	number	NOUN
ajst-901	148	3	and	and	CCONJ
ajst-901	148	4	frequency	frequency	NOUN
ajst-901	148	5	of	of	ADP
ajst-901	148	6	consecutive	consecutive	ADJ
ajst-901	148	7	declines	decline	NOUN
ajst-901	148	8	in	in	ADP
ajst-901	148	9	the	the	DET
ajst-901	148	10	previous	previous	ADJ
ajst-901	148	11	299	299	NUM
ajst-901	148	12	days	day	NOUN
ajst-901	148	13	k	k	X
ajst-901	148	14	frequency	frequency	NOUN
ajst-901	148	15	probability	probability	NOUN
ajst-901	148	16	k2	k2	PROPN
ajst-901	148	17	27	27	NUM
ajst-901	148	18	58.70	58.70	NUM
ajst-901	148	19	%	%	NOUN
ajst-901	148	20	k3	k3	VERB
ajst-901	148	21	11	11	NUM
ajst-901	148	22	23.91	23.91	NUM
ajst-901	148	23	%	%	NOUN
ajst-901	148	24	k4	k4	NOUN
ajst-901	148	25	6	6	NUM
ajst-901	148	26	13.04	13.04	NUM
ajst-901	148	27	%	%	NOUN
ajst-901	148	28	k5	k5	PROPN
ajst-901	148	29	2	2	NUM
ajst-901	148	30	4.35	4.35	NUM
ajst-901	148	31	%	%	NOUN
ajst-901	148	32	from	from	ADP
ajst-901	148	33	the	the	DET
ajst-901	148	34	data	datum	NOUN
ajst-901	148	35	in	in	ADP
ajst-901	148	36	the	the	DET
ajst-901	148	37	table	table	NOUN
ajst-901	148	38	:	:	PUNCT
ajst-901	148	39	p(k2)+	p(k2)+	VERB
ajst-901	148	40	p(k3)+	p(k3)+	PROPN
ajst-901	148	41	p(k4)=95.65	p(k4)=95.65	PROPN
ajst-901	148	42	%	%	NOUN
ajst-901	148	43	(	(	PUNCT
ajst-901	148	44	12	12	NUM
ajst-901	148	45	)	)	PUNCT
ajst-901	148	46	we	we	PRON
ajst-901	148	47	calculated	calculate	VERB
ajst-901	148	48	that	that	SCONJ
ajst-901	148	49	the	the	DET
ajst-901	148	50	maximum	maximum	ADJ
ajst-901	148	51	number	number	NOUN
ajst-901	148	52	of	of	ADP
ajst-901	148	53	consecutive	consecutive	ADJ
ajst-901	148	54	falls	fall	NOUN
ajst-901	148	55	of	of	ADP
ajst-901	148	56	more	more	ADJ
ajst-901	148	57	than	than	ADP
ajst-901	148	58	90	90	NUM
ajst-901	148	59	%	%	NOUN
ajst-901	148	60	is	be	AUX
ajst-901	148	61	4	4	NUM
ajst-901	148	62	,	,	PUNCT
ajst-901	148	63	i.e.	i.e.	X
ajst-901	148	64	only	only	ADV
ajst-901	148	65	4.35	4.35	NUM
ajst-901	148	66	%	%	NOUN
ajst-901	148	67	is	be	AUX
ajst-901	148	68	likely	likely	ADJ
ajst-901	148	69	to	to	PART
ajst-901	148	70	have	have	VERB
ajst-901	148	71	more	more	ADJ
ajst-901	148	72	than	than	ADP
ajst-901	148	73	4	4	NUM
ajst-901	148	74	consecutive	consecutive	ADJ
ajst-901	148	75	falls	fall	NOUN
ajst-901	148	76	.	.	PUNCT
ajst-901	149	1	calculated	calculate	VERB
ajst-901	149	2	by	by	ADP
ajst-901	149	3	matlab	matlab	PROPN
ajst-901	149	4	,	,	PUNCT
ajst-901	149	5	the	the	DET
ajst-901	149	6	median	median	ADJ
ajst-901	149	7	decrease	decrease	NOUN
ajst-901	149	8	is	be	AUX
ajst-901	149	9	m5	m5	NOUN
ajst-901	149	10	:	:	PUNCT
ajst-901	149	11	0.0047593	0.0047593	NUM
ajst-901	149	12	,	,	PUNCT
ajst-901	149	13	and	and	CCONJ
ajst-901	149	14	the	the	DET
ajst-901	149	15	decile	decile	NOUN
ajst-901	149	16	decrease	decrease	NOUN
ajst-901	149	17	is	be	AUX
ajst-901	149	18	m1:-0.056583	m1:-0.056583	NOUN
ajst-901	149	19	.	.	PUNCT
ajst-901	150	1	at	at	ADP
ajst-901	150	2	this	this	DET
ajst-901	150	3	point	point	NOUN
ajst-901	150	4	,	,	PUNCT
ajst-901	150	5	we	we	PRON
ajst-901	150	6	get	get	VERB
ajst-901	150	7	the	the	DET
ajst-901	150	8	required	require	VERB
ajst-901	150	9	parameters	parameter	NOUN
ajst-901	150	10	.	.	PUNCT
ajst-901	151	1	at	at	ADP
ajst-901	151	2	this	this	DET
ajst-901	151	3	time	time	NOUN
ajst-901	151	4	,	,	PUNCT
ajst-901	151	5	we	we	PRON
ajst-901	151	6	only	only	ADV
ajst-901	151	7	need	need	VERB
ajst-901	151	8	to	to	PART
ajst-901	151	9	consider	consider	VERB
ajst-901	151	10	that	that	SCONJ
ajst-901	151	11	we	we	PRON
ajst-901	151	12	can	can	AUX
ajst-901	151	13	still	still	ADV
ajst-901	151	14	close	close	VERB
ajst-901	151	15	the	the	DET
ajst-901	151	16	position	position	NOUN
ajst-901	151	17	under	under	ADP
ajst-901	151	18	the	the	DET
ajst-901	151	19	condition	condition	NOUN
ajst-901	151	20	of	of	ADP
ajst-901	151	21	4	4	NUM
ajst-901	151	22	consecutive	consecutive	ADJ
ajst-901	151	23	falls	fall	NOUN
ajst-901	151	24	.	.	PUNCT
ajst-901	152	1	through	through	ADP
ajst-901	152	2	the	the	DET
ajst-901	152	3	above	above	ADJ
ajst-901	152	4	formula	formula	NOUN
ajst-901	152	5	,	,	PUNCT
ajst-901	152	6	we	we	PRON
ajst-901	152	7	can	can	AUX
ajst-901	152	8	use	use	VERB
ajst-901	152	9	matlab	matlab	PROPN
ajst-901	152	10	polynomial	polynomial	NOUN
ajst-901	152	11	to	to	PART
ajst-901	152	12	calculate	calculate	VERB
ajst-901	152	13	and	and	CCONJ
ajst-901	152	14	solve	solve	VERB
ajst-901	152	15	p1=75.4158345	p1=75.4158345	PUNCT
ajst-901	152	16	.	.	PUNCT
ajst-901	153	1	p1	p1	PROPN
ajst-901	153	2	is	be	AUX
ajst-901	153	3	the	the	DET
ajst-901	153	4	amount	amount	NOUN
ajst-901	153	5	we	we	PRON
ajst-901	153	6	added	add	VERB
ajst-901	153	7	when	when	SCONJ
ajst-901	153	8	we	we	PRON
ajst-901	153	9	first	first	ADV
ajst-901	153	10	fell	fall	VERB
ajst-901	153	11	,	,	PUNCT
ajst-901	153	12	i.e.	i.e.	X
ajst-901	153	13	we	we	PRON
ajst-901	153	14	should	should	AUX
ajst-901	153	15	at	at	ADV
ajst-901	153	16	least	least	ADJ
ajst-901	153	17	make	make	VERB
ajst-901	153	18	up	up	ADP
ajst-901	153	19	the	the	DET
ajst-901	153	20	position	position	NOUN
ajst-901	153	21	of	of	ADP
ajst-901	153	22	bitcoin	bitcoin	NOUN
ajst-901	153	23	at	at	ADP
ajst-901	153	24	$	$	SYM
ajst-901	153	25	75.416	75.416	NUM
ajst-901	153	26	on	on	ADP
ajst-901	153	27	the	the	DET
ajst-901	153	28	300th	300th	ADJ
ajst-901	153	29	day	day	NOUN
ajst-901	153	30	to	to	PART
ajst-901	153	31	guarantee	guarantee	VERB
ajst-901	153	32	revenue	revenue	NOUN
ajst-901	153	33	.	.	PUNCT
ajst-901	154	1	the	the	DET
ajst-901	154	2	above	above	ADJ
ajst-901	154	3	is	be	AUX
ajst-901	154	4	the	the	DET
ajst-901	154	5	analysis	analysis	NOUN
ajst-901	154	6	and	and	CCONJ
ajst-901	154	7	calculation	calculation	NOUN
ajst-901	154	8	of	of	ADP
ajst-901	154	9	the	the	DET
ajst-901	154	10	position	position	NOUN
ajst-901	154	11	management	management	NOUN
ajst-901	154	12	strategy	strategy	NOUN
ajst-901	154	13	.	.	PUNCT
ajst-901	155	1	next	next	ADV
ajst-901	155	2	,	,	PUNCT
ajst-901	155	3	we	we	PRON
ajst-901	155	4	establish	establish	VERB
ajst-901	155	5	an	an	DET
ajst-901	155	6	evaluation	evaluation	NOUN
ajst-901	155	7	index	index	NOUN
ajst-901	155	8	for	for	ADP
ajst-901	155	9	financial	financial	ADJ
ajst-901	155	10	products	product	NOUN
ajst-901	155	11	and	and	CCONJ
ajst-901	155	12	allocate	allocate	VERB
ajst-901	155	13	the	the	DET
ajst-901	155	14	amount	amount	NOUN
ajst-901	155	15	of	of	ADP
ajst-901	155	16	investment	investment	NOUN
ajst-901	155	17	in	in	ADP
ajst-901	155	18	the	the	DET
ajst-901	155	19	two	two	NUM
ajst-901	155	20	financial	financial	ADJ
ajst-901	155	21	products	product	NOUN
ajst-901	155	22	in	in	ADP
ajst-901	155	23	proportion	proportion	NOUN
ajst-901	155	24	when	when	SCONJ
ajst-901	155	25	the	the	DET
ajst-901	155	26	second	second	ADJ
ajst-901	155	27	financial	financial	ADJ
ajst-901	155	28	product	product	NOUN
ajst-901	155	29	needs	need	VERB
ajst-901	155	30	to	to	PART
ajst-901	155	31	be	be	AUX
ajst-901	155	32	added	add	VERB
ajst-901	155	33	to	to	ADP
ajst-901	155	34	the	the	DET
ajst-901	155	35	position	position	NOUN
ajst-901	155	36	simultaneously	simultaneously	ADV
ajst-901	155	37	.	.	PUNCT
ajst-901	156	1	we	we	PRON
ajst-901	156	2	use	use	VERB
ajst-901	156	3	the	the	DET
ajst-901	156	4	volatility	volatility	NOUN
ajst-901	156	5	of	of	ADP
ajst-901	156	6	financial	financial	ADJ
ajst-901	156	7	products	product	NOUN
ajst-901	156	8	to	to	PART
ajst-901	156	9	express	express	VERB
ajst-901	156	10	their	their	PRON
ajst-901	156	11	safety	safety	NOUN
ajst-901	156	12	and	and	CCONJ
ajst-901	156	13	use	use	VERB
ajst-901	156	14	the	the	DET
ajst-901	156	15	average	average	ADJ
ajst-901	156	16	increase	increase	NOUN
ajst-901	156	17	and	and	CCONJ
ajst-901	156	18	the	the	DET
ajst-901	156	19	number	number	NOUN
ajst-901	156	20	of	of	ADP
ajst-901	156	21	days	day	NOUN
ajst-901	156	22	of	of	ADP
ajst-901	156	23	increase	increase	NOUN
ajst-901	156	24	to	to	PART
ajst-901	156	25	express	express	VERB
ajst-901	156	26	their	their	PRON
ajst-901	156	27	profitability	profitability	NOUN
ajst-901	156	28	.	.	PUNCT
ajst-901	157	1	we	we	PRON
ajst-901	157	2	then	then	ADV
ajst-901	157	3	use	use	VERB
ajst-901	157	4	safety	safety	NOUN
ajst-901	157	5	and	and	CCONJ
ajst-901	157	6	profitability	profitability	NOUN
ajst-901	157	7	to	to	PART
ajst-901	157	8	calculate	calculate	VERB
ajst-901	157	9	the	the	DET
ajst-901	157	10	allocation	allocation	NOUN
ajst-901	157	11	of	of	ADP
ajst-901	157	12	funds	fund	NOUN
ajst-901	157	13	when	when	SCONJ
ajst-901	157	14	both	both	PRON
ajst-901	157	15	need	need	VERB
ajst-901	157	16	to	to	PART
ajst-901	157	17	be	be	AUX
ajst-901	157	18	placed	place	VERB
ajst-901	157	19	simultaneously	simultaneously	ADV
ajst-901	157	20	.	.	PUNCT
ajst-901	158	1	figure	figure	VERB
ajst-901	158	2	7	7	NUM
ajst-901	158	3	.	.	PUNCT
ajst-901	158	4	evaluation	evaluation	NOUN
ajst-901	158	5	index	index	NOUN
ajst-901	158	6	system	system	NOUN
ajst-901	158	7	of	of	ADP
ajst-901	158	8	financial	financial	ADJ
ajst-901	158	9	products	product	NOUN
ajst-901	158	10	a	a	DET
ajst-901	158	11	blank	blank	ADJ
ajst-901	158	12	line	line	NOUN
ajst-901	158	13	in	in	ADP
ajst-901	158	14	the	the	DET
ajst-901	158	15	chart	chart	NOUN
ajst-901	158	16	indicates	indicate	VERB
ajst-901	158	17	that	that	SCONJ
ajst-901	158	18	the	the	DET
ajst-901	158	19	day	day	NOUN
ajst-901	158	20	is	be	AUX
ajst-901	158	21	a	a	DET
ajst-901	158	22	nontrading	nontrading	NOUN
ajst-901	158	23	day	day	NOUN
ajst-901	158	24	for	for	ADP
ajst-901	158	25	gold	gold	NOUN
ajst-901	158	26	,	,	PUNCT
ajst-901	158	27	so	so	CCONJ
ajst-901	158	28	there	there	PRON
ajst-901	158	29	is	be	VERB
ajst-901	158	30	no	no	DET
ajst-901	158	31	allocation	allocation	NOUN
ajst-901	158	32	.	.	PUNCT
ajst-901	159	1	at	at	ADP
ajst-901	159	2	the	the	DET
ajst-901	159	3	beginning	beginning	NOUN
ajst-901	159	4	of	of	ADP
ajst-901	159	5	the	the	DET
ajst-901	159	6	trading	trading	NOUN
ajst-901	159	7	period	period	NOUN
ajst-901	159	8	,	,	PUNCT
ajst-901	159	9	the	the	DET
ajst-901	159	10	average	average	ADJ
ajst-901	159	11	increase	increase	NOUN
ajst-901	159	12	and	and	CCONJ
ajst-901	159	13	the	the	DET
ajst-901	159	14	number	number	NOUN
ajst-901	159	15	of	of	ADP
ajst-901	159	16	days	day	NOUN
ajst-901	159	17	of	of	ADP
ajst-901	159	18	increase	increase	NOUN
ajst-901	159	19	are	be	AUX
ajst-901	159	20	equal	equal	ADJ
ajst-901	159	21	for	for	ADP
ajst-901	159	22	both	both	PRON
ajst-901	159	23	,	,	PUNCT
ajst-901	159	24	so	so	ADV
ajst-901	159	25	the	the	DET
ajst-901	159	26	amount	amount	NOUN
ajst-901	159	27	of	of	ADP
ajst-901	159	28	money	money	NOUN
ajst-901	159	29	allocated	allocate	VERB
ajst-901	159	30	to	to	ADP
ajst-901	159	31	both	both	PRON
ajst-901	159	32	is	be	AUX
ajst-901	159	33	equal	equal	ADJ
ajst-901	159	34	.	.	PUNCT
ajst-901	160	1	as	as	SCONJ
ajst-901	160	2	bitcoin	bitcoin	NOUN
ajst-901	160	3	rises	rise	VERB
ajst-901	160	4	more	more	ADJ
ajst-901	160	5	,	,	PUNCT
ajst-901	160	6	the	the	DET
ajst-901	160	7	amount	amount	NOUN
ajst-901	160	8	invested	invest	VERB
ajst-901	160	9	is	be	AUX
ajst-901	160	10	allocated	allocate	VERB
ajst-901	160	11	more	more	ADJ
ajst-901	160	12	.	.	PUNCT
ajst-901	161	1	but	but	CCONJ
ajst-901	161	2	at	at	ADP
ajst-901	161	3	the	the	DET
ajst-901	161	4	same	same	ADJ
ajst-901	161	5	time	time	NOUN
ajst-901	161	6	,	,	PUNCT
ajst-901	161	7	the	the	DET
ajst-901	161	8	volatility	volatility	NOUN
ajst-901	161	9	of	of	ADP
ajst-901	161	10	bitcoin	bitcoin	NOUN
ajst-901	161	11	becomes	become	VERB
ajst-901	161	12	larger	large	ADJ
ajst-901	161	13	,	,	PUNCT
ajst-901	161	14	and	and	CCONJ
ajst-901	161	15	the	the	DET
ajst-901	161	16	maximum	maximum	ADJ
ajst-901	161	17	60	60	NUM
ajst-901	161	18	-	-	PUNCT
ajst-901	161	19	day	day	NOUN
ajst-901	161	20	standard	standard	ADJ
ajst-901	161	21	deviation	deviation	NOUN
ajst-901	161	22	of	of	ADP
ajst-901	161	23	the	the	DET
ajst-901	161	24	neighboring	neighbor	VERB
ajst-901	161	25	bitcoin	bitcoin	NOUN
ajst-901	161	26	reaches	reach	VERB
ajst-901	161	27	486.37	486.37	NUM
ajst-901	161	28	,	,	PUNCT
ajst-901	161	29	which	which	PRON
ajst-901	161	30	makes	make	VERB
ajst-901	161	31	it	it	PRON
ajst-901	161	32	less	less	ADV
ajst-901	161	33	safe	safe	ADJ
ajst-901	161	34	.	.	PUNCT
ajst-901	162	1	therefore	therefore	ADV
ajst-901	162	2	,	,	PUNCT
ajst-901	162	3	the	the	DET
ajst-901	162	4	tendency	tendency	NOUN
ajst-901	162	5	of	of	ADP
ajst-901	162	6	the	the	DET
ajst-901	162	7	bitcoin	bitcoin	ADJ
ajst-901	162	8	investment	investment	NOUN
ajst-901	162	9	amount	amount	NOUN
ajst-901	162	10	allocation	allocation	NOUN
ajst-901	162	11	to	to	PART
ajst-901	162	12	become	become	VERB
ajst-901	162	13	larger	large	ADJ
ajst-901	162	14	is	be	AUX
ajst-901	162	15	reduced	reduce	VERB
ajst-901	162	16	,	,	PUNCT
ajst-901	162	17	and	and	CCONJ
ajst-901	162	18	this	this	DET
ajst-901	162	19	allocation	allocation	NOUN
ajst-901	162	20	strategy	strategy	NOUN
ajst-901	162	21	ensures	ensure	VERB
ajst-901	162	22	both	both	CCONJ
ajst-901	162	23	the	the	DET
ajst-901	162	24	safety	safety	NOUN
ajst-901	162	25	and	and	CCONJ
ajst-901	162	26	profitability	profitability	NOUN
ajst-901	162	27	of	of	ADP
ajst-901	162	28	the	the	DET
ajst-901	162	29	fund	fund	NOUN
ajst-901	162	30	allocation	allocation	NOUN
ajst-901	162	31	.	.	PUNCT
ajst-901	163	1	90	90	NUM
ajst-901	163	2	figure	figure	NOUN
ajst-901	163	3	8	8	NUM
ajst-901	163	4	.	.	PUNCT
ajst-901	163	5	investment	investment	NOUN
ajst-901	163	6	allocation	allocation	NOUN
ajst-901	163	7	rate	rate	NOUN
ajst-901	163	8	the	the	DET
ajst-901	163	9	above	above	ADJ
ajst-901	163	10	is	be	AUX
ajst-901	163	11	the	the	DET
ajst-901	163	12	analysis	analysis	NOUN
ajst-901	163	13	and	and	CCONJ
ajst-901	163	14	calculation	calculation	NOUN
ajst-901	163	15	of	of	ADP
ajst-901	163	16	the	the	DET
ajst-901	163	17	position	position	NOUN
ajst-901	163	18	management	management	NOUN
ajst-901	163	19	strategy	strategy	NOUN
ajst-901	163	20	.	.	PUNCT
ajst-901	164	1	next	next	ADV
ajst-901	164	2	,	,	PUNCT
ajst-901	164	3	we	we	PRON
ajst-901	164	4	set	set	VERB
ajst-901	164	5	up	up	ADP
ajst-901	164	6	an	an	DET
ajst-901	164	7	evaluation	evaluation	NOUN
ajst-901	164	8	index	index	NOUN
ajst-901	164	9	for	for	ADP
ajst-901	164	10	financial	financial	ADJ
ajst-901	164	11	products	product	NOUN
ajst-901	164	12	to	to	PART
ajst-901	164	13	allocate	allocate	VERB
ajst-901	164	14	the	the	DET
ajst-901	164	15	investment	investment	NOUN
ajst-901	164	16	amount	amount	NOUN
ajst-901	164	17	in	in	ADP
ajst-901	164	18	proportion	proportion	NOUN
ajst-901	164	19	.	.	PUNCT
ajst-901	165	1	we	we	PRON
ajst-901	165	2	use	use	VERB
ajst-901	165	3	the	the	DET
ajst-901	165	4	volatility	volatility	NOUN
ajst-901	165	5	of	of	ADP
ajst-901	165	6	financial	financial	ADJ
ajst-901	165	7	products	product	NOUN
ajst-901	165	8	to	to	PART
ajst-901	165	9	express	express	VERB
ajst-901	165	10	their	their	PRON
ajst-901	165	11	safety	safety	NOUN
ajst-901	165	12	and	and	CCONJ
ajst-901	165	13	use	use	VERB
ajst-901	165	14	the	the	DET
ajst-901	165	15	average	average	ADJ
ajst-901	165	16	increase	increase	NOUN
ajst-901	165	17	and	and	CCONJ
ajst-901	165	18	the	the	DET
ajst-901	165	19	number	number	NOUN
ajst-901	165	20	of	of	ADP
ajst-901	165	21	days	day	NOUN
ajst-901	165	22	of	of	ADP
ajst-901	165	23	increase	increase	NOUN
ajst-901	165	24	to	to	PART
ajst-901	165	25	express	express	VERB
ajst-901	165	26	their	their	PRON
ajst-901	165	27	profitability	profitability	NOUN
ajst-901	165	28	.	.	PUNCT
ajst-901	166	1	we	we	PRON
ajst-901	166	2	then	then	ADV
ajst-901	166	3	use	use	VERB
ajst-901	166	4	safety	safety	NOUN
ajst-901	166	5	and	and	CCONJ
ajst-901	166	6	profitability	profitability	NOUN
ajst-901	166	7	to	to	PART
ajst-901	166	8	calculate	calculate	VERB
ajst-901	166	9	the	the	DET
ajst-901	166	10	allocation	allocation	NOUN
ajst-901	166	11	of	of	ADP
ajst-901	166	12	funds	fund	NOUN
ajst-901	166	13	when	when	SCONJ
ajst-901	166	14	both	both	PRON
ajst-901	166	15	need	need	VERB
ajst-901	166	16	to	to	PART
ajst-901	166	17	be	be	AUX
ajst-901	166	18	placed	place	VERB
ajst-901	166	19	simultaneously	simultaneously	ADV
ajst-901	166	20	.	.	PUNCT
ajst-901	167	1	at	at	ADP
ajst-901	167	2	the	the	DET
ajst-901	167	3	beginning	beginning	NOUN
ajst-901	167	4	of	of	ADP
ajst-901	167	5	the	the	DET
ajst-901	167	6	transaction	transaction	NOUN
ajst-901	167	7	,	,	PUNCT
ajst-901	167	8	the	the	DET
ajst-901	167	9	average	average	ADJ
ajst-901	167	10	increase	increase	NOUN
ajst-901	167	11	of	of	ADP
ajst-901	167	12	the	the	DET
ajst-901	167	13	two	two	NUM
ajst-901	167	14	companies	company	NOUN
ajst-901	167	15	is	be	AUX
ajst-901	167	16	equal	equal	ADJ
ajst-901	167	17	to	to	ADP
ajst-901	167	18	the	the	DET
ajst-901	167	19	number	number	NOUN
ajst-901	167	20	of	of	ADP
ajst-901	167	21	days	day	NOUN
ajst-901	167	22	of	of	ADP
ajst-901	167	23	increase	increase	NOUN
ajst-901	167	24	,	,	PUNCT
ajst-901	167	25	so	so	ADV
ajst-901	167	26	the	the	DET
ajst-901	167	27	allocation	allocation	NOUN
ajst-901	167	28	of	of	ADP
ajst-901	167	29	funds	fund	NOUN
ajst-901	167	30	between	between	ADP
ajst-901	167	31	the	the	DET
ajst-901	167	32	two	two	NUM
ajst-901	167	33	companies	company	NOUN
ajst-901	167	34	is	be	AUX
ajst-901	167	35	equal	equal	ADJ
ajst-901	167	36	.	.	PUNCT
ajst-901	168	1	when	when	SCONJ
ajst-901	168	2	the	the	DET
ajst-901	168	3	increase	increase	NOUN
ajst-901	168	4	in	in	ADP
ajst-901	168	5	bitcoin	bitcoin	ADJ
ajst-901	168	6	increases	increase	NOUN
ajst-901	168	7	,	,	PUNCT
ajst-901	168	8	the	the	DET
ajst-901	168	9	allocation	allocation	NOUN
ajst-901	168	10	of	of	ADP
ajst-901	168	11	investment	investment	NOUN
ajst-901	168	12	amount	amount	NOUN
ajst-901	168	13	increases	increase	NOUN
ajst-901	168	14	,	,	PUNCT
ajst-901	168	15	but	but	CCONJ
ajst-901	168	16	at	at	ADP
ajst-901	168	17	the	the	DET
ajst-901	168	18	same	same	ADJ
ajst-901	168	19	time	time	NOUN
ajst-901	168	20	,	,	PUNCT
ajst-901	168	21	the	the	DET
ajst-901	168	22	fluctuation	fluctuation	NOUN
ajst-901	168	23	degree	degree	NOUN
ajst-901	168	24	of	of	ADP
ajst-901	168	25	bitcoin	bitcoin	NOUN
ajst-901	168	26	increases	increase	NOUN
ajst-901	168	27	,	,	PUNCT
ajst-901	168	28	and	and	CCONJ
ajst-901	168	29	the	the	DET
ajst-901	168	30	security	security	NOUN
ajst-901	168	31	decreases	decrease	VERB
ajst-901	168	32	.	.	PUNCT
ajst-901	169	1	therefore	therefore	ADV
ajst-901	169	2	,	,	PUNCT
ajst-901	169	3	the	the	DET
ajst-901	169	4	trend	trend	NOUN
ajst-901	169	5	of	of	ADP
ajst-901	169	6	bitcoin	bitcoin	ADJ
ajst-901	169	7	investment	investment	NOUN
ajst-901	169	8	amount	amount	NOUN
ajst-901	169	9	allocation	allocation	NOUN
ajst-901	169	10	becoming	become	VERB
ajst-901	169	11	larger	large	ADJ
ajst-901	169	12	decreases	decrease	NOUN
ajst-901	169	13	,	,	PUNCT
ajst-901	169	14	and	and	CCONJ
ajst-901	169	15	this	this	DET
ajst-901	169	16	allocation	allocation	NOUN
ajst-901	169	17	strategy	strategy	NOUN
ajst-901	169	18	ensures	ensure	VERB
ajst-901	169	19	the	the	DET
ajst-901	169	20	safety	safety	NOUN
ajst-901	169	21	and	and	CCONJ
ajst-901	169	22	profitability	profitability	NOUN
ajst-901	169	23	of	of	ADP
ajst-901	169	24	fund	fund	NOUN
ajst-901	169	25	allocation	allocation	NOUN
ajst-901	169	26	.	.	PUNCT
ajst-901	170	1	based	base	VERB
ajst-901	170	2	on	on	ADP
ajst-901	170	3	the	the	DET
ajst-901	170	4	above	above	ADJ
ajst-901	170	5	calculation	calculation	NOUN
ajst-901	170	6	of	of	ADP
ajst-901	170	7	transaction	transaction	NOUN
ajst-901	170	8	allocation	allocation	NOUN
ajst-901	170	9	for	for	ADP
ajst-901	170	10	different	different	ADJ
ajst-901	170	11	financial	financial	ADJ
ajst-901	170	12	products	product	NOUN
ajst-901	170	13	,	,	PUNCT
ajst-901	170	14	combined	combine	VERB
ajst-901	170	15	with	with	ADP
ajst-901	170	16	the	the	DET
ajst-901	170	17	judgment	judgment	NOUN
ajst-901	170	18	of	of	ADP
ajst-901	170	19	whether	whether	SCONJ
ajst-901	170	20	to	to	PART
ajst-901	170	21	conduct	conduct	VERB
ajst-901	170	22	transactions	transaction	NOUN
ajst-901	170	23	and	and	CCONJ
ajst-901	170	24	the	the	DET
ajst-901	170	25	analysis	analysis	NOUN
ajst-901	170	26	and	and	CCONJ
ajst-901	170	27	calculation	calculation	NOUN
ajst-901	170	28	of	of	ADP
ajst-901	170	29	position	position	NOUN
ajst-901	170	30	management	management	NOUN
ajst-901	170	31	strategies	strategy	NOUN
ajst-901	170	32	,	,	PUNCT
ajst-901	170	33	we	we	PRON
ajst-901	170	34	have	have	AUX
ajst-901	170	35	established	establish	VERB
ajst-901	170	36	a	a	DET
ajst-901	170	37	complete	complete	ADJ
ajst-901	170	38	transaction	transaction	NOUN
ajst-901	170	39	strategy	strategy	NOUN
ajst-901	170	40	model	model	NOUN
ajst-901	170	41	.	.	PUNCT
ajst-901	171	1	based	base	VERB
ajst-901	171	2	on	on	ADP
ajst-901	171	3	our	our	PRON
ajst-901	171	4	trading	trading	NOUN
ajst-901	171	5	strategy	strategy	NOUN
ajst-901	171	6	model	model	NOUN
ajst-901	171	7	,	,	PUNCT
ajst-901	171	8	we	we	PRON
ajst-901	171	9	conduct	conduct	VERB
ajst-901	171	10	daily	daily	ADJ
ajst-901	171	11	trading	trading	NOUN
ajst-901	171	12	and	and	CCONJ
ajst-901	171	13	calculate	calculate	VERB
ajst-901	171	14	the	the	DET
ajst-901	171	15	annualized	annualize	VERB
ajst-901	171	16	trading	trading	NOUN
ajst-901	171	17	rate	rate	NOUN
ajst-901	171	18	for	for	ADP
ajst-901	171	19	each	each	DET
ajst-901	171	20	trading	trading	NOUN
ajst-901	171	21	day	day	NOUN
ajst-901	171	22	.	.	PUNCT
ajst-901	172	1	the	the	DET
ajst-901	172	2	results	result	NOUN
ajst-901	172	3	are	be	AUX
ajst-901	172	4	shown	show	VERB
ajst-901	172	5	in	in	ADP
ajst-901	172	6	the	the	DET
ajst-901	172	7	figure	figure	NOUN
ajst-901	172	8	below	below	ADV
ajst-901	172	9	.	.	PUNCT
ajst-901	173	1	it	it	PRON
ajst-901	173	2	can	can	AUX
ajst-901	173	3	be	be	AUX
ajst-901	173	4	seen	see	VERB
ajst-901	173	5	that	that	SCONJ
ajst-901	173	6	the	the	DET
ajst-901	173	7	annualized	annualize	VERB
ajst-901	173	8	yield	yield	NOUN
ajst-901	173	9	is	be	AUX
ajst-901	173	10	generally	generally	ADV
ajst-901	173	11	on	on	ADP
ajst-901	173	12	the	the	DET
ajst-901	173	13	rise	rise	NOUN
ajst-901	173	14	.	.	PUNCT
ajst-901	174	1	the	the	DET
ajst-901	174	2	annualized	annualize	VERB
ajst-901	174	3	rate	rate	NOUN
ajst-901	174	4	of	of	ADP
ajst-901	174	5	return	return	NOUN
ajst-901	174	6	was	be	AUX
ajst-901	174	7	negative	negative	ADJ
ajst-901	174	8	for	for	ADP
ajst-901	174	9	a	a	DET
ajst-901	174	10	few	few	ADJ
ajst-901	174	11	days	day	NOUN
ajst-901	174	12	in	in	ADP
ajst-901	174	13	the	the	DET
ajst-901	174	14	beginning	beginning	NOUN
ajst-901	174	15	because	because	SCONJ
ajst-901	174	16	the	the	DET
ajst-901	174	17	prior	prior	ADJ
ajst-901	174	18	period	period	NOUN
ajst-901	174	19	was	be	AUX
ajst-901	174	20	affected	affect	VERB
ajst-901	174	21	by	by	ADP
ajst-901	174	22	the	the	DET
ajst-901	174	23	decline	decline	NOUN
ajst-901	174	24	.	.	PUNCT
ajst-901	175	1	with	with	ADP
ajst-901	175	2	the	the	DET
ajst-901	175	3	increase	increase	NOUN
ajst-901	175	4	in	in	ADP
ajst-901	175	5	the	the	DET
ajst-901	175	6	number	number	NOUN
ajst-901	175	7	of	of	ADP
ajst-901	175	8	transactions	transaction	NOUN
ajst-901	175	9	,	,	PUNCT
ajst-901	175	10	the	the	DET
ajst-901	175	11	daily	daily	ADJ
ajst-901	175	12	annualized	annualize	VERB
ajst-901	175	13	rate	rate	NOUN
ajst-901	175	14	of	of	ADP
ajst-901	175	15	return	return	NOUN
ajst-901	175	16	rose	rise	VERB
ajst-901	175	17	rapidly	rapidly	ADV
ajst-901	175	18	in	in	ADP
ajst-901	175	19	the	the	DET
ajst-901	175	20	first	first	ADJ
ajst-901	175	21	three	three	NUM
ajst-901	175	22	months	month	NOUN
ajst-901	175	23	or	or	CCONJ
ajst-901	175	24	so	so	ADV
ajst-901	175	25	before	before	SCONJ
ajst-901	175	26	the	the	DET
ajst-901	175	27	investment	investment	NOUN
ajst-901	175	28	began	begin	VERB
ajst-901	175	29	,	,	PUNCT
ajst-901	175	30	and	and	CCONJ
ajst-901	175	31	finally	finally	ADV
ajst-901	175	32	stabilized	stabilize	VERB
ajst-901	175	33	at	at	ADP
ajst-901	175	34	about	about	ADP
ajst-901	175	35	25	25	NUM
ajst-901	175	36	%	%	NOUN
ajst-901	175	37	.	.	PUNCT
ajst-901	176	1	our	our	PRON
ajst-901	176	2	trading	trading	NOUN
ajst-901	176	3	achieved	achieve	VERB
ajst-901	176	4	the	the	DET
ajst-901	176	5	trading	trading	NOUN
ajst-901	176	6	objective	objective	NOUN
ajst-901	176	7	of	of	ADP
ajst-901	176	8	continuous	continuous	ADJ
ajst-901	176	9	and	and	CCONJ
ajst-901	176	10	stable	stable	ADJ
ajst-901	176	11	revenue	revenue	NOUN
ajst-901	176	12	and	and	CCONJ
ajst-901	176	13	low	low	ADJ
ajst-901	176	14	risk	risk	NOUN
ajst-901	176	15	.	.	PUNCT
ajst-901	177	1	figure	figure	NOUN
ajst-901	177	2	9	9	NUM
ajst-901	177	3	.	.	PUNCT
ajst-901	178	1	earning	earn	VERB
ajst-901	178	2	rate	rate	NOUN
ajst-901	178	3	91	91	NUM
ajst-901	178	4	5	5	NUM
ajst-901	178	5	.	.	PUNCT
ajst-901	178	6	proof	proof	NOUN
ajst-901	178	7	of	of	ADP
ajst-901	178	8	the	the	DET
ajst-901	178	9	best	good	ADJ
ajst-901	178	10	strategy	strategy	NOUN
ajst-901	178	11	a	a	DET
ajst-901	178	12	quantitative	quantitative	ADJ
ajst-901	178	13	trading	trading	NOUN
ajst-901	178	14	strategy	strategy	NOUN
ajst-901	178	15	requires	require	VERB
ajst-901	178	16	a	a	DET
ajst-901	178	17	continuous	continuous	ADJ
ajst-901	178	18	updating	updating	NOUN
ajst-901	178	19	and	and	CCONJ
ajst-901	178	20	optimization	optimization	NOUN
ajst-901	178	21	process	process	NOUN
ajst-901	178	22	to	to	PART
ajst-901	178	23	adapt	adapt	VERB
ajst-901	178	24	to	to	ADP
ajst-901	178	25	the	the	DET
ajst-901	178	26	increasingly	increasingly	ADV
ajst-901	178	27	complex	complex	ADJ
ajst-901	178	28	changes	change	NOUN
ajst-901	178	29	in	in	ADP
ajst-901	178	30	the	the	DET
ajst-901	178	31	investment	investment	NOUN
ajst-901	178	32	market	market	NOUN
ajst-901	178	33	.	.	PUNCT
ajst-901	179	1	the	the	DET
ajst-901	179	2	use	use	NOUN
ajst-901	179	3	of	of	ADP
ajst-901	179	4	computer	computer	NOUN
ajst-901	179	5	-	-	PUNCT
ajst-901	179	6	aided	aid	VERB
ajst-901	179	7	analysis	analysis	NOUN
ajst-901	179	8	and	and	CCONJ
ajst-901	179	9	optimization	optimization	NOUN
ajst-901	179	10	processes	process	NOUN
ajst-901	179	11	is	be	AUX
ajst-901	179	12	obviously	obviously	ADV
ajst-901	179	13	more	more	ADV
ajst-901	179	14	efficient	efficient	ADJ
ajst-901	179	15	than	than	ADP
ajst-901	179	16	manual	manual	ADJ
ajst-901	179	17	analysis	analysis	NOUN
ajst-901	179	18	.	.	PUNCT
ajst-901	180	1	through	through	ADP
ajst-901	180	2	the	the	DET
ajst-901	180	3	continuous	continuous	ADJ
ajst-901	180	4	optimization	optimization	NOUN
ajst-901	180	5	of	of	ADP
ajst-901	180	6	quantitative	quantitative	ADJ
ajst-901	180	7	trading	trading	NOUN
ajst-901	180	8	strategies	strategy	NOUN
ajst-901	180	9	,	,	PUNCT
ajst-901	180	10	the	the	DET
ajst-901	180	11	operation	operation	NOUN
ajst-901	180	12	of	of	ADP
ajst-901	180	13	models	model	NOUN
ajst-901	180	14	,	,	PUNCT
ajst-901	180	15	and	and	CCONJ
ajst-901	180	16	the	the	DET
ajst-901	180	17	analysis	analysis	NOUN
ajst-901	180	18	of	of	ADP
ajst-901	180	19	data	datum	NOUN
ajst-901	180	20	,	,	PUNCT
ajst-901	180	21	quantitative	quantitative	ADJ
ajst-901	180	22	investment	investment	NOUN
ajst-901	180	23	can	can	AUX
ajst-901	180	24	better	well	ADV
ajst-901	180	25	help	help	VERB
ajst-901	180	26	people	people	NOUN
ajst-901	180	27	to	to	PART
ajst-901	180	28	manage	manage	VERB
ajst-901	180	29	capital	capital	NOUN
ajst-901	180	30	,	,	PUNCT
ajst-901	180	31	improve	improve	VERB
ajst-901	180	32	revenue	revenue	NOUN
ajst-901	180	33	,	,	PUNCT
ajst-901	180	34	and	and	CCONJ
ajst-901	180	35	control	control	NOUN
ajst-901	180	36	withdrawal	withdrawal	NOUN
ajst-901	180	37	.	.	PUNCT
ajst-901	181	1	through	through	ADP
ajst-901	181	2	continuous	continuous	ADJ
ajst-901	181	3	optimization	optimization	NOUN
ajst-901	181	4	of	of	ADP
ajst-901	181	5	trading	trading	NOUN
ajst-901	181	6	strategies	strategy	NOUN
ajst-901	181	7	,	,	PUNCT
ajst-901	181	8	we	we	PRON
ajst-901	181	9	can	can	AUX
ajst-901	181	10	guide	guide	VERB
ajst-901	181	11	people	people	NOUN
ajst-901	181	12	's	's	PART
ajst-901	181	13	trading	trading	NOUN
ajst-901	181	14	behavior	behavior	NOUN
ajst-901	181	15	.	.	PUNCT
ajst-901	182	1	yield	yield	NOUN
ajst-901	182	2	,	,	PUNCT
ajst-901	182	3	revenue	revenue	NOUN
ajst-901	182	4	stability	stability	NOUN
ajst-901	182	5	,	,	PUNCT
ajst-901	182	6	and	and	CCONJ
ajst-901	182	7	expected	expect	VERB
ajst-901	182	8	revenue	revenue	NOUN
ajst-901	182	9	are	be	AUX
ajst-901	182	10	all	all	PRON
ajst-901	182	11	evaluation	evaluation	NOUN
ajst-901	182	12	indicators	indicator	NOUN
ajst-901	182	13	to	to	PART
ajst-901	182	14	measure	measure	VERB
ajst-901	182	15	the	the	DET
ajst-901	182	16	feasibility	feasibility	NOUN
ajst-901	182	17	of	of	ADP
ajst-901	182	18	this	this	DET
ajst-901	182	19	trading	trading	NOUN
ajst-901	182	20	strategy	strategy	NOUN
ajst-901	182	21	.	.	PUNCT
ajst-901	183	1	the	the	DET
ajst-901	183	2	yield	yield	NOUN
ajst-901	183	3	can	can	AUX
ajst-901	183	4	be	be	AUX
ajst-901	183	5	used	use	VERB
ajst-901	183	6	to	to	PART
ajst-901	183	7	measure	measure	VERB
ajst-901	183	8	the	the	DET
ajst-901	183	9	profitability	profitability	NOUN
ajst-901	183	10	of	of	ADP
ajst-901	183	11	a	a	DET
ajst-901	183	12	model	model	NOUN
ajst-901	183	13	.	.	PUNCT
ajst-901	184	1	at	at	ADP
ajst-901	184	2	the	the	DET
ajst-901	184	3	same	same	ADJ
ajst-901	184	4	time	time	NOUN
ajst-901	184	5	,	,	PUNCT
ajst-901	184	6	considering	consider	VERB
ajst-901	184	7	the	the	DET
ajst-901	184	8	risks	risk	NOUN
ajst-901	184	9	,	,	PUNCT
ajst-901	184	10	the	the	DET
ajst-901	184	11	model	model	NOUN
ajst-901	184	12	should	should	AUX
ajst-901	184	13	have	have	VERB
ajst-901	184	14	the	the	DET
ajst-901	184	15	ability	ability	NOUN
ajst-901	184	16	to	to	PART
ajst-901	184	17	resist	resist	VERB
ajst-901	184	18	the	the	DET
ajst-901	184	19	risks	risk	NOUN
ajst-901	184	20	.	.	PUNCT
ajst-901	185	1	therefore	therefore	ADV
ajst-901	185	2	,	,	PUNCT
ajst-901	185	3	a	a	DET
ajst-901	185	4	trading	trading	NOUN
ajst-901	185	5	strategy	strategy	NOUN
ajst-901	185	6	evaluation	evaluation	NOUN
ajst-901	185	7	index	index	NOUN
ajst-901	185	8	includes	include	VERB
ajst-901	185	9	the	the	DET
ajst-901	185	10	ability	ability	NOUN
ajst-901	185	11	to	to	PART
ajst-901	185	12	return	return	VERB
ajst-901	185	13	and	and	CCONJ
ajst-901	185	14	the	the	DET
ajst-901	185	15	ability	ability	NOUN
ajst-901	185	16	to	to	PART
ajst-901	185	17	resist	resist	VERB
ajst-901	185	18	risks	risk	NOUN
ajst-901	185	19	.	.	PUNCT
ajst-901	186	1	the	the	DET
ajst-901	186	2	evaluation	evaluation	NOUN
ajst-901	186	3	index	index	NOUN
ajst-901	186	4	of	of	ADP
ajst-901	186	5	trading	trading	NOUN
ajst-901	186	6	strategy	strategy	NOUN
ajst-901	186	7	is	be	AUX
ajst-901	186	8	used	use	VERB
ajst-901	186	9	to	to	PART
ajst-901	186	10	judge	judge	VERB
ajst-901	186	11	whether	whether	SCONJ
ajst-901	186	12	the	the	DET
ajst-901	186	13	trading	trading	NOUN
ajst-901	186	14	strategy	strategy	NOUN
ajst-901	186	15	of	of	ADP
ajst-901	186	16	a	a	DET
ajst-901	186	17	model	model	NOUN
ajst-901	186	18	is	be	AUX
ajst-901	186	19	good	good	ADJ
ajst-901	186	20	or	or	CCONJ
ajst-901	186	21	bad	bad	ADJ
ajst-901	186	22	.	.	PUNCT
ajst-901	187	1	the	the	PRON
ajst-901	187	2	higher	high	ADJ
ajst-901	187	3	the	the	DET
ajst-901	187	4	value	value	NOUN
ajst-901	187	5	,	,	PUNCT
ajst-901	187	6	the	the	PRON
ajst-901	187	7	better	well	ADJ
ajst-901	187	8	the	the	DET
ajst-901	187	9	trading	trading	NOUN
ajst-901	187	10	strategy	strategy	NOUN
ajst-901	187	11	of	of	ADP
ajst-901	187	12	the	the	DET
ajst-901	187	13	model	model	NOUN
ajst-901	187	14	.	.	PUNCT
ajst-901	188	1	figure	figure	NOUN
ajst-901	188	2	10	10	NUM
ajst-901	188	3	.	.	PUNCT
ajst-901	189	1	bitcoin	bitcoin	PROPN
ajst-901	189	2	and	and	CCONJ
ajst-901	189	3	gold	gold	ADJ
ajst-901	189	4	daily	daily	ADJ
ajst-901	189	5	price	price	NOUN
ajst-901	189	6	rises	rise	NOUN
ajst-901	189	7	and	and	CCONJ
ajst-901	189	8	falls	fall	VERB
ajst-901	189	9	according	accord	VERB
ajst-901	189	10	to	to	ADP
ajst-901	189	11	the	the	DET
ajst-901	189	12	test	test	NOUN
ajst-901	189	13	result	result	NOUN
ajst-901	189	14	of	of	ADP
ajst-901	189	15	the	the	DET
ajst-901	189	16	trading	trading	NOUN
ajst-901	189	17	strategy	strategy	NOUN
ajst-901	189	18	in	in	ADP
ajst-901	189	19	question	question	NOUN
ajst-901	189	20	1	1	NUM
ajst-901	189	21	,	,	PUNCT
ajst-901	189	22	when	when	SCONJ
ajst-901	189	23	using	use	VERB
ajst-901	189	24	the	the	DET
ajst-901	189	25	existing	exist	VERB
ajst-901	189	26	data	datum	NOUN
ajst-901	189	27	to	to	PART
ajst-901	189	28	simulate	simulate	VERB
ajst-901	189	29	the	the	DET
ajst-901	189	30	strategy	strategy	NOUN
ajst-901	189	31	given	give	VERB
ajst-901	189	32	by	by	ADP
ajst-901	189	33	the	the	DET
ajst-901	189	34	model	model	NOUN
ajst-901	189	35	,	,	PUNCT
ajst-901	189	36	the	the	DET
ajst-901	189	37	strategy	strategy	NOUN
ajst-901	189	38	can	can	AUX
ajst-901	189	39	obtain	obtain	VERB
ajst-901	189	40	higher	high	ADJ
ajst-901	189	41	revenue	revenue	NOUN
ajst-901	189	42	than	than	ADP
ajst-901	189	43	buying	buy	VERB
ajst-901	189	44	and	and	CCONJ
ajst-901	189	45	holding	holding	NOUN
ajst-901	189	46	,	,	PUNCT
ajst-901	189	47	maintain	maintain	VERB
ajst-901	189	48	certain	certain	ADJ
ajst-901	189	49	stability	stability	NOUN
ajst-901	189	50	under	under	ADP
ajst-901	189	51	various	various	ADJ
ajst-901	189	52	conditions	condition	NOUN
ajst-901	189	53	,	,	PUNCT
ajst-901	189	54	and	and	CCONJ
ajst-901	189	55	obtain	obtain	VERB
ajst-901	189	56	better	well	ADJ
ajst-901	189	57	revenue	revenue	NOUN
ajst-901	189	58	.	.	PUNCT
ajst-901	190	1	based	base	VERB
ajst-901	190	2	on	on	ADP
ajst-901	190	3	the	the	DET
ajst-901	190	4	trading	trading	NOUN
ajst-901	190	5	strategy	strategy	NOUN
ajst-901	190	6	proposed	propose	VERB
ajst-901	190	7	above	above	ADV
ajst-901	190	8	.	.	PUNCT
ajst-901	191	1	we	we	PRON
ajst-901	191	2	try	try	VERB
ajst-901	191	3	our	our	PRON
ajst-901	191	4	best	good	ADJ
ajst-901	191	5	to	to	PART
ajst-901	191	6	grasp	grasp	VERB
ajst-901	191	7	the	the	DET
ajst-901	191	8	maximum	maximum	ADJ
ajst-901	191	9	range	range	NOUN
ajst-901	191	10	of	of	ADP
ajst-901	191	11	each	each	DET
ajst-901	191	12	rising	rise	VERB
ajst-901	191	13	price	price	NOUN
ajst-901	191	14	trend	trend	NOUN
ajst-901	191	15	and	and	CCONJ
ajst-901	191	16	increase	increase	VERB
ajst-901	191	17	the	the	DET
ajst-901	191	18	overall	overall	ADJ
ajst-901	191	19	yield	yield	NOUN
ajst-901	191	20	under	under	ADP
ajst-901	191	21	the	the	DET
ajst-901	191	22	premise	premise	NOUN
ajst-901	191	23	of	of	ADP
ajst-901	191	24	equal	equal	ADJ
ajst-901	191	25	risk	risk	NOUN
ajst-901	191	26	.	.	PUNCT
ajst-901	192	1	moreover	moreover	ADV
ajst-901	192	2	,	,	PUNCT
ajst-901	192	3	we	we	PRON
ajst-901	192	4	can	can	AUX
ajst-901	192	5	help	help	VERB
ajst-901	192	6	investors	investor	NOUN
ajst-901	192	7	to	to	PART
ajst-901	192	8	find	find	VERB
ajst-901	192	9	statistically	statistically	ADV
ajst-901	192	10	significant	significant	ADJ
ajst-901	192	11	parts	part	NOUN
ajst-901	192	12	in	in	ADP
ajst-901	192	13	highly	highly	ADV
ajst-901	192	14	random	random	ADJ
ajst-901	192	15	or	or	CCONJ
ajst-901	192	16	non	non	ADJ
ajst-901	192	17	-	-	ADJ
ajst-901	192	18	random	random	ADJ
ajst-901	192	19	price	price	NOUN
ajst-901	192	20	fluctuations	fluctuation	NOUN
ajst-901	192	21	,	,	PUNCT
ajst-901	192	22	so	so	SCONJ
ajst-901	192	23	as	as	SCONJ
ajst-901	192	24	to	to	PART
ajst-901	192	25	improve	improve	VERB
ajst-901	192	26	the	the	DET
ajst-901	192	27	security	security	NOUN
ajst-901	192	28	of	of	ADP
ajst-901	192	29	transactions	transaction	NOUN
ajst-901	192	30	and	and	CCONJ
ajst-901	192	31	obtain	obtain	VERB
ajst-901	192	32	long	long	ADJ
ajst-901	192	33	-	-	PUNCT
ajst-901	192	34	term	term	NOUN
ajst-901	192	35	stable	stable	ADJ
ajst-901	192	36	profits	profit	NOUN
ajst-901	192	37	.	.	PUNCT
ajst-901	193	1	therefore	therefore	ADV
ajst-901	193	2	,	,	PUNCT
ajst-901	193	3	the	the	DET
ajst-901	193	4	model	model	NOUN
ajst-901	193	5	in	in	ADP
ajst-901	193	6	this	this	DET
ajst-901	193	7	paper	paper	NOUN
ajst-901	193	8	gives	give	VERB
ajst-901	193	9	the	the	DET
ajst-901	193	10	best	good	ADJ
ajst-901	193	11	strategy	strategy	NOUN
ajst-901	193	12	.	.	PUNCT
ajst-901	194	1	figure	figure	VERB
ajst-901	194	2	11	11	NUM
ajst-901	194	3	.	.	PUNCT
ajst-901	195	1	strategy	strategy	NOUN
ajst-901	195	2	evaluation	evaluation	NOUN
ajst-901	195	3	index	index	NOUN
ajst-901	195	4	thermal	thermal	ADJ
ajst-901	195	5	diagram	diagram	NOUN
ajst-901	195	6	we	we	PRON
ajst-901	195	7	change	change	VERB
ajst-901	195	8	the	the	DET
ajst-901	195	9	forecast	forecast	NOUN
ajst-901	195	10	range	range	NOUN
ajst-901	195	11	of	of	ADP
ajst-901	195	12	the	the	DET
ajst-901	195	13	trading	trading	NOUN
ajst-901	195	14	strategy	strategy	NOUN
ajst-901	195	15	model	model	NOUN
ajst-901	195	16	and	and	CCONJ
ajst-901	195	17	the	the	DET
ajst-901	195	18	starting	starting	ADJ
ajst-901	195	19	time	time	NOUN
ajst-901	195	20	of	of	ADP
ajst-901	195	21	trading	trading	NOUN
ajst-901	195	22	to	to	PART
ajst-901	195	23	get	get	VERB
ajst-901	195	24	the	the	DET
ajst-901	195	25	data	datum	NOUN
ajst-901	195	26	of	of	ADP
ajst-901	195	27	different	different	ADJ
ajst-901	195	28	situations	situation	NOUN
ajst-901	195	29	.	.	PUNCT
ajst-901	196	1	evaluate	evaluate	VERB
ajst-901	196	2	their	their	PRON
ajst-901	196	3	profitability	profitability	NOUN
ajst-901	196	4	and	and	CCONJ
ajst-901	196	5	ability	ability	NOUN
ajst-901	196	6	to	to	PART
ajst-901	196	7	resist	resist	VERB
ajst-901	196	8	risks	risk	NOUN
ajst-901	196	9	by	by	ADP
ajst-901	196	10	principal	principal	ADJ
ajst-901	196	11	component	component	NOUN
ajst-901	196	12	analysis	analysis	NOUN
ajst-901	196	13	.	.	PUNCT
ajst-901	197	1	and	and	CCONJ
ajst-901	197	2	calculate	calculate	VERB
ajst-901	197	3	the	the	DET
ajst-901	197	4	92	92	NUM
ajst-901	197	5	evaluation	evaluation	NOUN
ajst-901	197	6	index	index	NOUN
ajst-901	197	7	of	of	ADP
ajst-901	197	8	trading	trading	NOUN
ajst-901	197	9	strategy	strategy	NOUN
ajst-901	197	10	when	when	SCONJ
ajst-901	197	11	these	these	DET
ajst-901	197	12	two	two	NUM
ajst-901	197	13	data	datum	NOUN
ajst-901	197	14	are	be	AUX
ajst-901	197	15	different	different	ADJ
ajst-901	197	16	.	.	PUNCT
ajst-901	198	1	the	the	DET
ajst-901	198	2	red	red	ADJ
ajst-901	198	3	part	part	NOUN
ajst-901	198	4	indicates	indicate	VERB
ajst-901	198	5	that	that	SCONJ
ajst-901	198	6	the	the	DET
ajst-901	198	7	value	value	NOUN
ajst-901	198	8	of	of	ADP
ajst-901	198	9	the	the	DET
ajst-901	198	10	trading	trading	NOUN
ajst-901	198	11	strategy	strategy	NOUN
ajst-901	198	12	evaluation	evaluation	NOUN
ajst-901	198	13	index	index	NOUN
ajst-901	198	14	is	be	AUX
ajst-901	198	15	high	high	ADJ
ajst-901	198	16	.	.	PUNCT
ajst-901	199	1	6	6	X
ajst-901	199	2	.	.	X
ajst-901	199	3	transaction	transaction	NOUN
ajst-901	199	4	costs	cost	NOUN
ajst-901	199	5	to	to	ADP
ajst-901	199	6	the	the	DET
ajst-901	199	7	sensitivity	sensitivity	NOUN
ajst-901	199	8	analysis	analysis	NOUN
ajst-901	199	9	of	of	ADP
ajst-901	199	10	the	the	DET
ajst-901	199	11	strategy	strategy	NOUN
ajst-901	199	12	to	to	PART
ajst-901	199	13	address	address	VERB
ajst-901	199	14	question	question	NOUN
ajst-901	199	15	three	three	NUM
ajst-901	199	16	,	,	PUNCT
ajst-901	199	17	we	we	PRON
ajst-901	199	18	need	need	VERB
ajst-901	199	19	to	to	PART
ajst-901	199	20	determine	determine	VERB
ajst-901	199	21	the	the	DET
ajst-901	199	22	sensitivity	sensitivity	NOUN
ajst-901	199	23	of	of	ADP
ajst-901	199	24	the	the	DET
ajst-901	199	25	strategy	strategy	NOUN
ajst-901	199	26	to	to	ADP
ajst-901	199	27	the	the	DET
ajst-901	199	28	transaction	transaction	NOUN
ajst-901	199	29	cost	cost	NOUN
ajst-901	199	30	.	.	PUNCT
ajst-901	200	1	by	by	ADP
ajst-901	200	2	changing	change	VERB
ajst-901	200	3	the	the	DET
ajst-901	200	4	transaction	transaction	NOUN
ajst-901	200	5	cost	cost	NOUN
ajst-901	200	6	parameters	parameter	NOUN
ajst-901	200	7	,	,	PUNCT
ajst-901	200	8	we	we	PRON
ajst-901	200	9	make	make	VERB
ajst-901	200	10	the	the	DET
ajst-901	200	11	commission	commission	NOUN
ajst-901	200	12	fluctuate	fluctuate	NOUN
ajst-901	200	13	from	from	ADP
ajst-901	200	14	1	1	NUM
ajst-901	200	15	%	%	NOUN
ajst-901	200	16	and	and	CCONJ
ajst-901	200	17	2	2	NUM
ajst-901	200	18	%	%	NOUN
ajst-901	200	19	for	for	ADP
ajst-901	200	20	gold	gold	NOUN
ajst-901	200	21	and	and	CCONJ
ajst-901	200	22	bitcoin	bitcoin	NOUN
ajst-901	200	23	respectively	respectively	ADV
ajst-901	200	24	when	when	SCONJ
ajst-901	200	25	trading	trading	NOUN
ajst-901	200	26	.	.	PUNCT
ajst-901	201	1	using	use	VERB
ajst-901	201	2	the	the	DET
ajst-901	201	3	quantitative	quantitative	ADJ
ajst-901	201	4	trading	trading	NOUN
ajst-901	201	5	strategy	strategy	NOUN
ajst-901	201	6	established	establish	VERB
ajst-901	201	7	in	in	ADP
ajst-901	201	8	the	the	DET
ajst-901	201	9	previous	previous	ADJ
ajst-901	201	10	step	step	NOUN
ajst-901	201	11	,	,	PUNCT
ajst-901	201	12	the	the	DET
ajst-901	201	13	following	follow	VERB
ajst-901	201	14	results	result	NOUN
ajst-901	201	15	were	be	AUX
ajst-901	201	16	obtained	obtain	VERB
ajst-901	201	17	.	.	PUNCT
ajst-901	202	1	figure	figure	NOUN
ajst-901	202	2	12	12	NUM
ajst-901	202	3	.	.	PUNCT
ajst-901	203	1	number	number	NOUN
ajst-901	203	2	of	of	ADP
ajst-901	203	3	transactions	transaction	NOUN
ajst-901	203	4	and	and	CCONJ
ajst-901	203	5	total	total	ADJ
ajst-901	203	6	revenue	revenue	NOUN
ajst-901	203	7	when	when	SCONJ
ajst-901	203	8	transaction	transaction	NOUN
ajst-901	203	9	costs	cost	VERB
ajst-901	203	10	fluctuate	fluctuate	VERB
ajst-901	203	11	the	the	DET
ajst-901	203	12	results	result	NOUN
ajst-901	203	13	show	show	VERB
ajst-901	203	14	that	that	SCONJ
ajst-901	203	15	when	when	SCONJ
ajst-901	203	16	the	the	DET
ajst-901	203	17	trading	trading	NOUN
ajst-901	203	18	commissions	commission	NOUN
ajst-901	203	19	of	of	ADP
ajst-901	203	20	gold	gold	NOUN
ajst-901	203	21	and	and	CCONJ
ajst-901	203	22	bitcoin	bitcoin	NOUN
ajst-901	203	23	are	be	AUX
ajst-901	203	24	1	1	NUM
ajst-901	203	25	%	%	NOUN
ajst-901	203	26	and	and	CCONJ
ajst-901	203	27	2	2	NUM
ajst-901	203	28	%	%	NOUN
ajst-901	203	29	,	,	PUNCT
ajst-901	203	30	respectively	respectively	ADV
ajst-901	203	31	,	,	PUNCT
ajst-901	203	32	the	the	DET
ajst-901	203	33	total	total	ADJ
ajst-901	203	34	transaction	transaction	NOUN
ajst-901	203	35	income	income	NOUN
ajst-901	203	36	is	be	AUX
ajst-901	203	37	223,640.6	223,640.6	NUM
ajst-901	203	38	us	us	PROPN
ajst-901	203	39	dollars	dollar	NOUN
ajst-901	203	40	.	.	PUNCT
ajst-901	204	1	when	when	SCONJ
ajst-901	204	2	the	the	DET
ajst-901	204	3	trading	trading	NOUN
ajst-901	204	4	commissions	commission	NOUN
ajst-901	204	5	of	of	ADP
ajst-901	204	6	gold	gold	NOUN
ajst-901	204	7	and	and	CCONJ
ajst-901	204	8	bitcoin	bitcoin	NOUN
ajst-901	204	9	are	be	AUX
ajst-901	204	10	2	2	NUM
ajst-901	204	11	%	%	NOUN
ajst-901	204	12	and	and	CCONJ
ajst-901	204	13	3	3	NUM
ajst-901	204	14	%	%	NOUN
ajst-901	204	15	,	,	PUNCT
ajst-901	204	16	the	the	DET
ajst-901	204	17	total	total	ADJ
ajst-901	204	18	revenue	revenue	NOUN
ajst-901	204	19	of	of	ADP
ajst-901	204	20	the	the	DET
ajst-901	204	21	transaction	transaction	NOUN
ajst-901	204	22	is	be	AUX
ajst-901	204	23	21,846.37	21,846.37	NUM
ajst-901	204	24	us	us	PROPN
ajst-901	204	25	dollars	dollar	NOUN
ajst-901	204	26	.	.	PUNCT
ajst-901	205	1	when	when	SCONJ
ajst-901	205	2	the	the	DET
ajst-901	205	3	trading	trading	NOUN
ajst-901	205	4	commissions	commission	NOUN
ajst-901	205	5	of	of	ADP
ajst-901	205	6	gold	gold	NOUN
ajst-901	205	7	and	and	CCONJ
ajst-901	205	8	bitcoin	bitcoin	NOUN
ajst-901	205	9	are	be	AUX
ajst-901	205	10	3	3	NUM
ajst-901	205	11	%	%	NOUN
ajst-901	205	12	and	and	CCONJ
ajst-901	205	13	4	4	NUM
ajst-901	205	14	%	%	NOUN
ajst-901	205	15	,	,	PUNCT
ajst-901	205	16	the	the	DET
ajst-901	205	17	total	total	ADJ
ajst-901	205	18	revenue	revenue	NOUN
ajst-901	205	19	of	of	ADP
ajst-901	205	20	the	the	DET
ajst-901	205	21	transaction	transaction	NOUN
ajst-901	205	22	is	be	AUX
ajst-901	205	23	21,843.45	21,843.45	NUM
ajst-901	205	24	usd	usd	NOUN
ajst-901	205	25	.	.	PUNCT
ajst-901	206	1	when	when	SCONJ
ajst-901	206	2	the	the	DET
ajst-901	206	3	trading	trading	NOUN
ajst-901	206	4	commissions	commission	NOUN
ajst-901	206	5	of	of	ADP
ajst-901	206	6	gold	gold	NOUN
ajst-901	206	7	and	and	CCONJ
ajst-901	206	8	bitcoin	bitcoin	NOUN
ajst-901	206	9	are	be	AUX
ajst-901	206	10	4	4	NUM
ajst-901	206	11	%	%	NOUN
ajst-901	206	12	and	and	CCONJ
ajst-901	206	13	5	5	NUM
ajst-901	206	14	%	%	NOUN
ajst-901	206	15	,	,	PUNCT
ajst-901	206	16	the	the	DET
ajst-901	206	17	total	total	ADJ
ajst-901	206	18	revenue	revenue	NOUN
ajst-901	206	19	of	of	ADP
ajst-901	206	20	the	the	DET
ajst-901	206	21	transaction	transaction	NOUN
ajst-901	206	22	is	be	AUX
ajst-901	206	23	20156.89	20156.89	NUM
ajst-901	206	24	usd	usd	NOUN
ajst-901	206	25	.	.	PUNCT
ajst-901	207	1	since	since	SCONJ
ajst-901	207	2	then	then	ADV
ajst-901	207	3	,	,	PUNCT
ajst-901	207	4	when	when	SCONJ
ajst-901	207	5	the	the	DET
ajst-901	207	6	transaction	transaction	NOUN
ajst-901	207	7	cost	cost	NOUN
ajst-901	207	8	becomes	become	VERB
ajst-901	207	9	larger	large	ADJ
ajst-901	207	10	,	,	PUNCT
ajst-901	207	11	the	the	DET
ajst-901	207	12	number	number	NOUN
ajst-901	207	13	of	of	ADP
ajst-901	207	14	transactions	transaction	NOUN
ajst-901	207	15	gradually	gradually	ADV
ajst-901	207	16	decreases	decrease	VERB
ajst-901	207	17	,	,	PUNCT
ajst-901	207	18	the	the	DET
ajst-901	207	19	decline	decline	NOUN
ajst-901	207	20	is	be	AUX
ajst-901	207	21	faster	fast	ADJ
ajst-901	207	22	and	and	CCONJ
ajst-901	207	23	faster	fast	ADV
ajst-901	207	24	,	,	PUNCT
ajst-901	207	25	and	and	CCONJ
ajst-901	207	26	the	the	DET
ajst-901	207	27	total	total	ADJ
ajst-901	207	28	income	income	NOUN
ajst-901	207	29	shows	show	VERB
ajst-901	207	30	a	a	DET
ajst-901	207	31	downward	downward	ADJ
ajst-901	207	32	trend	trend	NOUN
ajst-901	207	33	.	.	PUNCT
ajst-901	208	1	it	it	PRON
ajst-901	208	2	can	can	AUX
ajst-901	208	3	be	be	AUX
ajst-901	208	4	seen	see	VERB
ajst-901	208	5	that	that	SCONJ
ajst-901	208	6	the	the	DET
ajst-901	208	7	quantitative	quantitative	ADJ
ajst-901	208	8	trading	trading	NOUN
ajst-901	208	9	strategy	strategy	NOUN
ajst-901	208	10	we	we	PRON
ajst-901	208	11	established	establish	VERB
ajst-901	208	12	is	be	AUX
ajst-901	208	13	highly	highly	ADV
ajst-901	208	14	sensitive	sensitive	ADJ
ajst-901	208	15	to	to	ADP
ajst-901	208	16	the	the	DET
ajst-901	208	17	transaction	transaction	NOUN
ajst-901	208	18	cost	cost	NOUN
ajst-901	208	19	.	.	PUNCT
ajst-901	209	1	when	when	SCONJ
ajst-901	209	2	the	the	DET
ajst-901	209	3	transaction	transaction	NOUN
ajst-901	209	4	cost	cost	NOUN
ajst-901	209	5	does	do	AUX
ajst-901	209	6	not	not	PART
ajst-901	209	7	change	change	VERB
ajst-901	209	8	much	much	ADV
ajst-901	209	9	,	,	PUNCT
ajst-901	209	10	for	for	ADP
ajst-901	209	11	example	example	NOUN
ajst-901	209	12	,	,	PUNCT
ajst-901	209	13	when	when	SCONJ
ajst-901	209	14	the	the	DET
ajst-901	209	15	trading	trading	NOUN
ajst-901	209	16	commissions	commission	NOUN
ajst-901	209	17	of	of	ADP
ajst-901	209	18	gold	gold	NOUN
ajst-901	209	19	and	and	CCONJ
ajst-901	209	20	bitcoin	bitcoin	NOUN
ajst-901	209	21	change	change	NOUN
ajst-901	209	22	from	from	ADP
ajst-901	209	23	2	2	NUM
ajst-901	209	24	%	%	NOUN
ajst-901	209	25	and	and	CCONJ
ajst-901	209	26	3	3	NUM
ajst-901	209	27	%	%	NOUN
ajst-901	209	28	to	to	PART
ajst-901	209	29	3	3	NUM
ajst-901	209	30	%	%	NOUN
ajst-901	209	31	and	and	CCONJ
ajst-901	209	32	4	4	NUM
ajst-901	209	33	%	%	NOUN
ajst-901	209	34	,	,	PUNCT
ajst-901	209	35	there	there	PRON
ajst-901	209	36	is	be	VERB
ajst-901	209	37	a	a	DET
ajst-901	209	38	slight	slight	ADJ
ajst-901	209	39	increase	increase	NOUN
ajst-901	209	40	,	,	PUNCT
ajst-901	209	41	because	because	SCONJ
ajst-901	209	42	both	both	DET
ajst-901	209	43	risks	risk	NOUN
ajst-901	209	44	and	and	CCONJ
ajst-901	209	45	benefits	benefit	NOUN
ajst-901	209	46	are	be	AUX
ajst-901	209	47	affected	affect	VERB
ajst-901	209	48	.	.	PUNCT
ajst-901	210	1	because	because	SCONJ
ajst-901	210	2	reducing	reduce	VERB
ajst-901	210	3	the	the	DET
ajst-901	210	4	risk	risk	NOUN
ajst-901	210	5	of	of	ADP
ajst-901	210	6	transaction	transaction	NOUN
ajst-901	210	7	avoidance	avoidance	NOUN
ajst-901	210	8	is	be	AUX
ajst-901	210	9	greater	great	ADJ
ajst-901	210	10	than	than	ADP
ajst-901	210	11	the	the	DET
ajst-901	210	12	loss	loss	NOUN
ajst-901	210	13	.	.	PUNCT
ajst-901	211	1	however	however	ADV
ajst-901	211	2	,	,	PUNCT
ajst-901	211	3	when	when	SCONJ
ajst-901	211	4	the	the	DET
ajst-901	211	5	transaction	transaction	NOUN
ajst-901	211	6	cost	cost	NOUN
ajst-901	211	7	becomes	become	VERB
ajst-901	211	8	too	too	ADV
ajst-901	211	9	large	large	ADJ
ajst-901	211	10	,	,	PUNCT
ajst-901	211	11	the	the	DET
ajst-901	211	12	number	number	NOUN
ajst-901	211	13	of	of	ADP
ajst-901	211	14	transactions	transaction	NOUN
ajst-901	211	15	will	will	AUX
ajst-901	211	16	drop	drop	VERB
ajst-901	211	17	significantly	significantly	ADV
ajst-901	211	18	,	,	PUNCT
ajst-901	211	19	and	and	CCONJ
ajst-901	211	20	the	the	DET
ajst-901	211	21	income	income	NOUN
ajst-901	211	22	will	will	AUX
ajst-901	211	23	also	also	ADV
ajst-901	211	24	drop	drop	VERB
ajst-901	211	25	significantly	significantly	ADV
ajst-901	211	26	.	.	PUNCT
ajst-901	212	1	7	7	X
ajst-901	212	2	.	.	X
ajst-901	212	3	sensitivity	sensitivity	NOUN
ajst-901	212	4	analysis	analysis	NOUN
ajst-901	212	5	figure	figure	NOUN
ajst-901	212	6	13	13	NUM
ajst-901	212	7	.	.	PUNCT
ajst-901	213	1	the	the	DET
ajst-901	213	2	rate	rate	NOUN
ajst-901	213	3	of	of	ADP
ajst-901	213	4	return	return	NOUN
ajst-901	213	5	when	when	SCONJ
ajst-901	213	6	you	you	PRON
ajst-901	213	7	change	change	VERB
ajst-901	213	8	the	the	DET
ajst-901	213	9	principal	principal	NOUN
ajst-901	213	10	93	93	NUM
ajst-901	213	11	the	the	DET
ajst-901	213	12	results	result	NOUN
ajst-901	213	13	show	show	VERB
ajst-901	213	14	that	that	SCONJ
ajst-901	213	15	when	when	SCONJ
ajst-901	213	16	the	the	DET
ajst-901	213	17	transaction	transaction	NOUN
ajst-901	213	18	cost	cost	NOUN
ajst-901	213	19	is	be	AUX
ajst-901	213	20	reduced	reduce	VERB
ajst-901	213	21	by	by	ADP
ajst-901	213	22	10	10	NUM
ajst-901	213	23	%	%	NOUN
ajst-901	213	24	,	,	PUNCT
ajst-901	213	25	the	the	DET
ajst-901	213	26	annual	annual	ADJ
ajst-901	213	27	return	return	NOUN
ajst-901	213	28	rate	rate	NOUN
ajst-901	213	29	is	be	AUX
ajst-901	213	30	obviously	obviously	ADV
ajst-901	213	31	increased	increase	VERB
ajst-901	213	32	.	.	PUNCT
ajst-901	214	1	however	however	ADV
ajst-901	214	2	,	,	PUNCT
ajst-901	214	3	when	when	SCONJ
ajst-901	214	4	transaction	transaction	NOUN
ajst-901	214	5	costs	cost	NOUN
ajst-901	214	6	increased	increase	VERB
ajst-901	214	7	by	by	ADP
ajst-901	214	8	10	10	NUM
ajst-901	214	9	%	%	NOUN
ajst-901	214	10	,	,	PUNCT
ajst-901	214	11	the	the	DET
ajst-901	214	12	annual	annual	ADJ
ajst-901	214	13	yield	yield	NOUN
ajst-901	214	14	decreased	decrease	VERB
ajst-901	214	15	.	.	PUNCT
ajst-901	215	1	this	this	PRON
ajst-901	215	2	is	be	AUX
ajst-901	215	3	reasonable	reasonable	ADJ
ajst-901	215	4	and	and	CCONJ
ajst-901	215	5	understandable	understandable	ADJ
ajst-901	215	6	.	.	PUNCT
ajst-901	216	1	this	this	PRON
ajst-901	216	2	is	be	AUX
ajst-901	216	3	because	because	SCONJ
ajst-901	216	4	both	both	DET
ajst-901	216	5	risks	risk	NOUN
ajst-901	216	6	and	and	CCONJ
ajst-901	216	7	benefits	benefit	NOUN
ajst-901	216	8	are	be	AUX
ajst-901	216	9	affected	affect	VERB
ajst-901	216	10	.	.	PUNCT
ajst-901	217	1	the	the	DET
ajst-901	217	2	changing	change	VERB
ajst-901	217	3	trend	trend	NOUN
ajst-901	217	4	of	of	ADP
ajst-901	217	5	the	the	DET
ajst-901	217	6	curve	curve	NOUN
ajst-901	217	7	obtained	obtain	VERB
ajst-901	217	8	from	from	ADP
ajst-901	217	9	the	the	DET
ajst-901	217	10	sensitivity	sensitivity	NOUN
ajst-901	217	11	test	test	NOUN
ajst-901	217	12	is	be	AUX
ajst-901	217	13	consistent	consistent	ADJ
ajst-901	217	14	with	with	ADP
ajst-901	217	15	the	the	DET
ajst-901	217	16	actual	actual	ADJ
ajst-901	217	17	situation	situation	NOUN
ajst-901	217	18	.	.	PUNCT
ajst-901	218	1	8	8	X
ajst-901	218	2	.	.	PUNCT
ajst-901	218	3	model	model	NOUN
ajst-901	218	4	evaluation	evaluation	NOUN
ajst-901	218	5	and	and	CCONJ
ajst-901	218	6	further	further	ADJ
ajst-901	218	7	discussion	discussion	NOUN
ajst-901	218	8	8.1	8.1	NUM
ajst-901	218	9	.	.	PUNCT
ajst-901	219	1	strengths	strength	NOUN
ajst-901	219	2	1	1	NUM
ajst-901	219	3	.	.	PUNCT
ajst-901	220	1	arima	arima	NOUN
ajst-901	220	2	model	model	NOUN
ajst-901	220	3	can	can	AUX
ajst-901	220	4	be	be	AUX
ajst-901	220	5	used	use	VERB
ajst-901	220	6	as	as	ADP
ajst-901	220	7	a	a	DET
ajst-901	220	8	short	short	ADJ
ajst-901	220	9	-	-	PUNCT
ajst-901	220	10	term	term	NOUN
ajst-901	220	11	prediction	prediction	NOUN
ajst-901	220	12	model	model	NOUN
ajst-901	220	13	,	,	PUNCT
ajst-901	220	14	and	and	CCONJ
ajst-901	220	15	it	it	PRON
ajst-901	220	16	can	can	AUX
ajst-901	220	17	be	be	AUX
ajst-901	220	18	seen	see	VERB
ajst-901	220	19	from	from	ADP
ajst-901	220	20	the	the	DET
ajst-901	220	21	fitting	fitting	ADJ
ajst-901	220	22	diagram	diagram	NOUN
ajst-901	220	23	that	that	SCONJ
ajst-901	220	24	the	the	DET
ajst-901	220	25	fitting	fitting	ADJ
ajst-901	220	26	effect	effect	NOUN
ajst-901	220	27	is	be	AUX
ajst-901	220	28	good	good	ADJ
ajst-901	220	29	,	,	PUNCT
ajst-901	220	30	which	which	PRON
ajst-901	220	31	provides	provide	VERB
ajst-901	220	32	a	a	DET
ajst-901	220	33	certain	certain	ADJ
ajst-901	220	34	reference	reference	NOUN
ajst-901	220	35	for	for	ADP
ajst-901	220	36	the	the	DET
ajst-901	220	37	formulation	formulation	NOUN
ajst-901	220	38	of	of	ADP
ajst-901	220	39	trading	trading	NOUN
ajst-901	220	40	strategies	strategy	NOUN
ajst-901	220	41	.	.	PUNCT
ajst-901	221	1	the	the	DET
ajst-901	221	2	error	error	NOUN
ajst-901	221	3	of	of	ADP
ajst-901	221	4	the	the	DET
ajst-901	221	5	result	result	NOUN
ajst-901	221	6	obtained	obtain	VERB
ajst-901	221	7	by	by	ADP
ajst-901	221	8	reasonable	reasonable	ADJ
ajst-901	221	9	assumption	assumption	NOUN
ajst-901	221	10	is	be	AUX
ajst-901	221	11	relatively	relatively	ADV
ajst-901	221	12	small	small	ADJ
ajst-901	221	13	,	,	PUNCT
ajst-901	221	14	2	2	NUM
ajst-901	221	15	.	.	PUNCT
ajst-901	221	16	when	when	SCONJ
ajst-901	221	17	making	make	VERB
ajst-901	221	18	trading	trading	NOUN
ajst-901	221	19	strategies	strategy	NOUN
ajst-901	221	20	,	,	PUNCT
ajst-901	221	21	we	we	PRON
ajst-901	221	22	use	use	VERB
ajst-901	221	23	the	the	DET
ajst-901	221	24	apriori	apriori	ADJ
ajst-901	221	25	algorithm	algorithm	NOUN
ajst-901	221	26	in	in	ADP
ajst-901	221	27	association	association	NOUN
ajst-901	221	28	rules	rule	NOUN
ajst-901	221	29	to	to	PART
ajst-901	221	30	produce	produce	VERB
ajst-901	221	31	candidate	candidate	NOUN
ajst-901	221	32	sets	set	NOUN
ajst-901	221	33	,	,	PUNCT
ajst-901	221	34	which	which	PRON
ajst-901	221	35	greatly	greatly	ADV
ajst-901	221	36	reduces	reduce	VERB
ajst-901	221	37	the	the	DET
ajst-901	221	38	size	size	NOUN
ajst-901	221	39	of	of	ADP
ajst-901	221	40	frequent	frequent	ADJ
ajst-901	221	41	sets	set	NOUN
ajst-901	221	42	and	and	CCONJ
ajst-901	221	43	achieves	achieve	VERB
ajst-901	221	44	good	good	ADJ
ajst-901	221	45	performance	performance	NOUN
ajst-901	221	46	.	.	PUNCT
ajst-901	222	1	3	3	X
ajst-901	222	2	.	.	X
ajst-901	222	3	this	this	DET
ajst-901	222	4	strategy	strategy	NOUN
ajst-901	222	5	can	can	AUX
ajst-901	222	6	achieve	achieve	VERB
ajst-901	222	7	higher	high	ADJ
ajst-901	222	8	returns	return	NOUN
ajst-901	222	9	than	than	ADP
ajst-901	222	10	buying	buy	VERB
ajst-901	222	11	and	and	CCONJ
ajst-901	222	12	holding	holding	NOUN
ajst-901	222	13	,	,	PUNCT
ajst-901	222	14	and	and	CCONJ
ajst-901	222	15	maintain	maintain	VERB
ajst-901	222	16	certain	certain	ADJ
ajst-901	222	17	stability	stability	NOUN
ajst-901	222	18	in	in	ADP
ajst-901	222	19	various	various	ADJ
ajst-901	222	20	situations	situation	NOUN
ajst-901	222	21	to	to	PART
ajst-901	222	22	obtain	obtain	VERB
ajst-901	222	23	better	well	ADJ
ajst-901	222	24	returns	return	NOUN
ajst-901	222	25	.	.	PUNCT
ajst-901	223	1	8.2	8.2	NUM
ajst-901	223	2	.	.	PUNCT
ajst-901	223	3	weaknesses	weakness	NOUN
ajst-901	223	4	our	our	PRON
ajst-901	223	5	model	model	NOUN
ajst-901	223	6	is	be	AUX
ajst-901	223	7	only	only	ADV
ajst-901	223	8	suitable	suitable	ADJ
ajst-901	223	9	for	for	ADP
ajst-901	223	10	short	short	ADJ
ajst-901	223	11	-	-	PUNCT
ajst-901	223	12	term	term	NOUN
ajst-901	223	13	prediction	prediction	NOUN
ajst-901	223	14	,	,	PUNCT
ajst-901	223	15	and	and	CCONJ
ajst-901	223	16	the	the	DET
ajst-901	223	17	prediction	prediction	NOUN
ajst-901	223	18	error	error	NOUN
ajst-901	223	19	of	of	ADP
ajst-901	223	20	long	long	ADJ
ajst-901	223	21	-	-	PUNCT
ajst-901	223	22	term	term	NOUN
ajst-901	223	23	results	result	NOUN
ajst-901	223	24	will	will	AUX
ajst-901	223	25	be	be	AUX
ajst-901	223	26	relatively	relatively	ADV
ajst-901	223	27	large	large	ADJ
ajst-901	223	28	.	.	PUNCT
ajst-901	224	1	if	if	SCONJ
ajst-901	224	2	the	the	DET
ajst-901	224	3	external	external	ADJ
ajst-901	224	4	sound	sound	NOUN
ajst-901	224	5	changes	change	NOUN
ajst-901	224	6	greatly	greatly	ADV
ajst-901	224	7	,	,	PUNCT
ajst-901	224	8	our	our	PRON
ajst-901	224	9	model	model	NOUN
ajst-901	224	10	will	will	AUX
ajst-901	224	11	have	have	AUX
ajst-901	224	12	greatly	greatly	ADV
ajst-901	224	13	deviated	deviate	VERB
ajst-901	224	14	.	.	PUNCT
ajst-901	225	1	8.3	8.3	NUM
ajst-901	225	2	.	.	PUNCT
ajst-901	226	1	further	further	ADJ
ajst-901	226	2	discussion	discussion	NOUN
ajst-901	226	3	every	every	DET
ajst-901	226	4	strategy	strategy	NOUN
ajst-901	226	5	is	be	AUX
ajst-901	226	6	formulated	formulate	VERB
ajst-901	226	7	with	with	ADP
ajst-901	226	8	certain	certain	ADJ
ajst-901	226	9	timeliness	timeliness	NOUN
ajst-901	226	10	.	.	PUNCT
ajst-901	227	1	the	the	DET
ajst-901	227	2	trading	trading	NOUN
ajst-901	227	3	model	model	NOUN
ajst-901	227	4	can	can	AUX
ajst-901	227	5	bring	bring	VERB
ajst-901	227	6	investors	investor	NOUN
ajst-901	227	7	excess	excess	ADJ
ajst-901	227	8	returns	return	NOUN
ajst-901	227	9	in	in	ADP
ajst-901	227	10	a	a	DET
ajst-901	227	11	specific	specific	ADJ
ajst-901	227	12	time	time	NOUN
ajst-901	227	13	window	window	NOUN
ajst-901	227	14	and	and	CCONJ
ajst-901	227	15	under	under	ADP
ajst-901	227	16	a	a	DET
ajst-901	227	17	specific	specific	ADJ
ajst-901	227	18	market	market	NOUN
ajst-901	227	19	situation	situation	NOUN
ajst-901	227	20	,	,	PUNCT
ajst-901	227	21	but	but	CCONJ
ajst-901	227	22	it	it	PRON
ajst-901	227	23	does	do	AUX
ajst-901	227	24	not	not	PART
ajst-901	227	25	mean	mean	VERB
ajst-901	227	26	that	that	SCONJ
ajst-901	227	27	it	it	PRON
ajst-901	227	28	is	be	AUX
ajst-901	227	29	a	a	DET
ajst-901	227	30	successful	successful	ADJ
ajst-901	227	31	trading	trading	NOUN
ajst-901	227	32	model	model	NOUN
ajst-901	227	33	at	at	ADP
ajst-901	227	34	any	any	DET
ajst-901	227	35	time	time	NOUN
ajst-901	227	36	.	.	PUNCT
ajst-901	228	1	once	once	ADV
ajst-901	228	2	it	it	PRON
ajst-901	228	3	is	be	AUX
ajst-901	228	4	imitated	imitate	VERB
ajst-901	228	5	by	by	ADP
ajst-901	228	6	a	a	DET
ajst-901	228	7	large	large	ADJ
ajst-901	228	8	number	number	NOUN
ajst-901	228	9	of	of	ADP
ajst-901	228	10	traders	trader	NOUN
ajst-901	228	11	in	in	ADP
ajst-901	228	12	the	the	DET
ajst-901	228	13	market	market	NOUN
ajst-901	228	14	,	,	PUNCT
ajst-901	228	15	the	the	DET
ajst-901	228	16	yield	yield	NOUN
ajst-901	228	17	will	will	AUX
ajst-901	228	18	inevitably	inevitably	ADV
ajst-901	228	19	decrease	decrease	VERB
ajst-901	228	20	.	.	PUNCT
ajst-901	229	1	a	a	DET
ajst-901	229	2	successful	successful	ADJ
ajst-901	229	3	trading	trading	NOUN
ajst-901	229	4	model	model	NOUN
ajst-901	229	5	relies	rely	VERB
ajst-901	229	6	on	on	ADP
ajst-901	229	7	continuous	continuous	ADJ
ajst-901	229	8	optimization	optimization	NOUN
ajst-901	229	9	and	and	CCONJ
ajst-901	229	10	improvement	improvement	NOUN
ajst-901	229	11	by	by	ADP
ajst-901	229	12	using	use	VERB
ajst-901	229	13	the	the	DET
ajst-901	229	14	latest	late	ADJ
ajst-901	229	15	data	datum	NOUN
ajst-901	229	16	and	and	CCONJ
ajst-901	229	17	algorithms	algorithm	NOUN
ajst-901	229	18	.	.	PUNCT
ajst-901	230	1	at	at	ADP
ajst-901	230	2	the	the	DET
ajst-901	230	3	same	same	ADJ
ajst-901	230	4	time	time	NOUN
ajst-901	230	5	,	,	PUNCT
ajst-901	230	6	in	in	ADP
ajst-901	230	7	the	the	DET
ajst-901	230	8	process	process	NOUN
ajst-901	230	9	of	of	ADP
ajst-901	230	10	trading	trading	NOUN
ajst-901	230	11	,	,	PUNCT
ajst-901	230	12	dynamic	dynamic	ADJ
ajst-901	230	13	information	information	NOUN
ajst-901	230	14	should	should	AUX
ajst-901	230	15	be	be	AUX
ajst-901	230	16	monitored	monitor	VERB
ajst-901	230	17	in	in	ADP
ajst-901	230	18	realtime	realtime	NOUN
ajst-901	230	19	,	,	PUNCT
ajst-901	230	20	an	an	DET
ajst-901	230	21	early	early	ADJ
ajst-901	230	22	warning	warning	NOUN
ajst-901	230	23	mechanism	mechanism	NOUN
ajst-901	230	24	should	should	AUX
ajst-901	230	25	be	be	AUX
ajst-901	230	26	established	establish	VERB
ajst-901	230	27	,	,	PUNCT
ajst-901	230	28	and	and	CCONJ
ajst-901	230	29	strategies	strategy	NOUN
ajst-901	230	30	should	should	AUX
ajst-901	230	31	be	be	AUX
ajst-901	230	32	stopped	stop	VERB
ajst-901	230	33	when	when	SCONJ
ajst-901	230	34	problems	problem	NOUN
ajst-901	230	35	are	be	AUX
ajst-901	230	36	found	find	VERB
ajst-901	230	37	,	,	PUNCT
ajst-901	230	38	to	to	PART
ajst-901	230	39	prevent	prevent	VERB
ajst-901	230	40	the	the	DET
ajst-901	230	41	occurrence	occurrence	NOUN
ajst-901	230	42	of	of	ADP
ajst-901	230	43	major	major	ADJ
ajst-901	230	44	events	event	NOUN
ajst-901	230	45	.	.	PUNCT
ajst-901	231	1	most	most	ADJ
ajst-901	231	2	of	of	ADP
ajst-901	231	3	the	the	DET
ajst-901	231	4	problems	problem	NOUN
ajst-901	231	5	in	in	ADP
ajst-901	231	6	the	the	DET
ajst-901	231	7	problem	problem	NOUN
ajst-901	231	8	are	be	AUX
ajst-901	231	9	idealized	idealize	VERB
ajst-901	231	10	and	and	CCONJ
ajst-901	231	11	simplified	simplify	VERB
ajst-901	231	12	,	,	PUNCT
ajst-901	231	13	and	and	CCONJ
ajst-901	231	14	some	some	DET
ajst-901	231	15	information	information	NOUN
ajst-901	231	16	is	be	AUX
ajst-901	231	17	covered	cover	VERB
ajst-901	231	18	up	up	ADP
ajst-901	231	19	to	to	ADP
ajst-901	231	20	a	a	DET
ajst-901	231	21	certain	certain	ADJ
ajst-901	231	22	extent	extent	NOUN
ajst-901	231	23	.	.	PUNCT
ajst-901	232	1	aiming	aim	VERB
ajst-901	232	2	at	at	ADP
ajst-901	232	3	the	the	DET
ajst-901	232	4	problem	problem	NOUN
ajst-901	232	5	,	,	PUNCT
ajst-901	232	6	the	the	DET
ajst-901	232	7	number	number	NOUN
ajst-901	232	8	of	of	ADP
ajst-901	232	9	idealized	idealized	ADJ
ajst-901	232	10	assumptions	assumption	NOUN
ajst-901	232	11	when	when	SCONJ
ajst-901	232	12	the	the	DET
ajst-901	232	13	model	model	NOUN
ajst-901	232	14	is	be	AUX
ajst-901	232	15	established	establish	VERB
ajst-901	232	16	can	can	AUX
ajst-901	232	17	be	be	AUX
ajst-901	232	18	reduced	reduce	VERB
ajst-901	232	19	by	by	ADP
ajst-901	232	20	combining	combine	VERB
ajst-901	232	21	with	with	ADP
ajst-901	232	22	actual	actual	ADJ
ajst-901	232	23	experiments	experiment	NOUN
ajst-901	232	24	,	,	PUNCT
ajst-901	232	25	so	so	SCONJ
ajst-901	232	26	that	that	SCONJ
ajst-901	232	27	the	the	DET
ajst-901	232	28	model	model	NOUN
ajst-901	232	29	is	be	AUX
ajst-901	232	30	more	more	ADV
ajst-901	232	31	in	in	ADP
ajst-901	232	32	line	line	NOUN
ajst-901	232	33	with	with	ADP
ajst-901	232	34	the	the	DET
ajst-901	232	35	actual	actual	ADJ
ajst-901	232	36	situation	situation	NOUN
ajst-901	232	37	.	.	PUNCT
ajst-901	233	1	in	in	ADP
ajst-901	233	2	the	the	DET
ajst-901	233	3	process	process	NOUN
ajst-901	233	4	of	of	ADP
ajst-901	233	5	the	the	DET
ajst-901	233	6	practical	practical	ADJ
ajst-901	233	7	application	application	NOUN
ajst-901	233	8	of	of	ADP
ajst-901	233	9	the	the	DET
ajst-901	233	10	model	model	NOUN
ajst-901	233	11	,	,	PUNCT
ajst-901	233	12	multi	multi	ADJ
ajst-901	233	13	-	-	ADJ
ajst-901	233	14	direction	direction	ADJ
ajst-901	233	15	efforts	effort	NOUN
ajst-901	233	16	are	be	AUX
ajst-901	233	17	also	also	ADV
ajst-901	233	18	needed	need	VERB
ajst-901	233	19	to	to	PART
ajst-901	233	20	realize	realize	VERB
ajst-901	233	21	effective	effective	ADJ
ajst-901	233	22	control	control	NOUN
ajst-901	233	23	of	of	ADP
ajst-901	233	24	investment	investment	NOUN
ajst-901	233	25	risks	risk	NOUN
ajst-901	233	26	.	.	PUNCT
ajst-901	234	1	references	reference	NOUN
ajst-901	234	2	[	[	X
ajst-901	234	3	1	1	NUM
ajst-901	234	4	]	]	X
ajst-901	234	5	da	da	ADJ
ajst-901	234	6	jieqiong	jieqiong	PROPN
ajst-901	234	7	.	.	PUNCT
ajst-901	235	1	research	research	NOUN
ajst-901	235	2	on	on	ADP
ajst-901	235	3	quantitative	quantitative	ADJ
ajst-901	235	4	investment	investment	NOUN
ajst-901	235	5	strategy	strategy	NOUN
ajst-901	235	6	of	of	ADP
ajst-901	235	7	a	a	DET
ajst-901	235	8	-	-	PUNCT
ajst-901	235	9	share	share	NOUN
ajst-901	235	10	market	market	NOUN
ajst-901	235	11	based	base	VERB
ajst-901	235	12	on	on	ADP
ajst-901	235	13	rnn	rnn	PROPN
ajst-901	235	14	-	-	PUNCT
ajst-901	235	15	lstm	lstm	PROPN
ajst-901	235	16	model	model	NOUN
ajst-901	236	1	[	[	X
ajst-901	236	2	d	d	X
ajst-901	236	3	]	]	X
ajst-901	236	4	.	.	PUNCT
ajst-901	237	1	zhongnan	zhongnan	PROPN
ajst-901	237	2	university	university	PROPN
ajst-901	237	3	of	of	ADP
ajst-901	237	4	economics	economic	NOUN
ajst-901	237	5	and	and	CCONJ
ajst-901	237	6	law	law	NOUN
ajst-901	237	7	,	,	PUNCT
ajst-901	237	8	2020	2020	NUM
ajst-901	237	9	.	.	PUNCT
ajst-901	238	1	[	[	X
ajst-901	238	2	2	2	NUM
ajst-901	238	3	]	]	SYM
ajst-901	238	4	li	li	PROPN
ajst-901	238	5	haoran	haoran	PROPN
ajst-901	238	6	.	.	PUNCT
ajst-901	239	1	quantitative	quantitative	ADJ
ajst-901	239	2	trading	trading	NOUN
ajst-901	239	3	strategy	strategy	NOUN
ajst-901	239	4	design	design	NOUN
ajst-901	239	5	based	base	VERB
ajst-901	239	6	on	on	ADP
ajst-901	239	7	genetic	genetic	ADJ
ajst-901	239	8	programming	programming	NOUN
ajst-901	239	9	algorithm	algorithm	NOUN
ajst-901	240	1	[	[	X
ajst-901	240	2	d	d	X
ajst-901	240	3	]	]	X
ajst-901	240	4	.	.	PUNCT
ajst-901	241	1	shanghai	shanghai	PROPN
ajst-901	241	2	normal	normal	ADJ
ajst-901	241	3	university,2021	university,2021	NOUN
ajst-901	241	4	.	.	PUNCT
ajst-901	242	1	[	[	X
ajst-901	242	2	3	3	X
ajst-901	242	3	]	]	X
ajst-901	242	4	li	li	PROPN
ajst-901	242	5	yi	yi	PROPN
ajst-901	242	6	.	.	PUNCT
ajst-901	243	1	research	research	NOUN
ajst-901	243	2	on	on	ADP
ajst-901	243	3	the	the	DET
ajst-901	243	4	application	application	NOUN
ajst-901	243	5	of	of	ADP
ajst-901	243	6	quantitative	quantitative	ADJ
ajst-901	243	7	trading	trading	NOUN
ajst-901	243	8	strategy	strategy	NOUN
ajst-901	243	9	model	model	NOUN
ajst-901	244	1	[	[	X
ajst-901	244	2	d	d	X
ajst-901	244	3	]	]	X
ajst-901	244	4	.	.	PUNCT
ajst-901	245	1	yunnan	yunnan	PROPN
ajst-901	245	2	university	university	PROPN
ajst-901	245	3	of	of	ADP
ajst-901	245	4	finance	finance	NOUN
ajst-901	245	5	and	and	CCONJ
ajst-901	245	6	economics	economic	NOUN
ajst-901	245	7	,	,	PUNCT
ajst-901	245	8	2014	2014	NUM
ajst-901	245	9	.	.	PUNCT
ajst-901	246	1	[	[	X
ajst-901	246	2	4	4	NUM
ajst-901	246	3	]	]	X
ajst-901	246	4	liu	liu	PROPN
ajst-901	246	5	lijun	lijun	PROPN
ajst-901	246	6	,	,	PUNCT
ajst-901	246	7	liang	liang	PROPN
ajst-901	246	8	guopeng	guopeng	PROPN
ajst-901	246	9	,	,	PUNCT
ajst-901	246	10	wang	wang	PROPN
ajst-901	246	11	haitao	haitao	PROPN
ajst-901	246	12	.	.	PUNCT
ajst-901	247	1	research	research	NOUN
ajst-901	247	2	on	on	ADP
ajst-901	247	3	quantitative	quantitative	ADJ
ajst-901	247	4	trading	trading	NOUN
ajst-901	247	5	strategy	strategy	NOUN
ajst-901	247	6	system	system	NOUN
ajst-901	247	7	model	model	NOUN
ajst-901	248	1	[	[	X
ajst-901	248	2	j	j	X
ajst-901	248	3	]	]	X
ajst-901	248	4	.	.	PUNCT
ajst-901	249	1	shanghai	shanghai	PROPN
ajst-901	249	2	commerce	commerce	PROPN
ajst-901	249	3	,	,	PUNCT
ajst-901	249	4	2021(09):158	2021(09):158	NUM
ajst-901	249	5	-	-	SYM
ajst-901	249	6	159	159	NUM
ajst-901	249	7	.	.	PUNCT
ajst-901	250	1	[	[	X
ajst-901	250	2	5	5	NUM
ajst-901	250	3	]	]	X
ajst-901	250	4	fang	fang	X
ajst-901	250	5	quannan	quannan	PROPN
ajst-901	250	6	,	,	PUNCT
ajst-901	250	7	zhu	zhu	PROPN
ajst-901	250	8	jianping	jianping	PROPN
ajst-901	250	9	,	,	PUNCT
ajst-901	250	10	xie	xie	PROPN
ajst-901	250	11	bangchang	bangchang	PROPN
ajst-901	250	12	.	.	PUNCT
ajst-901	250	13	fund	fund	NOUN
ajst-901	250	14	yield	yield	NOUN
ajst-901	250	15	direction	direction	NOUN
ajst-901	250	16	prediction	prediction	NOUN
ajst-901	250	17	and	and	CCONJ
ajst-901	250	18	trading	trading	NOUN
ajst-901	250	19	strategy	strategy	NOUN
ajst-901	250	20	based	base	VERB
ajst-901	250	21	on	on	ADP
ajst-901	250	22	random	random	ADJ
ajst-901	250	23	forest	forest	NOUN
ajst-901	250	24	method[j	method[j	NOUN
ajst-901	250	25	]	]	PUNCT
ajst-901	250	26	.	.	PUNCT
ajst-901	251	1	economic	economic	PROPN
ajst-901	251	2	journal,2010(02):61	journal,2010(02):61	PROPN
ajst-901	251	3	-	-	PUNCT
ajst-901	251	4	65	65	NUM
ajst-901	251	5	.	.	PUNCT
ajst-901	252	1	[	[	X
ajst-901	252	2	6	6	NUM
ajst-901	252	3	]	]	PUNCT
ajst-901	252	4	rossi	rossi	PROPN
ajst-901	252	5	stefano	stefano	PROPN
ajst-901	252	6	,	,	PUNCT
ajst-901	252	7	tinn	tinn	PROPN
ajst-901	252	8	katrin	katrin	PROPN
ajst-901	252	9	.	.	PUNCT
ajst-901	253	1	rational	rational	ADJ
ajst-901	253	2	quantitative	quantitative	ADJ
ajst-901	253	3	trading	trading	NOUN
ajst-901	253	4	in	in	ADP
ajst-901	253	5	efficient	efficient	ADJ
ajst-901	253	6	markets[j	markets[j	NOUN
ajst-901	253	7	]	]	PUNCT
ajst-901	253	8	.	.	PUNCT
ajst-901	254	1	journal	journal	PROPN
ajst-901	254	2	of	of	ADP
ajst-901	254	3	economic	economic	PROPN
ajst-901	254	4	theory,2021,191	theory,2021,191	PROPN
ajst-901	254	5	.	.	PUNCT
