id	sid	tid	token	lemma	pos
fbem-1284	1	1	frontiers	frontier	NOUN
fbem-1284	1	2	in	in	ADP
fbem-1284	1	3	business	business	NOUN
fbem-1284	1	4	,	,	PUNCT
fbem-1284	1	5	economics	economic	NOUN
fbem-1284	1	6	and	and	CCONJ
fbem-1284	1	7	management	management	NOUN
fbem-1284	1	8	issn	issn	PROPN
fbem-1284	1	9	:	:	PUNCT
fbem-1284	1	10	2766	2766	NUM
fbem-1284	1	11	-	-	PUNCT
fbem-1284	1	12	824x	824x	NUM
fbem-1284	1	13	|	|	ADJ
fbem-1284	1	14	vol	vol	NOUN
fbem-1284	1	15	.	.	PROPN
fbem-1284	2	1	4	4	NUM
fbem-1284	2	2	,	,	PUNCT
fbem-1284	2	3	no	no	INTJ
fbem-1284	2	4	.	.	NOUN
fbem-1284	2	5	3	3	NUM
fbem-1284	2	6	,	,	PUNCT
fbem-1284	2	7	2022	2022	NUM
fbem-1284	2	8	141	141	NUM
fbem-1284	2	9	prediction	prediction	NOUN
fbem-1284	2	10	of	of	ADP
fbem-1284	2	11	the	the	DET
fbem-1284	2	12	best	good	ADJ
fbem-1284	2	13	portfolio	portfolio	NOUN
fbem-1284	2	14	for	for	ADP
fbem-1284	2	15	bitcoin	bitcoin	NOUN
fbem-1284	2	16	and	and	CCONJ
fbem-1284	2	17	gold	gold	NOUN
fbem-1284	2	18	based	base	VERB
fbem-1284	2	19	on	on	ADP
fbem-1284	2	20	the	the	DET
fbem-1284	2	21	arima	arima	PROPN
fbem-1284	2	22	model	model	NOUN
fbem-1284	2	23	qi	qi	PROPN
fbem-1284	2	24	zhou1	zhou1	PROPN
fbem-1284	2	25	,	,	PUNCT
fbem-1284	2	26	zixuan	zixuan	PROPN
fbem-1284	2	27	chen1	chen1	PROPN
fbem-1284	2	28	,	,	PUNCT
fbem-1284	2	29	zhuoying	zhuoying	PROPN
fbem-1284	2	30	cai2	cai2	PROPN
fbem-1284	2	31	,	,	PUNCT
fbem-1284	2	32	ziwei	ziwei	PROPN
fbem-1284	2	33	xia2	xia2	PROPN
fbem-1284	3	1	1school	1school	NUM
fbem-1284	3	2	of	of	ADP
fbem-1284	3	3	accounting	accounting	NOUN
fbem-1284	3	4	,	,	PUNCT
fbem-1284	3	5	anhui	anhui	PROPN
fbem-1284	3	6	university	university	PROPN
fbem-1284	3	7	of	of	ADP
fbem-1284	3	8	finance	finance	NOUN
fbem-1284	3	9	and	and	CCONJ
fbem-1284	3	10	economics	economic	NOUN
fbem-1284	3	11	,	,	PUNCT
fbem-1284	3	12	bengbu	bengbu	NOUN
fbem-1284	3	13	,	,	PUNCT
fbem-1284	3	14	anhui	anhui	PROPN
fbem-1284	3	15	,	,	PUNCT
fbem-1284	3	16	china	china	PROPN
fbem-1284	3	17	2	2	NUM
fbem-1284	3	18	school	school	NOUN
fbem-1284	3	19	of	of	ADP
fbem-1284	3	20	finance	finance	NOUN
fbem-1284	3	21	,	,	PUNCT
fbem-1284	3	22	anhui	anhui	PROPN
fbem-1284	3	23	university	university	PROPN
fbem-1284	3	24	of	of	ADP
fbem-1284	3	25	finance	finance	NOUN
fbem-1284	3	26	and	and	CCONJ
fbem-1284	3	27	economics	economic	NOUN
fbem-1284	3	28	,	,	PUNCT
fbem-1284	3	29	bengbu	bengbu	NOUN
fbem-1284	3	30	,	,	PUNCT
fbem-1284	3	31	anhui	anhui	PROPN
fbem-1284	3	32	,	,	PUNCT
fbem-1284	3	33	china	china	PROPN
fbem-1284	3	34	abstract	abstract	PROPN
fbem-1284	3	35	:	:	PUNCT
fbem-1284	3	36	with	with	ADP
fbem-1284	3	37	the	the	DET
fbem-1284	3	38	prosperity	prosperity	NOUN
fbem-1284	3	39	of	of	ADP
fbem-1284	3	40	the	the	DET
fbem-1284	3	41	financial	financial	ADJ
fbem-1284	3	42	market	market	NOUN
fbem-1284	3	43	,	,	PUNCT
fbem-1284	3	44	more	more	ADJ
fbem-1284	3	45	and	and	CCONJ
fbem-1284	3	46	more	more	ADJ
fbem-1284	3	47	people	people	NOUN
fbem-1284	3	48	are	be	AUX
fbem-1284	3	49	involved	involve	VERB
fbem-1284	3	50	in	in	ADP
fbem-1284	3	51	securities	security	NOUN
fbem-1284	3	52	trading	trading	NOUN
fbem-1284	3	53	.	.	PUNCT
fbem-1284	4	1	how	how	SCONJ
fbem-1284	4	2	to	to	PART
fbem-1284	4	3	combine	combine	VERB
fbem-1284	4	4	investment	investment	NOUN
fbem-1284	4	5	in	in	ADP
fbem-1284	4	6	bitcoin	bitcoin	NOUN
fbem-1284	4	7	and	and	CCONJ
fbem-1284	4	8	gold	gold	NOUN
fbem-1284	4	9	to	to	PART
fbem-1284	4	10	achieve	achieve	VERB
fbem-1284	4	11	the	the	DET
fbem-1284	4	12	highest	high	ADJ
fbem-1284	4	13	profit	profit	NOUN
fbem-1284	4	14	is	be	AUX
fbem-1284	4	15	one	one	NUM
fbem-1284	4	16	of	of	ADP
fbem-1284	4	17	the	the	DET
fbem-1284	4	18	issues	issue	NOUN
fbem-1284	4	19	that	that	PRON
fbem-1284	4	20	market	market	NOUN
fbem-1284	4	21	traders	trader	NOUN
fbem-1284	4	22	think	think	VERB
fbem-1284	4	23	about	about	ADP
fbem-1284	4	24	.	.	PUNCT
fbem-1284	5	1	to	to	PART
fbem-1284	5	2	solve	solve	VERB
fbem-1284	5	3	this	this	DET
fbem-1284	5	4	problem	problem	NOUN
fbem-1284	5	5	,	,	PUNCT
fbem-1284	5	6	we	we	PRON
fbem-1284	5	7	build	build	VERB
fbem-1284	5	8	a	a	DET
fbem-1284	5	9	model	model	NOUN
fbem-1284	5	10	that	that	PRON
fbem-1284	5	11	predicts	predict	VERB
fbem-1284	5	12	future	future	ADJ
fbem-1284	5	13	prices	price	NOUN
fbem-1284	5	14	in	in	ADP
fbem-1284	5	15	order	order	NOUN
fbem-1284	5	16	to	to	PART
fbem-1284	5	17	better	well	ADV
fbem-1284	5	18	help	help	VERB
fbem-1284	5	19	investors	investor	NOUN
fbem-1284	5	20	.	.	PUNCT
fbem-1284	6	1	we	we	PRON
fbem-1284	6	2	constructed	construct	VERB
fbem-1284	6	3	an	an	DET
fbem-1284	6	4	arima	arima	NOUN
fbem-1284	6	5	model	model	NOUN
fbem-1284	6	6	through	through	ADP
fbem-1284	6	7	differential	differential	ADJ
fbem-1284	6	8	stationarity	stationarity	NOUN
fbem-1284	6	9	processing	processing	NOUN
fbem-1284	6	10	,	,	PUNCT
fbem-1284	6	11	aec	aec	PROPN
fbem-1284	6	12	,	,	PUNCT
fbem-1284	6	13	white	white	ADJ
fbem-1284	6	14	noise	noise	NOUN
fbem-1284	6	15	test	test	NOUN
fbem-1284	6	16	and	and	CCONJ
fbem-1284	6	17	other	other	ADJ
fbem-1284	6	18	methods	method	NOUN
fbem-1284	6	19	,	,	PUNCT
fbem-1284	6	20	and	and	CCONJ
fbem-1284	6	21	used	use	VERB
fbem-1284	6	22	the	the	DET
fbem-1284	6	23	data	datum	NOUN
fbem-1284	6	24	of	of	ADP
fbem-1284	6	25	the	the	DET
fbem-1284	6	26	current	current	ADJ
fbem-1284	6	27	day	day	NOUN
fbem-1284	6	28	and	and	CCONJ
fbem-1284	6	29	the	the	DET
fbem-1284	6	30	previous	previous	ADJ
fbem-1284	6	31	day	day	NOUN
fbem-1284	6	32	to	to	PART
fbem-1284	6	33	predict	predict	VERB
fbem-1284	6	34	the	the	DET
fbem-1284	6	35	price	price	NOUN
fbem-1284	6	36	of	of	ADP
fbem-1284	6	37	the	the	DET
fbem-1284	6	38	next	next	ADJ
fbem-1284	6	39	day	day	NOUN
fbem-1284	6	40	.	.	PUNCT
fbem-1284	7	1	at	at	ADP
fbem-1284	7	2	the	the	DET
fbem-1284	7	3	same	same	ADJ
fbem-1284	7	4	time	time	NOUN
fbem-1284	7	5	,	,	PUNCT
fbem-1284	7	6	we	we	PRON
fbem-1284	7	7	use	use	VERB
fbem-1284	7	8	the	the	DET
fbem-1284	7	9	model	model	NOUN
fbem-1284	7	10	to	to	PART
fbem-1284	7	11	predict	predict	VERB
fbem-1284	7	12	the	the	DET
fbem-1284	7	13	average	average	NOUN
fbem-1284	7	14	for	for	ADP
fbem-1284	7	15	the	the	DET
fbem-1284	7	16	next	next	ADJ
fbem-1284	7	17	n	n	NUM
fbem-1284	7	18	days	day	NOUN
fbem-1284	7	19	.	.	PUNCT
fbem-1284	8	1	if	if	SCONJ
fbem-1284	8	2	it	it	PRON
fbem-1284	8	3	is	be	AUX
fbem-1284	8	4	predicted	predict	VERB
fbem-1284	8	5	that	that	SCONJ
fbem-1284	8	6	the	the	DET
fbem-1284	8	7	price	price	NOUN
fbem-1284	8	8	of	of	ADP
fbem-1284	8	9	the	the	DET
fbem-1284	8	10	asset	asset	NOUN
fbem-1284	8	11	will	will	AUX
fbem-1284	8	12	decrease	decrease	VERB
fbem-1284	8	13	in	in	ADP
fbem-1284	8	14	the	the	DET
fbem-1284	8	15	future	future	NOUN
fbem-1284	8	16	,	,	PUNCT
fbem-1284	8	17	it	it	PRON
fbem-1284	8	18	will	will	AUX
fbem-1284	8	19	be	be	AUX
fbem-1284	8	20	sold	sell	VERB
fbem-1284	8	21	on	on	ADP
fbem-1284	8	22	the	the	DET
fbem-1284	8	23	same	same	ADJ
fbem-1284	8	24	day	day	NOUN
fbem-1284	8	25	.	.	PUNCT
fbem-1284	9	1	if	if	SCONJ
fbem-1284	9	2	the	the	DET
fbem-1284	9	3	price	price	NOUN
fbem-1284	9	4	of	of	ADP
fbem-1284	9	5	the	the	DET
fbem-1284	9	6	asset	asset	NOUN
fbem-1284	9	7	will	will	AUX
fbem-1284	9	8	increase	increase	VERB
fbem-1284	9	9	in	in	ADP
fbem-1284	9	10	the	the	DET
fbem-1284	9	11	future	future	NOUN
fbem-1284	9	12	,	,	PUNCT
fbem-1284	9	13	and	and	CCONJ
fbem-1284	9	14	the	the	DET
fbem-1284	9	15	income	income	NOUN
fbem-1284	9	16	obtained	obtain	VERB
fbem-1284	9	17	is	be	AUX
fbem-1284	9	18	greater	great	ADJ
fbem-1284	9	19	than	than	ADP
fbem-1284	9	20	the	the	DET
fbem-1284	9	21	transaction	transaction	NOUN
fbem-1284	9	22	cost	cost	NOUN
fbem-1284	9	23	and	and	CCONJ
fbem-1284	9	24	the	the	DET
fbem-1284	9	25	expected	expect	VERB
fbem-1284	9	26	income	income	NOUN
fbem-1284	9	27	of	of	ADP
fbem-1284	9	28	the	the	DET
fbem-1284	9	29	investor	investor	NOUN
fbem-1284	9	30	,	,	PUNCT
fbem-1284	9	31	the	the	DET
fbem-1284	9	32	purchase	purchase	NOUN
fbem-1284	9	33	will	will	AUX
fbem-1284	9	34	continue	continue	VERB
fbem-1284	9	35	until	until	ADP
fbem-1284	9	36	the	the	DET
fbem-1284	9	37	end	end	NOUN
fbem-1284	9	38	.	.	PUNCT
fbem-1284	10	1	last	last	ADJ
fbem-1284	10	2	until	until	ADP
fbem-1284	10	3	the	the	DET
fbem-1284	10	4	last	last	ADJ
fbem-1284	10	5	day	day	NOUN
fbem-1284	10	6	$	$	SYM
fbem-1284	10	7	323841.52	323841.52	NUM
fbem-1284	10	8	.	.	PUNCT
fbem-1284	11	1	finally	finally	ADV
fbem-1284	11	2	,	,	PUNCT
fbem-1284	11	3	it	it	PRON
fbem-1284	11	4	can	can	AUX
fbem-1284	11	5	be	be	AUX
fbem-1284	11	6	verified	verify	VERB
fbem-1284	11	7	that	that	SCONJ
fbem-1284	11	8	the	the	DET
fbem-1284	11	9	accuracy	accuracy	NOUN
fbem-1284	11	10	of	of	ADP
fbem-1284	11	11	the	the	DET
fbem-1284	11	12	arima	arima	PROPN
fbem-1284	11	13	model	model	NOUN
fbem-1284	11	14	is	be	AUX
fbem-1284	11	15	the	the	DET
fbem-1284	11	16	highest	high	ADJ
fbem-1284	11	17	by	by	ADP
fbem-1284	11	18	comparing	compare	VERB
fbem-1284	11	19	other	other	ADJ
fbem-1284	11	20	mainstream	mainstream	NOUN
fbem-1284	11	21	machine	machine	NOUN
fbem-1284	11	22	learning	learning	NOUN
fbem-1284	11	23	models	model	NOUN
fbem-1284	11	24	.	.	PUNCT
fbem-1284	12	1	in	in	ADP
fbem-1284	12	2	other	other	ADJ
fbem-1284	12	3	words	word	NOUN
fbem-1284	12	4	,	,	PUNCT
fbem-1284	12	5	the	the	DET
fbem-1284	12	6	arima	arima	NOUN
fbem-1284	12	7	model	model	NOUN
fbem-1284	12	8	is	be	AUX
fbem-1284	12	9	the	the	DET
fbem-1284	12	10	best	good	ADJ
fbem-1284	12	11	strategy	strategy	NOUN
fbem-1284	12	12	for	for	ADP
fbem-1284	12	13	this	this	DET
fbem-1284	12	14	problem	problem	NOUN
fbem-1284	12	15	.	.	PUNCT
fbem-1284	13	1	keywords	keyword	NOUN
fbem-1284	13	2	:	:	PUNCT
fbem-1284	13	3	arima	arima	PROPN
fbem-1284	13	4	model	model	NOUN
fbem-1284	13	5	,	,	PUNCT
fbem-1284	13	6	bitcoin	bitcoin	NOUN
fbem-1284	13	7	,	,	PUNCT
fbem-1284	13	8	gold	gold	NOUN
fbem-1284	13	9	.	.	PUNCT
fbem-1284	14	1	1	1	X
fbem-1284	14	2	.	.	X
fbem-1284	14	3	introduction	introduction	NOUN
fbem-1284	14	4	1.1	1.1	NUM
fbem-1284	14	5	.	.	PUNCT
fbem-1284	15	1	background	background	NOUN
fbem-1284	15	2	in	in	ADP
fbem-1284	15	3	recent	recent	ADJ
fbem-1284	15	4	years	year	NOUN
fbem-1284	15	5	,	,	PUNCT
fbem-1284	15	6	due	due	ADP
fbem-1284	15	7	to	to	ADP
fbem-1284	15	8	the	the	DET
fbem-1284	15	9	relatively	relatively	ADV
fbem-1284	15	10	stable	stable	ADJ
fbem-1284	15	11	fundamentals	fundamental	NOUN
fbem-1284	15	12	of	of	ADP
fbem-1284	15	13	the	the	DET
fbem-1284	15	14	securities	security	NOUN
fbem-1284	15	15	investment	investment	NOUN
fbem-1284	15	16	market	market	NOUN
fbem-1284	15	17	and	and	CCONJ
fbem-1284	15	18	its	its	PRON
fbem-1284	15	19	positioning	positioning	NOUN
fbem-1284	15	20	in	in	ADP
fbem-1284	15	21	a	a	DET
fbem-1284	15	22	professional	professional	ADJ
fbem-1284	15	23	and	and	CCONJ
fbem-1284	15	24	market	market	NOUN
fbem-1284	15	25	-	-	PUNCT
fbem-1284	15	26	oriented	orient	VERB
fbem-1284	15	27	system	system	NOUN
fbem-1284	15	28	and	and	CCONJ
fbem-1284	15	29	mechanism	mechanism	NOUN
fbem-1284	15	30	,	,	PUNCT
fbem-1284	15	31	the	the	DET
fbem-1284	15	32	scale	scale	NOUN
fbem-1284	15	33	and	and	CCONJ
fbem-1284	15	34	income	income	NOUN
fbem-1284	15	35	of	of	ADP
fbem-1284	15	36	financial	financial	ADJ
fbem-1284	15	37	investment	investment	NOUN
fbem-1284	15	38	business	business	NOUN
fbem-1284	15	39	have	have	AUX
fbem-1284	15	40	shown	show	VERB
fbem-1284	15	41	a	a	DET
fbem-1284	15	42	trend	trend	NOUN
fbem-1284	15	43	of	of	ADP
fbem-1284	15	44	rapid	rapid	ADJ
fbem-1284	15	45	growth	growth	NOUN
fbem-1284	15	46	.	.	PUNCT
fbem-1284	16	1	more	more	ADJ
fbem-1284	16	2	and	and	CCONJ
fbem-1284	16	3	more	more	ADJ
fbem-1284	16	4	residents	resident	NOUN
fbem-1284	16	5	are	be	AUX
fbem-1284	16	6	willing	willing	ADJ
fbem-1284	16	7	to	to	PART
fbem-1284	16	8	invest	invest	VERB
fbem-1284	16	9	their	their	PRON
fbem-1284	16	10	income	income	NOUN
fbem-1284	16	11	in	in	ADP
fbem-1284	16	12	market	market	NOUN
fbem-1284	16	13	transactions	transaction	NOUN
fbem-1284	16	14	in	in	ADP
fbem-1284	16	15	order	order	NOUN
fbem-1284	16	16	to	to	PART
fbem-1284	16	17	make	make	VERB
fbem-1284	16	18	bigger	big	ADJ
fbem-1284	16	19	profits	profit	NOUN
fbem-1284	16	20	.	.	PUNCT
fbem-1284	17	1	as	as	ADP
fbem-1284	17	2	an	an	DET
fbem-1284	17	3	important	important	ADJ
fbem-1284	17	4	part	part	NOUN
fbem-1284	17	5	of	of	ADP
fbem-1284	17	6	market	market	NOUN
fbem-1284	17	7	investment	investment	NOUN
fbem-1284	17	8	,	,	PUNCT
fbem-1284	17	9	volatile	volatile	ADJ
fbem-1284	17	10	assets	asset	NOUN
fbem-1284	17	11	are	be	AUX
fbem-1284	17	12	known	know	VERB
fbem-1284	17	13	for	for	ADP
fbem-1284	17	14	their	their	PRON
fbem-1284	17	15	short	short	ADJ
fbem-1284	17	16	-	-	PUNCT
fbem-1284	17	17	term	term	NOUN
fbem-1284	17	18	financing	financing	NOUN
fbem-1284	17	19	flexibility	flexibility	NOUN
fbem-1284	17	20	and	and	CCONJ
fbem-1284	17	21	weak	weak	ADJ
fbem-1284	17	22	stability	stability	NOUN
fbem-1284	17	23	which	which	PRON
fbem-1284	17	24	can	can	AUX
fbem-1284	17	25	solve	solve	VERB
fbem-1284	17	26	financing	financing	NOUN
fbem-1284	17	27	difficulties	difficulty	NOUN
fbem-1284	17	28	in	in	ADP
fbem-1284	17	29	a	a	DET
fbem-1284	17	30	relatively	relatively	ADV
fbem-1284	17	31	short	short	ADJ
fbem-1284	17	32	period	period	NOUN
fbem-1284	17	33	of	of	ADP
fbem-1284	17	34	time	time	NOUN
fbem-1284	17	35	.	.	PUNCT
fbem-1284	18	1	in	in	ADP
fbem-1284	18	2	financial	financial	ADJ
fbem-1284	18	3	investment	investment	NOUN
fbem-1284	18	4	markets	market	NOUN
fbem-1284	18	5	,	,	PUNCT
fbem-1284	18	6	traders	trader	NOUN
fbem-1284	18	7	often	often	ADV
fbem-1284	18	8	buy	buy	VERB
fbem-1284	18	9	and	and	CCONJ
fbem-1284	18	10	sell	sell	VERB
fbem-1284	18	11	liquid	liquid	ADJ
fbem-1284	18	12	assets	asset	NOUN
fbem-1284	18	13	to	to	PART
fbem-1284	18	14	maximize	maximize	VERB
fbem-1284	18	15	their	their	PRON
fbem-1284	18	16	total	total	ADJ
fbem-1284	18	17	returns	return	NOUN
fbem-1284	18	18	.	.	PUNCT
fbem-1284	19	1	among	among	ADP
fbem-1284	19	2	them	they	PRON
fbem-1284	19	3	,	,	PUNCT
fbem-1284	19	4	it	it	PRON
fbem-1284	19	5	is	be	AUX
fbem-1284	19	6	not	not	PART
fbem-1284	19	7	difficult	difficult	ADJ
fbem-1284	19	8	to	to	PART
fbem-1284	19	9	find	find	VERB
fbem-1284	19	10	that	that	SCONJ
fbem-1284	19	11	gold	gold	NOUN
fbem-1284	19	12	and	and	CCONJ
fbem-1284	19	13	bitcoin	bitcoin	NOUN
fbem-1284	19	14	are	be	AUX
fbem-1284	19	15	commissions	commission	NOUN
fbem-1284	19	16	when	when	SCONJ
fbem-1284	19	17	trading	trading	NOUN
fbem-1284	19	18	.	.	PUNCT
fbem-1284	20	1	however	however	ADV
fbem-1284	20	2	,	,	PUNCT
fbem-1284	20	3	given	give	VERB
fbem-1284	20	4	the	the	DET
fbem-1284	20	5	instability	instability	NOUN
fbem-1284	20	6	of	of	ADP
fbem-1284	20	7	the	the	DET
fbem-1284	20	8	daily	daily	ADJ
fbem-1284	20	9	prices	price	NOUN
fbem-1284	20	10	of	of	ADP
fbem-1284	20	11	gold	gold	NOUN
fbem-1284	20	12	and	and	CCONJ
fbem-1284	20	13	bitcoin	bitcoin	NOUN
fbem-1284	20	14	,	,	PUNCT
fbem-1284	20	15	how	how	SCONJ
fbem-1284	20	16	to	to	PART
fbem-1284	20	17	optimize	optimize	VERB
fbem-1284	20	18	the	the	DET
fbem-1284	20	19	asset	asset	NOUN
fbem-1284	20	20	trading	trading	NOUN
fbem-1284	20	21	portfolio	portfolio	NOUN
fbem-1284	20	22	in	in	ADP
fbem-1284	20	23	the	the	DET
fbem-1284	20	24	correct	correct	ADJ
fbem-1284	20	25	way	way	NOUN
fbem-1284	20	26	has	have	AUX
fbem-1284	20	27	become	become	VERB
fbem-1284	20	28	a	a	DET
fbem-1284	20	29	problem	problem	NOUN
fbem-1284	20	30	worth	worth	ADJ
fbem-1284	20	31	thinking	think	VERB
fbem-1284	20	32	about	about	ADP
fbem-1284	20	33	.	.	PUNCT
fbem-1284	21	1	2	2	X
fbem-1284	21	2	.	.	X
fbem-1284	21	3	assumptions	assumption	NOUN
fbem-1284	21	4	and	and	CCONJ
fbem-1284	21	5	justifications	justification	NOUN
fbem-1284	21	6			X
fbem-1284	21	7	assume	assume	VERB
fbem-1284	21	8	that	that	SCONJ
fbem-1284	21	9	the	the	DET
fbem-1284	21	10	past	past	ADJ
fbem-1284	21	11	prices	price	NOUN
fbem-1284	21	12	of	of	ADP
fbem-1284	21	13	gold	gold	NOUN
fbem-1284	21	14	and	and	CCONJ
fbem-1284	21	15	bitcoin	bitcoin	NOUN
fbem-1284	21	16	are	be	AUX
fbem-1284	21	17	known	know	VERB
fbem-1284	21	18	.	.	PUNCT
fbem-1284	22	1			PROPN
fbem-1284	22	2	assume	assume	VERB
fbem-1284	22	3	that	that	SCONJ
fbem-1284	22	4	the	the	DET
fbem-1284	22	5	non	non	ADJ
fbem-1284	22	6	-	-	ADJ
fbem-1284	22	7	trading	trading	ADJ
fbem-1284	22	8	time	time	NOUN
fbem-1284	22	9	price	price	NOUN
fbem-1284	22	10	of	of	ADP
fbem-1284	22	11	gold	gold	NOUN
fbem-1284	22	12	is	be	AUX
fbem-1284	22	13	the	the	DET
fbem-1284	22	14	price	price	NOUN
fbem-1284	22	15	of	of	ADP
fbem-1284	22	16	the	the	DET
fbem-1284	22	17	last	last	ADJ
fbem-1284	22	18	day	day	NOUN
fbem-1284	22	19	before	before	ADV
fbem-1284	22	20	,	,	PUNCT
fbem-1284	22	21	and	and	CCONJ
fbem-1284	22	22	ensure	ensure	VERB
fbem-1284	22	23	that	that	SCONJ
fbem-1284	22	24	the	the	DET
fbem-1284	22	25	data	data	NOUN
fbem-1284	22	26	volume	volume	NOUN
fbem-1284	22	27	of	of	ADP
fbem-1284	22	28	bitcoin	bitcoin	NOUN
fbem-1284	22	29	and	and	CCONJ
fbem-1284	22	30	gold	gold	NOUN
fbem-1284	22	31	is	be	AUX
fbem-1284	22	32	the	the	DET
fbem-1284	22	33	same	same	ADJ
fbem-1284	22	34	.	.	PUNCT
fbem-1284	23	1			PROPN
fbem-1284	23	2	assume	assume	VERB
fbem-1284	23	3	the	the	DET
fbem-1284	23	4	trader	trader	NOUN
fbem-1284	23	5	is	be	AUX
fbem-1284	23	6	risk	risk	NOUN
fbem-1284	23	7	neutral	neutral	ADJ
fbem-1284	23	8	and	and	CCONJ
fbem-1284	23	9	will	will	AUX
fbem-1284	23	10	not	not	PART
fbem-1284	23	11	react	react	VERB
fbem-1284	23	12	too	too	ADV
fbem-1284	23	13	quickly	quickly	ADV
fbem-1284	23	14	or	or	CCONJ
fbem-1284	23	15	too	too	ADV
fbem-1284	23	16	slowly	slowly	ADV
fbem-1284	23	17	.	.	PUNCT
fbem-1284	24	1			VERB
fbem-1284	24	2	assuming	assume	VERB
fbem-1284	24	3	transaction	transaction	NOUN
fbem-1284	24	4	fees	fee	NOUN
fbem-1284	24	5	is	be	AUX
fbem-1284	24	6	commission	commission	NOUN
fbem-1284	24	7	.	.	PUNCT
fbem-1284	25	1	3	3	X
fbem-1284	25	2	.	.	X
fbem-1284	25	3	symbols	symbol	NOUN
fbem-1284	25	4	and	and	CCONJ
fbem-1284	25	5	notations	notation	NOUN
fbem-1284	25	6	symbols	symbol	NOUN
fbem-1284	25	7	definition	definition	NOUN
fbem-1284	25	8	p	p	NOUN
fbem-1284	25	9	number	number	NOUN
fbem-1284	25	10	of	of	ADP
fbem-1284	25	11	autoregressive	autoregressive	ADJ
fbem-1284	25	12	terms	term	NOUN
fbem-1284	25	13	d	d	ADP
fbem-1284	25	14	algorithm	algorithm	NOUN
fbem-1284	25	15	entry	entry	NOUN
fbem-1284	25	16	difference	difference	NOUN
fbem-1284	25	17	coefficient	coefficient	NOUN
fbem-1284	25	18	q	q	X
fbem-1284	25	19	moving	move	VERB
fbem-1284	25	20	average	average	ADJ
fbem-1284	25	21	coefficient	coefficient	NOUN
fbem-1284	25	22	r	r	NOUN
fbem-1284	25	23	expected	expect	VERB
fbem-1284	25	24	risk	risk	NOUN
fbem-1284	25	25	return	return	NOUN
fbem-1284	25	26	y1	y1	ADJ
fbem-1284	25	27	bitcoin	bitcoin	ADJ
fbem-1284	25	28	y2	y2	NOUN
fbem-1284	25	29	gold	gold	NOUN
fbem-1284	25	30	correlation	correlation	NOUN
fbem-1284	25	31	coefficient	coefficient	NOUN
fbem-1284	25	32	(	(	PUNCT
fbem-1284	25	33	t=1,2,3,4,5	t=1,2,3,4,5	NUM
fbem-1284	25	34	)	)	PUNCT
fbem-1284	25	35	bitcoin	bitcoin	NOUN
fbem-1284	25	36	's	's	PART
fbem-1284	25	37	price	price	NOUN
fbem-1284	25	38	change	change	NOUN
fbem-1284	25	39	in	in	ADP
fbem-1284	25	40	five	five	NUM
fbem-1284	25	41	years	year	NOUN
fbem-1284	25	42	(	(	PUNCT
fbem-1284	25	43	t=1,2,3,4,5	t=1,2,3,4,5	NUM
fbem-1284	25	44	)	)	PUNCT
fbem-1284	25	45	change	change	NOUN
fbem-1284	25	46	in	in	ADP
fbem-1284	25	47	the	the	DET
fbem-1284	25	48	price	price	NOUN
fbem-1284	25	49	of	of	ADP
fbem-1284	25	50	gold	gold	NOUN
fbem-1284	25	51	in	in	ADP
fbem-1284	25	52	five	five	NUM
fbem-1284	25	53	years	year	NOUN
fbem-1284	25	54	4	4	NUM
fbem-1284	25	55	.	.	PUNCT
fbem-1284	26	1	the	the	DET
fbem-1284	26	2	overall	overall	ADJ
fbem-1284	26	3	and	and	CCONJ
fbem-1284	26	4	specific	specific	ADJ
fbem-1284	26	5	thinking	thinking	NOUN
fbem-1284	26	6	of	of	ADP
fbem-1284	26	7	the	the	DET
fbem-1284	26	8	problem	problem	NOUN
fbem-1284	26	9	4.1	4.1	NUM
fbem-1284	26	10	.	.	PUNCT
fbem-1284	27	1	overall	overall	ADJ
fbem-1284	27	2	idea	idea	NOUN
fbem-1284	27	3	of	of	ADP
fbem-1284	27	4	the	the	DET
fbem-1284	27	5	problem	problem	NOUN
fbem-1284	27	6	to	to	PART
fbem-1284	27	7	correctly	correctly	ADV
fbem-1284	27	8	to	to	PART
fbem-1284	27	9	analyze	analyze	VERB
fbem-1284	27	10	the	the	DET
fbem-1284	27	11	optimization	optimization	NOUN
fbem-1284	27	12	of	of	ADP
fbem-1284	27	13	trading	trading	NOUN
fbem-1284	27	14	strategies	strategy	NOUN
fbem-1284	27	15	,	,	PUNCT
fbem-1284	27	16	the	the	DET
fbem-1284	27	17	problem	problem	NOUN
fbem-1284	27	18	that	that	PRON
fbem-1284	27	19	needs	need	VERB
fbem-1284	27	20	to	to	PART
fbem-1284	27	21	establish	establish	VERB
fbem-1284	27	22	a	a	DET
fbem-1284	27	23	quantitative	quantitative	ADJ
fbem-1284	27	24	indicator	indicator	NOUN
fbem-1284	27	25	system	system	NOUN
fbem-1284	27	26	,	,	PUNCT
fbem-1284	27	27	so	so	SCONJ
fbem-1284	27	28	we	we	PRON
fbem-1284	27	29	chose	choose	VERB
fbem-1284	27	30	the	the	DET
fbem-1284	27	31	arima	arima	PROPN
fbem-1284	27	32	algorithm	algorithm	NOUN
fbem-1284	27	33	model	model	NOUN
fbem-1284	27	34	for	for	ADP
fbem-1284	27	35	prediction	prediction	NOUN
fbem-1284	27	36	.	.	PUNCT
fbem-1284	28	1	arima	arima	PROPN
fbem-1284	28	2	model	model	NOUN
fbem-1284	28	3	is	be	AUX
fbem-1284	28	4	a	a	DET
fbem-1284	28	5	well	well	ADV
fbem-1284	28	6	-	-	PUNCT
fbem-1284	28	7	known	know	VERB
fbem-1284	28	8	time	time	NOUN
fbem-1284	28	9	series	series	PROPN
fbem-1284	28	10	forecasting	forecasting	NOUN
fbem-1284	28	11	method	method	NOUN
fbem-1284	28	12	,	,	PUNCT
fbem-1284	28	13	which	which	PRON
fbem-1284	28	14	is	be	AUX
fbem-1284	28	15	essentially	essentially	ADV
fbem-1284	28	16	a	a	DET
fbem-1284	28	17	linear	linear	ADJ
fbem-1284	28	18	regression	regression	NOUN
fbem-1284	28	19	.	.	PUNCT
fbem-1284	29	1	it	it	PRON
fbem-1284	29	2	performs	perform	VERB
fbem-1284	29	3	regression	regression	NOUN
fbem-1284	29	4	according	accord	VERB
fbem-1284	29	5	to	to	ADP
fbem-1284	29	6	its	its	PRON
fbem-1284	29	7	own	own	ADJ
fbem-1284	29	8	historical	historical	ADJ
fbem-1284	29	9	data	datum	NOUN
fbem-1284	29	10	and	and	CCONJ
fbem-1284	29	11	is	be	AUX
fbem-1284	29	12	suitable	suitable	ADJ
fbem-1284	29	13	onto	onto	ADP
fbem-1284	29	14	data	datum	NOUN
fbem-1284	29	15	with	with	ADP
fbem-1284	29	16	high	high	ADJ
fbem-1284	29	17	and	and	CCONJ
fbem-1284	29	18	stable	stable	ADJ
fbem-1284	29	19	correlation	correlation	NOUN
fbem-1284	29	20	.	.	PUNCT
fbem-1284	30	1	first	first	ADV
fbem-1284	30	2	,	,	PUNCT
fbem-1284	30	3	according	accord	VERB
fbem-1284	30	4	to	to	ADP
fbem-1284	30	5	the	the	DET
fbem-1284	30	6	2016	2016	NUM
fbem-1284	30	7	-	-	PUNCT
fbem-1284	30	8	2021	2021	NUM
fbem-1284	30	9	data	datum	NOUN
fbem-1284	30	10	of	of	ADP
fbem-1284	30	11	each	each	DET
fbem-1284	30	12	bitcoin	bitcoin	NOUN
fbem-1284	30	13	and	and	CCONJ
fbem-1284	30	14	gold	gold	NOUN
fbem-1284	30	15	,	,	PUNCT
fbem-1284	30	16	put	put	VERB
fbem-1284	30	17	the	the	DET
fbem-1284	30	18	data	datum	NOUN
fbem-1284	30	19	from	from	ADP
fbem-1284	30	20	history	history	NOUN
fbem-1284	30	21	to	to	ADP
fbem-1284	30	22	today	today	NOUN
fbem-1284	30	23	into	into	ADP
fbem-1284	30	24	the	the	DET
fbem-1284	30	25	arima	arima	PROPN
fbem-1284	30	26	model	model	NOUN
fbem-1284	30	27	to	to	PART
fbem-1284	30	28	predict	predict	VERB
fbem-1284	30	29	future	future	ADJ
fbem-1284	30	30	prices	price	NOUN
fbem-1284	30	31	.	.	PUNCT
fbem-1284	31	1	determine	determine	VERB
fbem-1284	31	2	whether	whether	SCONJ
fbem-1284	31	3	traders	trader	NOUN
fbem-1284	31	4	should	should	AUX
fbem-1284	31	5	buy	buy	VERB
fbem-1284	31	6	,	,	PUNCT
fbem-1284	31	7	hold	hold	VERB
fbem-1284	31	8	or	or	CCONJ
fbem-1284	31	9	sell	sell	VERB
fbem-1284	31	10	assets	asset	NOUN
fbem-1284	31	11	in	in	ADP
fbem-1284	31	12	their	their	PRON
fbem-1284	31	13	portfolios	portfolio	NOUN
fbem-1284	31	14	on	on	ADP
fbem-1284	31	15	a	a	DET
fbem-1284	31	16	daily	daily	ADJ
fbem-1284	31	17	basis	basis	NOUN
fbem-1284	31	18	by	by	ADP
fbem-1284	31	19	comparing	compare	VERB
fbem-1284	31	20	the	the	DET
fbem-1284	31	21	prices	price	NOUN
fbem-1284	31	22	of	of	ADP
fbem-1284	31	23	two	two	NUM
fbem-1284	31	24	assets	asset	NOUN
fbem-1284	31	25	,	,	PUNCT
fbem-1284	31	26	bitcoin	bitcoin	NOUN
fbem-1284	31	27	and	and	CCONJ
fbem-1284	31	28	gold	gold	NOUN
fbem-1284	31	29	.	.	PUNCT
fbem-1284	32	1	at	at	ADP
fbem-1284	32	2	the	the	DET
fbem-1284	32	3	same	same	ADJ
fbem-1284	32	4	time	time	NOUN
fbem-1284	32	5	,	,	PUNCT
fbem-1284	32	6	in	in	ADP
fbem-1284	32	7	order	order	NOUN
fbem-1284	32	8	to	to	PART
fbem-1284	32	9	maximize	maximize	VERB
fbem-1284	32	10	the	the	DET
fbem-1284	32	11	accuracy	accuracy	NOUN
fbem-1284	32	12	of	of	ADP
fbem-1284	32	13	the	the	DET
fbem-1284	32	14	forecast	forecast	NOUN
fbem-1284	32	15	,	,	PUNCT
fbem-1284	32	16	a	a	DET
fbem-1284	32	17	forecast	forecast	NOUN
fbem-1284	32	18	is	be	AUX
fbem-1284	32	19	carried	carry	VERB
fbem-1284	32	20	out	out	ADP
fbem-1284	32	21	every	every	DET
fbem-1284	32	22	day	day	NOUN
fbem-1284	32	23	,	,	PUNCT
fbem-1284	32	24	the	the	DET
fbem-1284	32	25	asset	asset	NOUN
fbem-1284	32	26	comparison	comparison	NOUN
fbem-1284	32	27	is	be	AUX
fbem-1284	32	28	performed	perform	VERB
fbem-1284	32	29	using	use	VERB
fbem-1284	32	30	the	the	DET
fbem-1284	32	31	arima	arima	PROPN
fbem-1284	32	32	model	model	NOUN
fbem-1284	32	33	.	.	PUNCT
fbem-1284	33	1	surely	surely	ADV
fbem-1284	33	2	,	,	PUNCT
fbem-1284	33	3	the	the	DET
fbem-1284	33	4	142	142	NUM
fbem-1284	33	5	model	model	NOUN
fbem-1284	33	6	can	can	AUX
fbem-1284	33	7	be	be	AUX
fbem-1284	33	8	optimized	optimize	VERB
fbem-1284	33	9	in	in	ADP
fbem-1284	33	10	the	the	DET
fbem-1284	33	11	later	later	ADJ
fbem-1284	33	12	stage	stage	NOUN
fbem-1284	33	13	,	,	PUNCT
fbem-1284	33	14	adding	add	VERB
fbem-1284	33	15	an	an	DET
fbem-1284	33	16	elastic	elastic	ADJ
fbem-1284	33	17	amount	amount	NOUN
fbem-1284	33	18	to	to	PART
fbem-1284	33	19	reduce	reduce	VERB
fbem-1284	33	20	the	the	DET
fbem-1284	33	21	sensitivity	sensitivity	NOUN
fbem-1284	33	22	to	to	PART
fbem-1284	33	23	price	price	VERB
fbem-1284	33	24	,	,	PUNCT
fbem-1284	33	25	such	such	ADJ
fbem-1284	33	26	as	as	ADP
fbem-1284	33	27	how	how	SCONJ
fbem-1284	33	28	much	much	ADJ
fbem-1284	33	29	loss	loss	NOUN
fbem-1284	33	30	is	be	AUX
fbem-1284	33	31	accepted	accept	VERB
fbem-1284	33	32	.	.	PUNCT
fbem-1284	34	1	finally	finally	ADV
fbem-1284	34	2	,	,	PUNCT
fbem-1284	34	3	it	it	PRON
fbem-1284	34	4	can	can	AUX
fbem-1284	34	5	be	be	AUX
fbem-1284	34	6	verified	verify	VERB
fbem-1284	34	7	that	that	SCONJ
fbem-1284	34	8	the	the	DET
fbem-1284	34	9	accuracy	accuracy	NOUN
fbem-1284	34	10	of	of	ADP
fbem-1284	34	11	the	the	DET
fbem-1284	34	12	arima	arima	PROPN
fbem-1284	34	13	model	model	NOUN
fbem-1284	34	14	is	be	AUX
fbem-1284	34	15	the	the	DET
fbem-1284	34	16	highest	high	ADJ
fbem-1284	34	17	by	by	ADP
fbem-1284	34	18	comparing	compare	VERB
fbem-1284	34	19	other	other	ADJ
fbem-1284	34	20	mainstream	mainstream	NOUN
fbem-1284	34	21	machine	machine	NOUN
fbem-1284	34	22	learning	learning	NOUN
fbem-1284	34	23	models	model	NOUN
fbem-1284	34	24	,	,	PUNCT
fbem-1284	34	25	the	the	DET
fbem-1284	34	26	arima	arima	NOUN
fbem-1284	34	27	model	model	NOUN
fbem-1284	34	28	is	be	AUX
fbem-1284	34	29	the	the	DET
fbem-1284	34	30	best	good	ADJ
fbem-1284	34	31	strategy	strategy	NOUN
fbem-1284	34	32	for	for	ADP
fbem-1284	34	33	this	this	DET
fbem-1284	34	34	problem.in	problem.in	VERB
fbem-1284	34	35	order	order	NOUN
fbem-1284	34	36	to	to	PART
fbem-1284	34	37	determine	determine	VERB
fbem-1284	34	38	the	the	DET
fbem-1284	34	39	sensitivity	sensitivity	NOUN
fbem-1284	34	40	of	of	ADP
fbem-1284	34	41	the	the	DET
fbem-1284	34	42	strategy	strategy	NOUN
fbem-1284	34	43	to	to	ADP
fbem-1284	34	44	transaction	transaction	NOUN
fbem-1284	34	45	costs	cost	NOUN
fbem-1284	34	46	,	,	PUNCT
fbem-1284	34	47	we	we	PRON
fbem-1284	34	48	considered	consider	VERB
fbem-1284	34	49	fine	fine	ADV
fbem-1284	34	50	-	-	PUNCT
fbem-1284	34	51	tuning	tune	VERB
fbem-1284	34	52	the	the	DET
fbem-1284	34	53	asset	asset	NOUN
fbem-1284	34	54	price	price	NOUN
fbem-1284	34	55	,	,	PUNCT
fbem-1284	34	56	and	and	CCONJ
fbem-1284	34	57	then	then	ADV
fbem-1284	34	58	made	make	VERB
fbem-1284	34	59	the	the	DET
fbem-1284	34	60	forecast	forecast	NOUN
fbem-1284	34	61	results	result	NOUN
fbem-1284	34	62	from	from	ADP
fbem-1284	34	63	the	the	DET
fbem-1284	34	64	next	next	ADJ
fbem-1284	34	65	day	day	NOUN
fbem-1284	34	66	.	.	PUNCT
fbem-1284	35	1	the	the	DET
fbem-1284	35	2	results	result	NOUN
fbem-1284	35	3	show	show	VERB
fbem-1284	35	4	that	that	SCONJ
fbem-1284	35	5	the	the	DET
fbem-1284	35	6	impact	impact	NOUN
fbem-1284	35	7	on	on	ADP
fbem-1284	35	8	transaction	transaction	NOUN
fbem-1284	35	9	costs	cost	NOUN
fbem-1284	35	10	is	be	AUX
fbem-1284	35	11	small	small	ADJ
fbem-1284	35	12	in	in	ADP
fbem-1284	35	13	the	the	DET
fbem-1284	35	14	short	short	ADJ
fbem-1284	35	15	term	term	NOUN
fbem-1284	35	16	and	and	CCONJ
fbem-1284	35	17	significant	significant	ADJ
fbem-1284	35	18	in	in	ADP
fbem-1284	35	19	the	the	DET
fbem-1284	35	20	long	long	ADJ
fbem-1284	35	21	term	term	NOUN
fbem-1284	35	22	.	.	PUNCT
fbem-1284	36	1	finally	finally	ADV
fbem-1284	36	2	,	,	PUNCT
fbem-1284	36	3	through	through	ADP
fbem-1284	36	4	the	the	DET
fbem-1284	36	5	arima	arima	PROPN
fbem-1284	36	6	model	model	NOUN
fbem-1284	36	7	,	,	PUNCT
fbem-1284	36	8	we	we	PRON
fbem-1284	36	9	can	can	AUX
fbem-1284	36	10	smoothly	smoothly	ADV
fbem-1284	36	11	get	get	VERB
fbem-1284	36	12	the	the	DET
fbem-1284	36	13	decision	decision	NOUN
fbem-1284	36	14	of	of	ADP
fbem-1284	36	15	each	each	DET
fbem-1284	36	16	day	day	NOUN
fbem-1284	36	17	after	after	ADP
fbem-1284	36	18	the	the	DET
fbem-1284	36	19	first	first	ADJ
fbem-1284	36	20	day	day	NOUN
fbem-1284	36	21	,	,	PUNCT
fbem-1284	36	22	and	and	CCONJ
fbem-1284	36	23	give	give	VERB
fbem-1284	36	24	the	the	DET
fbem-1284	36	25	best	good	ADJ
fbem-1284	36	26	daily	daily	ADJ
fbem-1284	36	27	trading	trading	NOUN
fbem-1284	36	28	strategy	strategy	NOUN
fbem-1284	36	29	based	base	VERB
fbem-1284	36	30	on	on	ADP
fbem-1284	36	31	the	the	DET
fbem-1284	36	32	trading	trading	NOUN
fbem-1284	36	33	strategy	strategy	NOUN
fbem-1284	36	34	of	of	ADP
fbem-1284	36	35	the	the	DET
fbem-1284	36	36	day	day	NOUN
fbem-1284	36	37	.	.	PUNCT
fbem-1284	37	1	and	and	CCONJ
fbem-1284	37	2	from	from	ADP
fbem-1284	37	3	this	this	PRON
fbem-1284	37	4	,	,	PUNCT
fbem-1284	37	5	we	we	PRON
fbem-1284	37	6	can	can	AUX
fbem-1284	37	7	know	know	VERB
fbem-1284	37	8	that	that	SCONJ
fbem-1284	37	9	the	the	DET
fbem-1284	37	10	initial	initial	ADJ
fbem-1284	37	11	$	$	SYM
fbem-1284	37	12	1,000	1,000	NUM
fbem-1284	37	13	investment	investment	NOUN
fbem-1284	37	14	is	be	AUX
fbem-1284	37	15	worth	worth	ADJ
fbem-1284	37	16	$	$	SYM
fbem-1284	37	17	94,489.092	94,489.092	NUM
fbem-1284	37	18	five	five	NUM
fbem-1284	37	19	years	year	NOUN
fbem-1284	37	20	later	later	ADV
fbem-1284	37	21	.	.	PUNCT
fbem-1284	38	1	the	the	DET
fbem-1284	38	2	overall	overall	ADJ
fbem-1284	38	3	idea	idea	NOUN
fbem-1284	38	4	flows	flow	VERB
fbem-1284	38	5	chart	chart	NOUN
fbem-1284	38	6	1	1	NUM
fbem-1284	38	7	is	be	AUX
fbem-1284	38	8	as	as	SCONJ
fbem-1284	38	9	follows	follow	VERB
fbem-1284	38	10	:	:	PUNCT
fbem-1284	38	11	figure	figure	NOUN
fbem-1284	38	12	1	1	NUM
fbem-1284	38	13	.	.	PUNCT
fbem-1284	39	1	overall	overall	ADJ
fbem-1284	39	2	idea	idea	NOUN
fbem-1284	39	3	flow	flow	NOUN
fbem-1284	39	4	chart	chart	NOUN
fbem-1284	39	5	4.2	4.2	NUM
fbem-1284	39	6	.	.	PUNCT
fbem-1284	40	1	problem	problem	NOUN
fbem-1284	40	2	specific	specific	ADJ
fbem-1284	40	3	ideas	idea	NOUN
fbem-1284	40	4	4.2.1	4.2.1	NOUN
fbem-1284	40	5	.	.	PUNCT
fbem-1284	40	6	solution	solution	NOUN
fbem-1284	40	7	to	to	ADP
fbem-1284	40	8	how	how	SCONJ
fbem-1284	40	9	the	the	DET
fbem-1284	40	10	trader	trader	NOUN
fbem-1284	40	11	makes	make	VERB
fbem-1284	40	12	daily	daily	ADJ
fbem-1284	40	13	decisions	decision	NOUN
fbem-1284	40	14			X
fbem-1284	40	15	build	build	VERB
fbem-1284	40	16	an	an	DET
fbem-1284	40	17	arima	arima	NOUN
fbem-1284	40	18	model	model	NOUN
fbem-1284	40	19	as	as	ADP
fbem-1284	40	20	a	a	DET
fbem-1284	40	21	typical	typical	ADJ
fbem-1284	40	22	representative	representative	NOUN
fbem-1284	40	23	of	of	ADP
fbem-1284	40	24	time	time	NOUN
fbem-1284	40	25	series	series	PROPN
fbem-1284	40	26	models	model	NOUN
fbem-1284	40	27	,	,	PUNCT
fbem-1284	40	28	arima	arima	PROPN
fbem-1284	40	29	model	model	NOUN
fbem-1284	40	30	has	have	VERB
fbem-1284	40	31	the	the	DET
fbem-1284	40	32	characteristics	characteristic	NOUN
fbem-1284	40	33	of	of	ADP
fbem-1284	40	34	strong	strong	ADJ
fbem-1284	40	35	short	short	ADJ
fbem-1284	40	36	-	-	PUNCT
fbem-1284	40	37	term	term	NOUN
fbem-1284	40	38	forecasting	forecasting	NOUN
fbem-1284	40	39	ability	ability	NOUN
fbem-1284	40	40	,	,	PUNCT
fbem-1284	40	41	high	high	ADJ
fbem-1284	40	42	practicability	practicability	NOUN
fbem-1284	40	43	,	,	PUNCT
fbem-1284	40	44	and	and	CCONJ
fbem-1284	40	45	data	datum	NOUN
fbem-1284	40	46	stability	stability	NOUN
fbem-1284	40	47	,	,	PUNCT
fbem-1284	40	48	and	and	CCONJ
fbem-1284	40	49	is	be	AUX
fbem-1284	40	50	often	often	ADV
fbem-1284	40	51	used	use	VERB
fbem-1284	40	52	to	to	PART
fbem-1284	40	53	predict	predict	VERB
fbem-1284	40	54	value	value	NOUN
fbem-1284	40	55	data	datum	NOUN
fbem-1284	40	56	onto	onto	ADP
fbem-1284	40	57	the	the	DET
fbem-1284	40	58	economic	economic	ADJ
fbem-1284	40	59	and	and	CCONJ
fbem-1284	40	60	financial	financial	ADJ
fbem-1284	40	61	fields	field	NOUN
fbem-1284	40	62	.	.	PUNCT
fbem-1284	41	1	when	when	SCONJ
fbem-1284	41	2	predicting	predict	VERB
fbem-1284	41	3	the	the	DET
fbem-1284	41	4	value	value	NOUN
fbem-1284	41	5	of	of	ADP
fbem-1284	41	6	the	the	DET
fbem-1284	41	7	asset	asset	NOUN
fbem-1284	41	8	portfolio	portfolio	NOUN
fbem-1284	41	9	,	,	PUNCT
fbem-1284	41	10	we	we	PRON
fbem-1284	41	11	can	can	AUX
fbem-1284	41	12	first	first	ADV
fbem-1284	41	13	perform	perform	VERB
fbem-1284	41	14	the	the	DET
fbem-1284	41	15	stationary	stationary	ADJ
fbem-1284	41	16	test	test	NOUN
fbem-1284	41	17	of	of	ADP
fbem-1284	41	18	the	the	DET
fbem-1284	41	19	data	datum	NOUN
fbem-1284	41	20	,	,	PUNCT
fbem-1284	41	21	then	then	ADV
fbem-1284	41	22	use	use	VERB
fbem-1284	41	23	the	the	DET
fbem-1284	41	24	autocorrelation	autocorrelation	NOUN
fbem-1284	41	25	coefficient	coefficient	NOUN
fbem-1284	41	26	and	and	CCONJ
fbem-1284	41	27	partial	partial	ADJ
fbem-1284	41	28	autocorrelation	autocorrelation	NOUN
fbem-1284	41	29	coefficient	coefficient	NOUN
fbem-1284	41	30	to	to	PART
fbem-1284	41	31	determine	determine	VERB
fbem-1284	41	32	the	the	DET
fbem-1284	41	33	order	order	NOUN
fbem-1284	41	34	,	,	PUNCT
fbem-1284	41	35	and	and	CCONJ
fbem-1284	41	36	perform	perform	VERB
fbem-1284	41	37	the	the	DET
fbem-1284	41	38	significance	significance	NOUN
fbem-1284	41	39	test	test	NOUN
fbem-1284	41	40	and	and	CCONJ
fbem-1284	41	41	white	white	ADJ
fbem-1284	41	42	noise	noise	NOUN
fbem-1284	41	43	test	test	NOUN
fbem-1284	41	44	to	to	PART
fbem-1284	41	45	confirm	confirm	VERB
fbem-1284	41	46	that	that	SCONJ
fbem-1284	41	47	the	the	DET
fbem-1284	41	48	model	model	NOUN
fbem-1284	41	49	is	be	AUX
fbem-1284	41	50	reasonable	reasonable	ADJ
fbem-1284	41	51	so	so	SCONJ
fbem-1284	41	52	that	that	SCONJ
fbem-1284	41	53	the	the	DET
fbem-1284	41	54	model	model	NOUN
fbem-1284	41	55	can	can	AUX
fbem-1284	41	56	be	be	AUX
fbem-1284	41	57	completed	complete	VERB
fbem-1284	41	58	at	at	ADP
fbem-1284	41	59	last	last	ADJ
fbem-1284	41	60	.	.	PUNCT
fbem-1284	42	1	the	the	DET
fbem-1284	42	2	general	general	ADJ
fbem-1284	42	3	form	form	NOUN
fbem-1284	42	4	of	of	ADP
fbem-1284	42	5	the	the	DET
fbem-1284	42	6	model	model	NOUN
fbem-1284	42	7	are	be	AUX
fbem-1284	42	8	as	as	SCONJ
fbem-1284	42	9	follows	follow	VERB
fbem-1284	42	10	:	:	PUNCT
fbem-1284	42	11	1.data	1.data	NUM
fbem-1284	42	12	preprocessing	preprocesse	VERB
fbem-1284	42	13	stationarity	stationarity	NOUN
fbem-1284	42	14	test	test	NOUN
fbem-1284	42	15	the	the	DET
fbem-1284	42	16	preprocessing	preprocessing	NOUN
fbem-1284	42	17	of	of	ADP
fbem-1284	42	18	arima	arima	PROPN
fbem-1284	42	19	model	model	NOUN
fbem-1284	42	20	includes	include	VERB
fbem-1284	42	21	two	two	NUM
fbem-1284	42	22	aspects	aspect	NOUN
fbem-1284	42	23	:	:	PUNCT
fbem-1284	42	24	stationary	stationary	ADJ
fbem-1284	42	25	test	test	NOUN
fbem-1284	42	26	and	and	CCONJ
fbem-1284	42	27	white	white	ADJ
fbem-1284	42	28	noise	noise	NOUN
fbem-1284	42	29	test	test	NOUN
fbem-1284	42	30	.	.	PUNCT
fbem-1284	43	1	first	first	ADV
fbem-1284	43	2	,	,	PUNCT
fbem-1284	43	3	we	we	PRON
fbem-1284	43	4	observed	observe	VERB
fbem-1284	43	5	that	that	SCONJ
fbem-1284	43	6	the	the	DET
fbem-1284	43	7	data	data	NOUN
fbem-1284	43	8	is	be	AUX
fbem-1284	43	9	in	in	ADP
fbem-1284	43	10	a	a	DET
fbem-1284	43	11	state	state	NOUN
fbem-1284	43	12	of	of	ADP
fbem-1284	43	13	non	non	ADJ
fbem-1284	43	14	-	-	ADJ
fbem-1284	43	15	stationary	stationary	ADJ
fbem-1284	43	16	growth	growth	NOUN
fbem-1284	43	17	,	,	PUNCT
fbem-1284	43	18	and	and	CCONJ
fbem-1284	43	19	difference	difference	NOUN
fbem-1284	43	20	processing	processing	NOUN
fbem-1284	43	21	is	be	AUX
fbem-1284	43	22	required	require	VERB
fbem-1284	43	23	.	.	PUNCT
fbem-1284	44	1	we	we	PRON
fbem-1284	44	2	suppose	suppose	VERB
fbem-1284	44	3	y1	y1	NOUN
fbem-1284	44	4	is	be	AUX
fbem-1284	44	5	bitcoin	bitcoin	ADJ
fbem-1284	44	6	,	,	PUNCT
fbem-1284	44	7	y2	y2	PROPN
fbem-1284	44	8	is	be	AUX
fbem-1284	44	9	gold	gold	NOUN
fbem-1284	44	10	,	,	PUNCT
fbem-1284	44	11	diffy1_1	diffy1_1	X
fbem-1284	44	12	is	be	AUX
fbem-1284	44	13	the	the	DET
fbem-1284	44	14	first	first	ADJ
fbem-1284	44	15	-	-	PUNCT
fbem-1284	44	16	order	order	NOUN
fbem-1284	44	17	difference	difference	NOUN
fbem-1284	44	18	of	of	ADP
fbem-1284	44	19	y1	y1	NOUN
fbem-1284	44	20	,	,	PUNCT
fbem-1284	44	21	diffy1_2	diffy1_2	PROPN
fbem-1284	44	22	is	be	AUX
fbem-1284	44	23	the	the	DET
fbem-1284	44	24	second	second	ADJ
fbem-1284	44	25	-	-	PUNCT
fbem-1284	44	26	order	order	NOUN
fbem-1284	44	27	difference	difference	NOUN
fbem-1284	44	28	of	of	ADP
fbem-1284	44	29	y1	y1	NOUN
fbem-1284	44	30	,	,	PUNCT
fbem-1284	44	31	diffy2_1	diffy2_1	NOUN
fbem-1284	44	32	is	be	AUX
fbem-1284	44	33	the	the	DET
fbem-1284	44	34	first	first	ADJ
fbem-1284	44	35	-	-	PUNCT
fbem-1284	44	36	order	order	NOUN
fbem-1284	44	37	difference	difference	NOUN
fbem-1284	44	38	of	of	ADP
fbem-1284	44	39	y2	y2	NOUN
fbem-1284	44	40	,	,	PUNCT
fbem-1284	44	41	and	and	CCONJ
fbem-1284	44	42	diffy2_2	diffy2_2	NOUN
fbem-1284	44	43	is	be	AUX
fbem-1284	44	44	the	the	DET
fbem-1284	44	45	second	second	ADJ
fbem-1284	44	46	-	-	PUNCT
fbem-1284	44	47	order	order	NOUN
fbem-1284	44	48	difference	difference	NOUN
fbem-1284	44	49	of	of	ADP
fbem-1284	44	50	y2	y2	NOUN
fbem-1284	44	51	.	.	PUNCT
fbem-1284	45	1	it	it	PRON
fbem-1284	45	2	is	be	AUX
fbem-1284	45	3	in	in	ADP
fbem-1284	45	4	periodic	periodic	ADJ
fbem-1284	45	5	fluctuations	fluctuation	NOUN
fbem-1284	45	6	and	and	CCONJ
fbem-1284	45	7	can	can	AUX
fbem-1284	45	8	not	not	PART
fbem-1284	45	9	be	be	AUX
fbem-1284	45	10	stabilized	stabilize	VERB
fbem-1284	45	11	in	in	ADP
fbem-1284	45	12	a	a	DET
fbem-1284	45	13	certain	certain	ADJ
fbem-1284	45	14	interval	interval	NOUN
fbem-1284	45	15	value	value	NOUN
fbem-1284	45	16	,	,	PUNCT
fbem-1284	45	17	so	so	CCONJ
fbem-1284	45	18	the	the	DET
fbem-1284	45	19	second	second	ADJ
fbem-1284	45	20	-	-	PUNCT
fbem-1284	45	21	order	order	NOUN
fbem-1284	45	22	difference	difference	NOUN
fbem-1284	45	23	is	be	AUX
fbem-1284	45	24	performed	perform	VERB
fbem-1284	45	25	again	again	ADV
fbem-1284	45	26	,	,	PUNCT
fbem-1284	45	27	and	and	CCONJ
fbem-1284	45	28	the	the	DET
fbem-1284	45	29	data	data	NOUN
fbem-1284	45	30	tends	tend	VERB
fbem-1284	45	31	to	to	PART
fbem-1284	45	32	be	be	AUX
fbem-1284	45	33	stable	stable	ADJ
fbem-1284	45	34	.	.	PUNCT
fbem-1284	46	1	the	the	DET
fbem-1284	46	2	following	follow	VERB
fbem-1284	46	3	are	be	AUX
fbem-1284	46	4	the	the	DET
fbem-1284	46	5	formulas	formula	NOUN
fbem-1284	46	6	for	for	ADP
fbem-1284	46	7	first	first	ADJ
fbem-1284	46	8	-	-	PUNCT
fbem-1284	46	9	order	order	NOUN
fbem-1284	46	10	difference	difference	NOUN
fbem-1284	46	11	and	and	CCONJ
fbem-1284	46	12	second	second	ADJ
fbem-1284	46	13	-	-	PUNCT
fbem-1284	46	14	order	order	NOUN
fbem-1284	46	15	difference	difference	NOUN
fbem-1284	46	16	:	:	PUNCT
fbem-1284	46	17	the	the	DET
fbem-1284	46	18	difference	difference	NOUN
fbem-1284	46	19	results	result	NOUN
fbem-1284	46	20	are	be	AUX
fbem-1284	46	21	shown	show	VERB
fbem-1284	46	22	in	in	ADP
fbem-1284	46	23	figure	figure	NOUN
fbem-1284	46	24	2	2	NUM
fbem-1284	46	25	.	.	X
fbem-1284	46	26	143	143	NUM
fbem-1284	46	27	figure	figure	NOUN
fbem-1284	46	28	2	2	NUM
fbem-1284	46	29	.	.	PUNCT
fbem-1284	47	1	y1,y2	y1,y2	PROPN
fbem-1284	47	2	and	and	CCONJ
fbem-1284	47	3	their	their	PRON
fbem-1284	47	4	first	first	ADJ
fbem-1284	47	5	-	-	PUNCT
fbem-1284	47	6	order	order	NOUN
fbem-1284	47	7	second	second	ADJ
fbem-1284	47	8	-	-	PUNCT
fbem-1284	47	9	order	order	NOUN
fbem-1284	47	10	differences	difference	NOUN
fbem-1284	47	11	2	2	NUM
fbem-1284	47	12	.	.	PUNCT
fbem-1284	47	13	determine	determine	VERB
fbem-1284	47	14	p	p	PRON
fbem-1284	47	15	,	,	PUNCT
fbem-1284	47	16	d	d	PROPN
fbem-1284	47	17	,	,	PUNCT
fbem-1284	47	18	q	q	PROPN
fbem-1284	47	19			NOUN
fbem-1284	47	20	determine	determine	NOUN
fbem-1284	47	21	d	d	PROPN
fbem-1284	47	22	the	the	DET
fbem-1284	47	23	arima	arima	PROPN
fbem-1284	47	24	model	model	NOUN
fbem-1284	47	25	uses	use	VERB
fbem-1284	47	26	three	three	NUM
fbem-1284	47	27	coefficients	coefficient	NOUN
fbem-1284	47	28	p	p	X
fbem-1284	47	29	,	,	PUNCT
fbem-1284	47	30	d	d	NOUN
fbem-1284	47	31	,	,	PUNCT
fbem-1284	47	32	and	and	CCONJ
fbem-1284	47	33	q	q	AUX
fbem-1284	47	34	to	to	PART
fbem-1284	47	35	perform	perform	VERB
fbem-1284	47	36	the	the	DET
fbem-1284	47	37	entry	entry	NOUN
fbem-1284	47	38	algorithm	algorithm	NOUN
fbem-1284	47	39	,	,	PUNCT
fbem-1284	47	40	where	where	SCONJ
fbem-1284	47	41	p	p	NOUN
fbem-1284	47	42	represents	represent	VERB
fbem-1284	47	43	the	the	DET
fbem-1284	47	44	number	number	NOUN
fbem-1284	47	45	of	of	ADP
fbem-1284	47	46	autoregressive	autoregressive	ADJ
fbem-1284	47	47	terms	term	NOUN
fbem-1284	47	48	,	,	PUNCT
fbem-1284	47	49	q	q	PUNCT
fbem-1284	47	50	represents	represent	VERB
fbem-1284	47	51	the	the	DET
fbem-1284	47	52	number	number	NOUN
fbem-1284	47	53	of	of	ADP
fbem-1284	47	54	moving	move	VERB
fbem-1284	47	55	average	average	ADJ
fbem-1284	47	56	terms	term	NOUN
fbem-1284	47	57	,	,	PUNCT
fbem-1284	47	58	and	and	CCONJ
fbem-1284	47	59	d	d	NOUN
fbem-1284	47	60	represents	represent	VERB
fbem-1284	47	61	the	the	DET
fbem-1284	47	62	difference	difference	NOUN
fbem-1284	47	63	order	order	NOUN
fbem-1284	47	64	to	to	PART
fbem-1284	47	65	ensure	ensure	VERB
fbem-1284	47	66	the	the	DET
fbem-1284	47	67	stability	stability	NOUN
fbem-1284	47	68	of	of	ADP
fbem-1284	47	69	the	the	DET
fbem-1284	47	70	algorithm	algorithm	NOUN
fbem-1284	47	71	entry	entry	NOUN
fbem-1284	47	72	.	.	PUNCT
fbem-1284	48	1	through	through	ADP
fbem-1284	48	2	the	the	DET
fbem-1284	48	3	second	second	ADJ
fbem-1284	48	4	-	-	PUNCT
fbem-1284	48	5	order	order	NOUN
fbem-1284	48	6	difference	difference	NOUN
fbem-1284	48	7	,	,	PUNCT
fbem-1284	48	8	the	the	DET
fbem-1284	48	9	non	non	ADJ
fbem-1284	48	10	-	-	ADJ
fbem-1284	48	11	stationary	stationary	ADJ
fbem-1284	48	12	time	time	NOUN
fbem-1284	48	13	series	series	NOUN
fbem-1284	48	14	is	be	AUX
fbem-1284	48	15	turned	turn	VERB
fbem-1284	48	16	into	into	ADP
fbem-1284	48	17	a	a	DET
fbem-1284	48	18	stationary	stationary	ADJ
fbem-1284	48	19	one	one	NUM
fbem-1284	48	20	.	.	PUNCT
fbem-1284	49	1	according	accord	VERB
fbem-1284	49	2	to	to	PART
fbem-1284	49	3	figure	figure	VERB
fbem-1284	49	4	2,we	2,we	NUM
fbem-1284	49	5	can	can	AUX
fbem-1284	49	6	observe	observe	VERB
fbem-1284	49	7	that	that	SCONJ
fbem-1284	49	8	diffy1_2	diffy1_2	PROPN
fbem-1284	49	9	and	and	CCONJ
fbem-1284	49	10	diffy2_2	diffy2_2	NOUN
fbem-1284	49	11	are	be	AUX
fbem-1284	49	12	relatively	relatively	ADV
fbem-1284	49	13	stable	stable	ADJ
fbem-1284	49	14	.	.	PUNCT
fbem-1284	50	1	in	in	ADP
fbem-1284	50	2	addition	addition	NOUN
fbem-1284	50	3	,	,	PUNCT
fbem-1284	50	4	we	we	PRON
fbem-1284	50	5	performed	perform	VERB
fbem-1284	50	6	the	the	DET
fbem-1284	50	7	box	box	PROPN
fbem-1284	50	8	-	-	PUNCT
fbem-1284	50	9	pierce	pierce	PROPN
fbem-1284	50	10	test	test	NOUN
fbem-1284	50	11	on	on	ADP
fbem-1284	50	12	the	the	DET
fbem-1284	50	13	data	datum	NOUN
fbem-1284	50	14	after	after	ADP
fbem-1284	50	15	the	the	DET
fbem-1284	50	16	second	second	ADJ
fbem-1284	50	17	-	-	PUNCT
fbem-1284	50	18	order	order	NOUN
fbem-1284	50	19	difference	difference	NOUN
fbem-1284	50	20	.	.	PUNCT
fbem-1284	51	1	the	the	DET
fbem-1284	51	2	test	test	NOUN
fbem-1284	51	3	results	result	NOUN
fbem-1284	51	4	are	be	AUX
fbem-1284	51	5	shown	show	VERB
fbem-1284	51	6	in	in	ADP
fbem-1284	51	7	table	table	NOUN
fbem-1284	51	8	1	1	NUM
fbem-1284	51	9	below	below	ADV
fbem-1284	51	10	.	.	PUNCT
fbem-1284	52	1	it	it	PRON
fbem-1284	52	2	can	can	AUX
fbem-1284	52	3	be	be	AUX
fbem-1284	52	4	found	find	VERB
fbem-1284	52	5	that	that	SCONJ
fbem-1284	52	6	the	the	DET
fbem-1284	52	7	p	p	PROPN
fbem-1284	52	8	values	value	NOUN
fbem-1284	52	9	are	be	AUX
fbem-1284	52	10	all	all	ADV
fbem-1284	52	11	greater	great	ADJ
fbem-1284	52	12	than	than	ADP
fbem-1284	52	13	0.05	0.05	NUM
fbem-1284	52	14	,	,	PUNCT
fbem-1284	52	15	indicating	indicate	VERB
fbem-1284	52	16	that	that	SCONJ
fbem-1284	52	17	the	the	DET
fbem-1284	52	18	null	null	ADJ
fbem-1284	52	19	hypothesis	hypothesis	NOUN
fbem-1284	52	20	is	be	AUX
fbem-1284	52	21	accepted	accept	VERB
fbem-1284	52	22	,	,	PUNCT
fbem-1284	52	23	the	the	DET
fbem-1284	52	24	second	second	ADJ
fbem-1284	52	25	-	-	PUNCT
fbem-1284	52	26	order	order	NOUN
fbem-1284	52	27	difference	difference	NOUN
fbem-1284	52	28	sequence	sequence	NOUN
fbem-1284	52	29	is	be	AUX
fbem-1284	52	30	considered	consider	VERB
fbem-1284	52	31	to	to	PART
fbem-1284	52	32	be	be	AUX
fbem-1284	52	33	a	a	DET
fbem-1284	52	34	white	white	ADJ
fbem-1284	52	35	noise	noise	NOUN
fbem-1284	52	36	sequence	sequence	NOUN
fbem-1284	52	37	.	.	PUNCT
fbem-1284	53	1	therefore	therefore	ADV
fbem-1284	53	2	,	,	PUNCT
fbem-1284	53	3	the	the	DET
fbem-1284	53	4	second	second	ADJ
fbem-1284	53	5	-	-	PUNCT
fbem-1284	53	6	order	order	NOUN
fbem-1284	53	7	difference	difference	NOUN
fbem-1284	53	8	sequence	sequence	NOUN
fbem-1284	53	9	can	can	AUX
fbem-1284	53	10	be	be	AUX
fbem-1284	53	11	selected	select	VERB
fbem-1284	53	12	for	for	ADP
fbem-1284	53	13	analysis	analysis	NOUN
fbem-1284	53	14	and	and	CCONJ
fbem-1284	53	15	processing	processing	NOUN
fbem-1284	53	16	,	,	PUNCT
fbem-1284	53	17	so	so	CCONJ
fbem-1284	53	18	d=2	d=2	X
fbem-1284	53	19	.	.	PUNCT
fbem-1284	53	20	table	table	NOUN
fbem-1284	53	21	1	1	NUM
fbem-1284	53	22	.	.	PUNCT
fbem-1284	53	23	box	box	PROPN
fbem-1284	53	24	-	-	PUNCT
fbem-1284	53	25	pierce	pierce	PROPN
fbem-1284	53	26	test	test	NOUN
fbem-1284	53	27	lag	lag	VERB
fbem-1284	53	28	ac	ac	PROPN
fbem-1284	53	29	q	q	PROPN
fbem-1284	53	30	prob	prob	PROPN
fbem-1284	53	31	(	(	PUNCT
fbem-1284	53	32	>	>	X
fbem-1284	53	33	q	q	X
fbem-1284	53	34	)	)	PUNCT
fbem-1284	53	35	6.0	6.0	NUM
fbem-1284	53	36	0.020302	0.020302	NUM
fbem-1284	54	1	464.433412	464.433412	NUM
fbem-1284	54	2	0.387631	0.387631	NUM
fbem-1284	54	3	12.0	12.0	NUM
fbem-1284	54	4	-0.075962	-0.075962	NOUN
fbem-1284	55	1	510.390494	510.390494	NUM
fbem-1284	55	2	0.136985	0.136985	NUM
fbem-1284	55	3	18.0	18.0	NUM
fbem-1284	55	4	-0.043200	-0.043200	NOUN
fbem-1284	56	1	519.793121	519.793121	NUM
fbem-1284	56	2	0.061569	0.061569	NUM
fbem-1284	56	3			X
fbem-1284	56	4	determine	determine	NOUN
fbem-1284	56	5	p	p	X
fbem-1284	56	6	,	,	PUNCT
fbem-1284	56	7	q	q	PUNCT
fbem-1284	56	8	we	we	PRON
fbem-1284	56	9	find	find	VERB
fbem-1284	56	10	that	that	SCONJ
fbem-1284	56	11	bitcoin	bitcoin	NOUN
fbem-1284	56	12	is	be	AUX
fbem-1284	56	13	traded	trade	VERB
fbem-1284	56	14	every	every	DET
fbem-1284	56	15	day	day	NOUN
fbem-1284	56	16	,	,	PUNCT
fbem-1284	56	17	while	while	SCONJ
fbem-1284	56	18	gold	gold	NOUN
fbem-1284	56	19	can	can	AUX
fbem-1284	56	20	only	only	ADV
fbem-1284	56	21	be	be	AUX
fbem-1284	56	22	traded	trade	VERB
fbem-1284	56	23	on	on	ADP
fbem-1284	56	24	weekdays	weekday	NOUN
fbem-1284	56	25	,	,	PUNCT
fbem-1284	56	26	so	so	SCONJ
fbem-1284	56	27	we	we	PRON
fbem-1284	56	28	first	first	ADV
fbem-1284	56	29	assume	assume	VERB
fbem-1284	56	30	that	that	SCONJ
fbem-1284	56	31	the	the	DET
fbem-1284	56	32	price	price	NOUN
fbem-1284	56	33	of	of	ADP
fbem-1284	56	34	gold	gold	NOUN
fbem-1284	56	35	on	on	ADP
fbem-1284	56	36	non	non	ADJ
fbem-1284	56	37	-	-	ADJ
fbem-1284	56	38	trading	trading	ADJ
fbem-1284	56	39	days	day	NOUN
fbem-1284	56	40	is	be	AUX
fbem-1284	56	41	the	the	DET
fbem-1284	56	42	price	price	NOUN
fbem-1284	56	43	of	of	ADP
fbem-1284	56	44	the	the	DET
fbem-1284	56	45	last	last	ADJ
fbem-1284	56	46	day	day	NOUN
fbem-1284	56	47	at	at	ADP
fbem-1284	56	48	the	the	DET
fbem-1284	56	49	end	end	NOUN
fbem-1284	56	50	of	of	ADP
fbem-1284	56	51	the	the	DET
fbem-1284	56	52	previous	previous	ADJ
fbem-1284	56	53	transaction	transaction	NOUN
fbem-1284	56	54	,	,	PUNCT
fbem-1284	56	55	to	to	PART
fbem-1284	56	56	ensure	ensure	VERB
fbem-1284	56	57	that	that	SCONJ
fbem-1284	56	58	the	the	DET
fbem-1284	56	59	data	datum	NOUN
fbem-1284	56	60	collected	collect	VERB
fbem-1284	56	61	by	by	ADP
fbem-1284	56	62	bitcoin	bitcoin	NOUN
fbem-1284	56	63	and	and	CCONJ
fbem-1284	56	64	gold	gold	NOUN
fbem-1284	56	65	are	be	AUX
fbem-1284	56	66	collected	collect	VERB
fbem-1284	56	67	and	and	CCONJ
fbem-1284	56	68	their	their	PRON
fbem-1284	56	69	length	length	NOUN
fbem-1284	56	70	are	be	AUX
fbem-1284	56	71	the	the	DET
fbem-1284	56	72	same	same	ADJ
fbem-1284	56	73	.	.	PUNCT
fbem-1284	57	1	to	to	PART
fbem-1284	57	2	determine	determine	VERB
fbem-1284	57	3	p	p	NOUN
fbem-1284	57	4	and	and	CCONJ
fbem-1284	57	5	q	q	NOUN
fbem-1284	57	6	,	,	PUNCT
fbem-1284	57	7	we	we	PRON
fbem-1284	57	8	observe	observe	VERB
fbem-1284	57	9	the	the	DET
fbem-1284	57	10	acf	acf	NOUN
fbem-1284	57	11	and	and	CCONJ
fbem-1284	57	12	pacf	pacf	NOUN
fbem-1284	57	13	plots	plot	NOUN
fbem-1284	57	14	and	and	CCONJ
fbem-1284	57	15	find	find	VERB
fbem-1284	57	16	q	q	NOUN
fbem-1284	57	17	can	can	AUX
fbem-1284	57	18	be	be	AUX
fbem-1284	57	19	determined	determine	VERB
fbem-1284	57	20	by	by	ADP
fbem-1284	57	21	the	the	DET
fbem-1284	57	22	acf	acf	PROPN
fbem-1284	57	23	diagram	diagram	PROPN
fbem-1284	57	24	,	,	PUNCT
fbem-1284	57	25	p	p	PROPN
fbem-1284	57	26	can	can	AUX
fbem-1284	57	27	be	be	AUX
fbem-1284	57	28	determined	determine	VERB
fbem-1284	57	29	by	by	ADP
fbem-1284	57	30	the	the	DET
fbem-1284	57	31	pacf	pacf	NOUN
fbem-1284	57	32	,	,	PUNCT
fbem-1284	57	33	and	and	CCONJ
fbem-1284	57	34	the	the	DET
fbem-1284	57	35	relevant	relevant	ADJ
fbem-1284	57	36	theories	theory	NOUN
fbem-1284	57	37	are	be	AUX
fbem-1284	57	38	shown	show	VERB
fbem-1284	57	39	in	in	ADP
fbem-1284	57	40	table	table	NOUN
fbem-1284	57	41	2	2	NUM
fbem-1284	57	42	.	.	PUNCT
fbem-1284	57	43	table	table	NOUN
fbem-1284	57	44	2	2	NUM
fbem-1284	57	45	.	.	PUNCT
fbem-1284	57	46	theories	theory	NOUN
fbem-1284	57	47	related	relate	VERB
fbem-1284	57	48	to	to	ADP
fbem-1284	57	49	acf	acf	NOUN
fbem-1284	57	50	and	and	CCONJ
fbem-1284	57	51	pacf	pacf	PROPN
fbem-1284	57	52	prozess	prozess	NOUN
fbem-1284	57	53	acf(ρx(h	acf(ρx(h	PROPN
fbem-1284	57	54	)	)	PUNCT
fbem-1284	57	55	)	)	PUNCT
fbem-1284	57	56	pacf(πy(h	pacf(πy(h	NOUN
fbem-1284	57	57	)	)	PUNCT
fbem-1284	57	58	)	)	PUNCT
fbem-1284	58	1	ar(р	ar(р	X
fbem-1284	58	2	)	)	PUNCT
fbem-1284	58	3	infinite	infinite	ADJ
fbem-1284	58	4	(	(	PUNCT
fbem-1284	58	5	dampened	dampened	ADJ
fbem-1284	58	6	exponential	exponential	ADJ
fbem-1284	58	7	or	or	CCONJ
fbem-1284	58	8	sinusoidal	sinusoidal	ADJ
fbem-1284	58	9	waves	wave	NOUN
fbem-1284	58	10	)	)	PUNCT
fbem-1284	58	11	finite	finite	NOUN
fbem-1284	58	12	πy(h)=0	πy(h)=0	VERB
fbem-1284	58	13	for	for	ADP
fbem-1284	58	14	h	h	NOUN
fbem-1284	58	15	>	>	X
fbem-1284	58	16	р	р	PRON
fbem-1284	58	17	ma(q	ma(q	NOUN
fbem-1284	58	18	)	)	PUNCT
fbem-1284	58	19	finite	finite	NOUN
fbem-1284	58	20	ρx(h)=0	ρx(h)=0	PROPN
fbem-1284	58	21	for	for	ADP
fbem-1284	58	22	h	h	NOUN
fbem-1284	58	23	>	>	X
fbem-1284	58	24	р	р	X
fbem-1284	58	25	infinite	infinite	ADJ
fbem-1284	58	26	(	(	PUNCT
fbem-1284	58	27	dampened	dampened	ADJ
fbem-1284	58	28	exponential	exponential	ADJ
fbem-1284	58	29	or	or	CCONJ
fbem-1284	58	30	sinusoidal	sinusoidal	ADJ
fbem-1284	58	31	waves	wave	NOUN
fbem-1284	58	32	)	)	PUNCT
fbem-1284	59	1	arma(р	arma(р	ADP
fbem-1284	59	2	,	,	PUNCT
fbem-1284	59	3	q	q	NOUN
fbem-1284	59	4	)	)	PUNCT
fbem-1284	59	5	as	as	ADP
fbem-1284	59	6	ar(р	ar(р	NOUN
fbem-1284	59	7	)	)	PUNCT
fbem-1284	59	8	for	for	ADP
fbem-1284	59	9	h	h	NOUN
fbem-1284	59	10	>	>	X
fbem-1284	59	11	р	р	PRON
fbem-1284	59	12	as	as	ADP
fbem-1284	59	13	ma(q	ma(q	NOUN
fbem-1284	59	14	)	)	PUNCT
fbem-1284	59	15	for	for	ADP
fbem-1284	59	16	h	h	NOUN
fbem-1284	59	17	>	>	X
fbem-1284	59	18	q	q	PUNCT
fbem-1284	59	19	according	accord	VERB
fbem-1284	59	20	to	to	PART
fbem-1284	59	21	figure	figure	VERB
fbem-1284	59	22	3	3	NUM
fbem-1284	59	23	and	and	CCONJ
fbem-1284	59	24	figure	figure	VERB
fbem-1284	59	25	4	4	NUM
fbem-1284	59	26	,	,	PUNCT
fbem-1284	59	27	the	the	DET
fbem-1284	59	28	acf	acf	NOUN
fbem-1284	59	29	figure	figure	NOUN
fbem-1284	59	30	and	and	CCONJ
fbem-1284	59	31	pacf	pacf	NOUN
fbem-1284	59	32	figure	figure	NOUN
fbem-1284	59	33	of	of	ADP
fbem-1284	59	34	the	the	DET
fbem-1284	59	35	second	second	ADJ
fbem-1284	59	36	-	-	PUNCT
fbem-1284	59	37	order	order	NOUN
fbem-1284	59	38	difference	difference	NOUN
fbem-1284	59	39	,	,	PUNCT
fbem-1284	59	40	it	it	PRON
fbem-1284	59	41	is	be	AUX
fbem-1284	59	42	concluded	conclude	VERB
fbem-1284	59	43	that	that	SCONJ
fbem-1284	59	44	the	the	DET
fbem-1284	59	45	acf	acf	PROPN
fbem-1284	59	46	figures	figure	NOUN
fbem-1284	59	47	becomes	become	VERB
fbem-1284	59	48	very	very	ADV
fbem-1284	59	49	small	small	ADJ
fbem-1284	59	50	after	after	ADP
fbem-1284	59	51	the	the	DET
fbem-1284	59	52	2	2	NUM
fbem-1284	59	53	time	time	NOUN
fbem-1284	59	54	point	point	NOUN
fbem-1284	59	55	,	,	PUNCT
fbem-1284	59	56	so	so	CCONJ
fbem-1284	59	57	the	the	DET
fbem-1284	59	58	end	end	NOUN
fbem-1284	59	59	q	q	NOUN
fbem-1284	59	60	value	value	NOUN
fbem-1284	59	61	is	be	AUX
fbem-1284	59	62	2.and	2.and	PRON
fbem-1284	59	63	the	the	DET
fbem-1284	59	64	pacf	pacf	NOUN
fbem-1284	59	65	figures	figure	NOUN
fbem-1284	59	66	to	to	PART
fbem-1284	59	67	oscillate	oscillate	VERB
fbem-1284	59	68	144	144	NUM
fbem-1284	59	69	between	between	ADP
fbem-1284	59	70	0	0	NUM
fbem-1284	59	71	,	,	PUNCT
fbem-1284	59	72	so	so	SCONJ
fbem-1284	59	73	the	the	DET
fbem-1284	59	74	p	p	NOUN
fbem-1284	59	75	value	value	NOUN
fbem-1284	59	76	is	be	AUX
fbem-1284	59	77	0	0	NUM
fbem-1284	59	78	.	.	PUNCT
fbem-1284	60	1	therefore	therefore	ADV
fbem-1284	60	2	explain	explain	VERB
fbem-1284	60	3	the	the	DET
fbem-1284	60	4	model	model	NOUN
fbem-1284	60	5	is	be	AUX
fbem-1284	60	6	transformed	transform	VERB
fbem-1284	60	7	into	into	ADP
fbem-1284	60	8	an	an	DET
fbem-1284	60	9	ma	ma	PROPN
fbem-1284	60	10	model	model	NOUN
fbem-1284	60	11	which	which	PRON
fbem-1284	60	12	is	be	AUX
fbem-1284	60	13	arima(0,2,2	arima(0,2,2	PROPN
fbem-1284	60	14	)	)	PUNCT
fbem-1284	60	15	or	or	CCONJ
fbem-1284	60	16	ma(2	ma(2	PROPN
fbem-1284	60	17	)	)	PUNCT
fbem-1284	60	18	.	.	PUNCT
fbem-1284	61	1	figure	figure	VERB
fbem-1284	61	2	3	3	NUM
fbem-1284	61	3	.	.	PUNCT
fbem-1284	61	4	acf	acf	PROPN
fbem-1284	61	5	figure	figure	NOUN
fbem-1284	61	6	4	4	NUM
fbem-1284	61	7	.	.	PUNCT
fbem-1284	61	8	pacf	pacf	PROPN
fbem-1284	61	9	3	3	NUM
fbem-1284	61	10	.	.	PUNCT
fbem-1284	61	11	residual	residual	ADJ
fbem-1284	61	12	pp	pp	ADJ
fbem-1284	61	13	plot	plot	NOUN
fbem-1284	61	14	with	with	ADP
fbem-1284	61	15	qq	qq	ADJ
fbem-1284	61	16	plot	plot	NOUN
fbem-1284	61	17	and	and	CCONJ
fbem-1284	61	18	normality	normality	NOUN
fbem-1284	61	19	test	test	NOUN
fbem-1284	61	20	we	we	PRON
fbem-1284	61	21	make	make	VERB
fbem-1284	61	22	the	the	DET
fbem-1284	61	23	residual	residual	ADJ
fbem-1284	61	24	pp	pp	ADJ
fbem-1284	61	25	figure	figure	NOUN
fbem-1284	61	26	and	and	CCONJ
fbem-1284	61	27	distribution	distribution	NOUN
fbem-1284	61	28	figure	figure	NOUN
fbem-1284	61	29	,	,	PUNCT
fbem-1284	61	30	as	as	SCONJ
fbem-1284	61	31	shown	show	VERB
fbem-1284	61	32	in	in	ADP
fbem-1284	61	33	figures	figure	NOUN
fbem-1284	61	34	5	5	NUM
fbem-1284	61	35	and	and	CCONJ
fbem-1284	61	36	6	6	NUM
fbem-1284	61	37	,	,	PUNCT
fbem-1284	61	38	and	and	CCONJ
fbem-1284	61	39	find	find	VERB
fbem-1284	61	40	that	that	SCONJ
fbem-1284	61	41	the	the	DET
fbem-1284	61	42	residual	residual	ADJ
fbem-1284	61	43	pp	pp	ADJ
fbem-1284	61	44	figure	figure	NOUN
fbem-1284	61	45	and	and	CCONJ
fbem-1284	61	46	the	the	DET
fbem-1284	61	47	qq	qq	ADJ
fbem-1284	61	48	figure	figure	NOUN
fbem-1284	61	49	basically	basically	ADV
fbem-1284	61	50	show	show	VERB
fbem-1284	61	51	a	a	DET
fbem-1284	61	52	linear	linear	ADJ
fbem-1284	61	53	relationship	relationship	NOUN
fbem-1284	61	54	,	,	PUNCT
fbem-1284	61	55	which	which	PRON
fbem-1284	61	56	is	be	AUX
fbem-1284	61	57	relatively	relatively	ADV
fbem-1284	61	58	stable	stable	ADJ
fbem-1284	61	59	,	,	PUNCT
fbem-1284	61	60	and	and	CCONJ
fbem-1284	61	61	the	the	PRON
fbem-1284	61	62	closer	close	ADV
fbem-1284	61	63	the	the	DET
fbem-1284	61	64	blue	blue	NOUN
fbem-1284	61	65	is	be	AUX
fbem-1284	61	66	to	to	ADP
fbem-1284	61	67	the	the	DET
fbem-1284	61	68	red	red	ADJ
fbem-1284	61	69	reference	reference	NOUN
fbem-1284	61	70	line	line	NOUN
fbem-1284	61	71	,	,	PUNCT
fbem-1284	61	72	the	the	DET
fbem-1284	61	73	more	more	ADV
fbem-1284	61	74	in	in	ADP
fbem-1284	61	75	line	line	NOUN
fbem-1284	61	76	with	with	ADP
fbem-1284	61	77	the	the	DET
fbem-1284	61	78	expected	expect	VERB
fbem-1284	61	79	distribution	distribution	NOUN
fbem-1284	61	80	;	;	PUNCT
fbem-1284	61	81	we	we	PRON
fbem-1284	61	82	construct	construct	VERB
fbem-1284	61	83	a	a	DET
fbem-1284	61	84	residual	residual	ADJ
fbem-1284	61	85	histogram	histogram	NOUN
fbem-1284	61	86	,	,	PUNCT
fbem-1284	61	87	as	as	SCONJ
fbem-1284	61	88	shown	show	VERB
fbem-1284	61	89	in	in	ADP
fbem-1284	61	90	the	the	DET
fbem-1284	61	91	figure	figure	NOUN
fbem-1284	61	92	,	,	PUNCT
fbem-1284	61	93	and	and	CCONJ
fbem-1284	61	94	analyze	analyze	VERB
fbem-1284	61	95	it	it	PRON
fbem-1284	61	96	in	in	ADP
fbem-1284	61	97	the	the	DET
fbem-1284	61	98	form	form	NOUN
fbem-1284	61	99	of	of	ADP
fbem-1284	61	100	a	a	DET
fbem-1284	61	101	function	function	NOUN
fbem-1284	61	102	.	.	PUNCT
fbem-1284	62	1	it	it	PRON
fbem-1284	62	2	is	be	AUX
fbem-1284	62	3	found	find	VERB
fbem-1284	62	4	that	that	SCONJ
fbem-1284	62	5	the	the	DET
fbem-1284	62	6	density	density	NOUN
fbem-1284	62	7	distribution	distribution	NOUN
fbem-1284	62	8	of	of	ADP
fbem-1284	62	9	the	the	DET
fbem-1284	62	10	residual	residual	ADJ
fbem-1284	62	11	show	show	NOUN
fbem-1284	62	12	a	a	DET
fbem-1284	62	13	normal	normal	ADJ
fbem-1284	62	14	distribution	distribution	NOUN
fbem-1284	62	15	,	,	PUNCT
fbem-1284	62	16	which	which	PRON
fbem-1284	62	17	means	mean	VERB
fbem-1284	62	18	that	that	SCONJ
fbem-1284	62	19	the	the	DET
fbem-1284	62	20	model	model	NOUN
fbem-1284	62	21	has	have	VERB
fbem-1284	62	22	the	the	DET
fbem-1284	62	23	same	same	ADJ
fbem-1284	62	24	error	error	NOUN
fbem-1284	62	25	in	in	ADP
fbem-1284	62	26	the	the	DET
fbem-1284	62	27	high	high	ADJ
fbem-1284	62	28	and	and	CCONJ
fbem-1284	62	29	low	low	ADJ
fbem-1284	62	30	directions	direction	NOUN
fbem-1284	62	31	,	,	PUNCT
fbem-1284	62	32	and	and	CCONJ
fbem-1284	62	33	the	the	DET
fbem-1284	62	34	overall	overall	NOUN
fbem-1284	62	35	seems	seem	VERB
fbem-1284	62	36	more	more	ADV
fbem-1284	62	37	reasonable	reasonable	ADJ
fbem-1284	62	38	.	.	PUNCT
fbem-1284	63	1	figure	figure	NOUN
fbem-1284	63	2	5	5	NUM
fbem-1284	63	3	.	.	PUNCT
fbem-1284	64	1	pp	pp	AUX
fbem-1284	64	2	figure	figure	NOUN
fbem-1284	64	3	and	and	CCONJ
fbem-1284	64	4	qq	qq	ADJ
fbem-1284	64	5	figure	figure	NOUN
fbem-1284	64	6	145	145	NUM
fbem-1284	64	7	figure	figure	NOUN
fbem-1284	64	8	6	6	NUM
fbem-1284	64	9	.	.	PUNCT
fbem-1284	64	10	residual	residual	ADJ
fbem-1284	64	11	normality	normality	NOUN
fbem-1284	64	12	test	test	NOUN
fbem-1284	64	13			ADJ
fbem-1284	64	14	comparison	comparison	NOUN
fbem-1284	64	15	of	of	ADP
fbem-1284	64	16	bitcoin	bitcoin	NOUN
fbem-1284	64	17	and	and	CCONJ
fbem-1284	64	18	gold	gold	NOUN
fbem-1284	64	19	100	100	NUM
fbem-1284	64	20	-	-	PUNCT
fbem-1284	64	21	day	day	NOUN
fbem-1284	64	22	and	and	CCONJ
fbem-1284	64	23	fiveyear	fiveyear	NOUN
fbem-1284	64	24	forecast	forecast	PROPN
fbem-1284	64	25	data	datum	NOUN
fbem-1284	64	26	we	we	PRON
fbem-1284	64	27	use	use	VERB
fbem-1284	64	28	the	the	DET
fbem-1284	64	29	arima	arima	NOUN
fbem-1284	64	30	(	(	PUNCT
fbem-1284	64	31	0	0	NUM
fbem-1284	64	32	,	,	PUNCT
fbem-1284	64	33	2	2	NUM
fbem-1284	64	34	,	,	PUNCT
fbem-1284	64	35	2	2	NUM
fbem-1284	64	36	)	)	PUNCT
fbem-1284	64	37	model	model	NOUN
fbem-1284	64	38	to	to	PART
fbem-1284	64	39	compare	compare	VERB
fbem-1284	64	40	the	the	DET
fbem-1284	64	41	predicted	predict	VERB
fbem-1284	64	42	price	price	NOUN
fbem-1284	64	43	of	of	ADP
fbem-1284	64	44	bitcoin	bitcoin	NOUN
fbem-1284	64	45	and	and	CCONJ
fbem-1284	64	46	gold	gold	NOUN
fbem-1284	64	47	with	with	ADP
fbem-1284	64	48	the	the	DET
fbem-1284	64	49	actual	actual	ADJ
fbem-1284	64	50	value	value	NOUN
fbem-1284	64	51	,	,	PUNCT
fbem-1284	64	52	as	as	SCONJ
fbem-1284	64	53	shown	show	VERB
fbem-1284	64	54	in	in	ADP
fbem-1284	64	55	figure	figure	NOUN
fbem-1284	64	56	7	7	NUM
fbem-1284	64	57	and	and	CCONJ
fbem-1284	64	58	8	8	NUM
fbem-1284	64	59	,	,	PUNCT
fbem-1284	64	60	to	to	PART
fbem-1284	64	61	demonstrate	demonstrate	VERB
fbem-1284	64	62	the	the	DET
fbem-1284	64	63	predictive	predictive	ADJ
fbem-1284	64	64	ability	ability	NOUN
fbem-1284	64	65	and	and	CCONJ
fbem-1284	64	66	accuracy	accuracy	NOUN
fbem-1284	64	67	of	of	ADP
fbem-1284	64	68	the	the	DET
fbem-1284	64	69	model	model	NOUN
fbem-1284	64	70	.	.	PUNCT
fbem-1284	65	1	according	accord	VERB
fbem-1284	65	2	to	to	ADP
fbem-1284	65	3	the	the	DET
fbem-1284	65	4	predicted	predict	VERB
fbem-1284	65	5	value	value	NOUN
fbem-1284	65	6	of	of	ADP
fbem-1284	65	7	bitcoin	bitcoin	NOUN
fbem-1284	65	8	and	and	CCONJ
fbem-1284	65	9	gold	gold	NOUN
fbem-1284	65	10	,	,	PUNCT
fbem-1284	65	11	we	we	PRON
fbem-1284	65	12	find	find	VERB
fbem-1284	65	13	that	that	SCONJ
fbem-1284	65	14	the	the	DET
fbem-1284	65	15	data	data	NOUN
fbem-1284	65	16	is	be	AUX
fbem-1284	65	17	more	more	ADV
fbem-1284	65	18	concentrated	concentrated	ADJ
fbem-1284	65	19	than	than	ADP
fbem-1284	65	20	the	the	DET
fbem-1284	65	21	actual	actual	ADJ
fbem-1284	65	22	value	value	NOUN
fbem-1284	65	23	,	,	PUNCT
fbem-1284	65	24	indicating	indicate	VERB
fbem-1284	65	25	the	the	DET
fbem-1284	65	26	stability	stability	NOUN
fbem-1284	65	27	of	of	ADP
fbem-1284	65	28	resistance	resistance	NOUN
fbem-1284	65	29	to	to	ADP
fbem-1284	65	30	risk	risk	NOUN
fbem-1284	65	31	,	,	PUNCT
fbem-1284	65	32	indicating	indicate	VERB
fbem-1284	65	33	that	that	SCONJ
fbem-1284	65	34	the	the	DET
fbem-1284	65	35	model	model	NOUN
fbem-1284	65	36	has	have	VERB
fbem-1284	65	37	strong	strong	ADJ
fbem-1284	65	38	predictive	predictive	ADJ
fbem-1284	65	39	ability	ability	NOUN
fbem-1284	65	40	and	and	CCONJ
fbem-1284	65	41	risk	risk	NOUN
fbem-1284	65	42	prevention	prevention	NOUN
fbem-1284	65	43	.	.	PUNCT
fbem-1284	66	1	the	the	DET
fbem-1284	66	2	core	core	PROPN
fbem-1284	66	3	python	python	PROPN
fbem-1284	66	4	code	code	NOUN
fbem-1284	66	5	is	be	AUX
fbem-1284	66	6	as	as	SCONJ
fbem-1284	66	7	follows	follow	VERB
fbem-1284	66	8	:	:	PUNCT
fbem-1284	66	9	model	model	NOUN
fbem-1284	66	10	=	=	NOUN
fbem-1284	66	11	sm.tsa.arma(df['y1'].diff(2).iloc[1:].dropna(),(0	sm.tsa.arma(df['y1'].diff(2).iloc[1:].dropna(),(0	NOUN
fbem-1284	66	12	,	,	PUNCT
fbem-1284	66	13	2)).fit(method='css	2)).fit(method='css	NUM
fbem-1284	66	14	'	'	PUNCT
fbem-1284	66	15	)	)	PUNCT
fbem-1284	66	16	model	model	NOUN
fbem-1284	66	17	=	=	NOUN
fbem-1284	66	18	sm.tsa.arma(df['y2'].diff(2).iloc[1:].dropna(),(0	sm.tsa.arma(df['y2'].diff(2).iloc[1:].dropna(),(0	NOUN
fbem-1284	66	19	,	,	PUNCT
fbem-1284	66	20	2)).fit(method='css	2)).fit(method='css	NUM
fbem-1284	66	21	'	'	PUNCT
fbem-1284	66	22	)	)	PUNCT
fbem-1284	66	23	figure	figure	NOUN
fbem-1284	66	24	7	7	NUM
fbem-1284	66	25	.	.	PUNCT
fbem-1284	66	26	bitcoin	bitcoin	PROPN
fbem-1284	66	27	's	's	PART
fbem-1284	66	28	first	first	ADJ
fbem-1284	66	29	100	100	NUM
fbem-1284	66	30	-	-	PUNCT
fbem-1284	66	31	day	day	NOUN
fbem-1284	66	32	and	and	CCONJ
fbem-1284	66	33	five	five	NUM
fbem-1284	66	34	-	-	PUNCT
fbem-1284	66	35	year	year	NOUN
fbem-1284	66	36	forecast	forecast	NOUN
fbem-1284	66	37	and	and	CCONJ
fbem-1284	66	38	actual	actual	ADJ
fbem-1284	66	39	value	value	NOUN
fbem-1284	66	40	146	146	NUM
fbem-1284	66	41	figure	figure	NOUN
fbem-1284	66	42	8	8	NUM
fbem-1284	66	43	.	.	PUNCT
fbem-1284	67	1	gold	gold	NOUN
fbem-1284	67	2	's	's	PART
fbem-1284	67	3	first	first	ADJ
fbem-1284	67	4	100	100	NUM
fbem-1284	67	5	-	-	PUNCT
fbem-1284	67	6	day	day	NOUN
fbem-1284	67	7	and	and	CCONJ
fbem-1284	67	8	five	five	NUM
fbem-1284	67	9	-	-	PUNCT
fbem-1284	67	10	year	year	NOUN
fbem-1284	67	11	forecast	forecast	NOUN
fbem-1284	67	12	and	and	CCONJ
fbem-1284	67	13	actual	actual	ADJ
fbem-1284	67	14	value	value	NOUN
fbem-1284	67	15	the	the	DET
fbem-1284	67	16	error	error	NOUN
fbem-1284	67	17	between	between	ADP
fbem-1284	67	18	the	the	DET
fbem-1284	67	19	five	five	NUM
fbem-1284	67	20	-	-	PUNCT
fbem-1284	67	21	year	year	NOUN
fbem-1284	67	22	predicted	predict	VERB
fbem-1284	67	23	value	value	NOUN
fbem-1284	67	24	of	of	ADP
fbem-1284	67	25	gold	gold	NOUN
fbem-1284	67	26	price	price	NOUN
fbem-1284	67	27	and	and	CCONJ
fbem-1284	67	28	the	the	DET
fbem-1284	67	29	actual	actual	ADJ
fbem-1284	67	30	value	value	NOUN
fbem-1284	67	31	is	be	AUX
fbem-1284	67	32	shown	show	VERB
fbem-1284	67	33	in	in	ADP
fbem-1284	67	34	figure	figure	NOUN
fbem-1284	67	35	9	9	NUM
fbem-1284	67	36	below	below	ADV
fbem-1284	67	37	.	.	PUNCT
fbem-1284	68	1	it	it	PRON
fbem-1284	68	2	can	can	AUX
fbem-1284	68	3	be	be	AUX
fbem-1284	68	4	seen	see	VERB
fbem-1284	68	5	that	that	SCONJ
fbem-1284	68	6	the	the	DET
fbem-1284	68	7	overall	overall	ADJ
fbem-1284	68	8	situation	situation	NOUN
fbem-1284	68	9	is	be	AUX
fbem-1284	68	10	relatively	relatively	ADV
fbem-1284	68	11	stable	stable	ADJ
fbem-1284	68	12	,	,	PUNCT
fbem-1284	68	13	so	so	CCONJ
fbem-1284	68	14	the	the	DET
fbem-1284	68	15	arima	arima	PROPN
fbem-1284	68	16	model	model	NOUN
fbem-1284	68	17	can	can	AUX
fbem-1284	68	18	be	be	AUX
fbem-1284	68	19	used	use	VERB
fbem-1284	68	20	for	for	ADP
fbem-1284	68	21	prediction	prediction	NOUN
fbem-1284	68	22	.	.	PUNCT
fbem-1284	69	1	figure	figure	NOUN
fbem-1284	69	2	9	9	NUM
fbem-1284	69	3	.	.	PUNCT
fbem-1284	70	1	the	the	DET
fbem-1284	70	2	difference	difference	NOUN
fbem-1284	70	3	between	between	ADP
fbem-1284	70	4	bitcoin	bitcoin	NOUN
fbem-1284	70	5	's	's	PART
fbem-1284	70	6	predicted	predict	VERB
fbem-1284	70	7	value	value	NOUN
fbem-1284	70	8	and	and	CCONJ
fbem-1284	70	9	its	its	PRON
fbem-1284	70	10	true	true	ADJ
fbem-1284	70	11	value	value	NOUN
fbem-1284	70	12	4.2.2	4.2.2	X
fbem-1284	70	13	.	.	PUNCT
fbem-1284	70	14	specific	specific	ADJ
fbem-1284	70	15	analysis	analysis	NOUN
fbem-1284	70	16	of	of	ADP
fbem-1284	70	17	giving	give	VERB
fbem-1284	70	18	the	the	DET
fbem-1284	70	19	best	good	ADJ
fbem-1284	70	20	daily	daily	ADJ
fbem-1284	70	21	trading	trading	NOUN
fbem-1284	70	22	strategy	strategy	NOUN
fbem-1284	70	23	it	it	PRON
fbem-1284	70	24	requires	require	VERB
fbem-1284	70	25	us	we	PRON
fbem-1284	70	26	to	to	PART
fbem-1284	70	27	give	give	VERB
fbem-1284	70	28	the	the	DET
fbem-1284	70	29	best	good	ADJ
fbem-1284	70	30	daily	daily	ADJ
fbem-1284	70	31	trading	trading	NOUN
fbem-1284	70	32	strategy	strategy	NOUN
fbem-1284	70	33	which	which	PRON
fbem-1284	70	34	is	be	AUX
fbem-1284	70	35	based	base	VERB
fbem-1284	70	36	on	on	ADP
fbem-1284	70	37	the	the	DET
fbem-1284	70	38	trading	trading	NOUN
fbem-1284	70	39	strategy	strategy	NOUN
fbem-1284	70	40	of	of	ADP
fbem-1284	70	41	the	the	DET
fbem-1284	70	42	day	day	NOUN
fbem-1284	70	43	and	and	CCONJ
fbem-1284	70	44	provides	provide	VERB
fbem-1284	70	45	relevant	relevant	ADJ
fbem-1284	70	46	evidence	evidence	NOUN
fbem-1284	70	47	.	.	PUNCT
fbem-1284	71	1	in	in	ADP
fbem-1284	71	2	this	this	DET
fbem-1284	71	3	regard	regard	NOUN
fbem-1284	71	4	,	,	PUNCT
fbem-1284	71	5	we	we	PRON
fbem-1284	71	6	recommend	recommend	VERB
fbem-1284	71	7	using	use	VERB
fbem-1284	71	8	the	the	DET
fbem-1284	71	9	model	model	NOUN
fbem-1284	71	10	to	to	PART
fbem-1284	71	11	predict	predict	VERB
fbem-1284	71	12	the	the	DET
fbem-1284	71	13	average	average	ADJ
fbem-1284	71	14	value	value	NOUN
fbem-1284	71	15	of	of	ADP
fbem-1284	71	16	n	n	PRON
fbem-1284	71	17	days	day	NOUN
fbem-1284	71	18	in	in	ADP
fbem-1284	71	19	the	the	DET
fbem-1284	71	20	future	future	NOUN
fbem-1284	71	21	.	.	PUNCT
fbem-1284	72	1	n	n	PRON
fbem-1284	72	2	is	be	AUX
fbem-1284	72	3	the	the	DET
fbem-1284	72	4	risk	risk	NOUN
fbem-1284	72	5	factor	factor	NOUN
fbem-1284	72	6	which	which	PRON
fbem-1284	72	7	is	be	AUX
fbem-1284	72	8	determined	determine	VERB
fbem-1284	72	9	by	by	ADP
fbem-1284	72	10	the	the	DET
fbem-1284	72	11	investor	investor	NOUN
fbem-1284	72	12	's	's	PART
fbem-1284	72	13	own	own	ADJ
fbem-1284	72	14	risk	risk	NOUN
fbem-1284	72	15	awareness	awareness	NOUN
fbem-1284	72	16	and	and	CCONJ
fbem-1284	72	17	other	other	ADJ
fbem-1284	72	18	factors	factor	NOUN
fbem-1284	72	19	.	.	PUNCT
fbem-1284	73	1	the	the	PRON
fbem-1284	73	2	larger	large	ADJ
fbem-1284	73	3	the	the	DET
fbem-1284	73	4	n	n	NOUN
fbem-1284	73	5	,	,	PUNCT
fbem-1284	73	6	the	the	PRON
fbem-1284	73	7	more	more	ADV
fbem-1284	73	8	conservative	conservative	ADJ
fbem-1284	73	9	the	the	DET
fbem-1284	73	10	investor	investor	NOUN
fbem-1284	73	11	,	,	PUNCT
fbem-1284	73	12	and	and	CCONJ
fbem-1284	73	13	the	the	PRON
fbem-1284	73	14	smaller	small	ADJ
fbem-1284	73	15	the	the	DET
fbem-1284	73	16	acceptable	acceptable	ADJ
fbem-1284	73	17	risk	risk	NOUN
fbem-1284	73	18	fluctuation	fluctuation	NOUN
fbem-1284	73	19	.	.	PUNCT
fbem-1284	74	1	if	if	SCONJ
fbem-1284	74	2	it	it	PRON
fbem-1284	74	3	is	be	AUX
fbem-1284	74	4	predicted	predict	VERB
fbem-1284	74	5	that	that	SCONJ
fbem-1284	74	6	the	the	DET
fbem-1284	74	7	price	price	NOUN
fbem-1284	74	8	of	of	ADP
fbem-1284	74	9	the	the	DET
fbem-1284	74	10	asset	asset	NOUN
fbem-1284	74	11	will	will	AUX
fbem-1284	74	12	decrease	decrease	VERB
fbem-1284	74	13	in	in	ADP
fbem-1284	74	14	the	the	DET
fbem-1284	74	15	future	future	NOUN
fbem-1284	74	16	,	,	PUNCT
fbem-1284	74	17	it	it	PRON
fbem-1284	74	18	will	will	AUX
fbem-1284	74	19	be	be	AUX
fbem-1284	74	20	sold	sell	VERB
fbem-1284	74	21	on	on	ADP
fbem-1284	74	22	the	the	DET
fbem-1284	74	23	spot	spot	NOUN
fbem-1284	74	24	.	.	PUNCT
fbem-1284	75	1	on	on	ADP
fbem-1284	75	2	the	the	DET
fbem-1284	75	3	contrary	contrary	NOUN
fbem-1284	75	4	,	,	PUNCT
fbem-1284	75	5	if	if	SCONJ
fbem-1284	75	6	the	the	DET
fbem-1284	75	7	price	price	NOUN
fbem-1284	75	8	of	of	ADP
fbem-1284	75	9	the	the	DET
fbem-1284	75	10	asset	asset	NOUN
fbem-1284	75	11	will	will	AUX
fbem-1284	75	12	increase	increase	VERB
fbem-1284	75	13	in	in	ADP
fbem-1284	75	14	the	the	DET
fbem-1284	75	15	future	future	NOUN
fbem-1284	75	16	,	,	PUNCT
fbem-1284	75	17	and	and	CCONJ
fbem-1284	75	18	the	the	DET
fbem-1284	75	19	income	income	NOUN
fbem-1284	75	20	obtained	obtain	VERB
fbem-1284	75	21	is	be	AUX
fbem-1284	75	22	greater	great	ADJ
fbem-1284	75	23	than	than	ADP
fbem-1284	75	24	the	the	DET
fbem-1284	75	25	transaction	transaction	NOUN
fbem-1284	75	26	cost	cost	NOUN
fbem-1284	75	27	and	and	CCONJ
fbem-1284	75	28	the	the	DET
fbem-1284	75	29	expected	expect	VERB
fbem-1284	75	30	income	income	NOUN
fbem-1284	75	31	of	of	ADP
fbem-1284	75	32	the	the	DET
fbem-1284	75	33	investor	investor	NOUN
fbem-1284	75	34	,	,	PUNCT
fbem-1284	75	35	it	it	PRON
fbem-1284	75	36	will	will	AUX
fbem-1284	75	37	be	be	AUX
fbem-1284	75	38	purchased.until	purchased.until	PROPN
fbem-1284	75	39	we	we	PRON
fbem-1284	75	40	get	get	VERB
fbem-1284	75	41	the	the	DET
fbem-1284	75	42	best	good	ADJ
fbem-1284	75	43	investment	investment	NOUN
fbem-1284	75	44	return	return	NOUN
fbem-1284	75	45	amount	amount	NOUN
fbem-1284	75	46	the	the	DET
fbem-1284	75	47	last	last	ADJ
fbem-1284	75	48	day	day	NOUN
fbem-1284	75	49	.	.	PUNCT
fbem-1284	76	1	4.2.3	4.2.3	X
fbem-1284	76	2	.	.	PUNCT
fbem-1284	77	1	solution	solution	NOUN
fbem-1284	77	2			ADJ
fbem-1284	77	3	examples	example	NOUN
fbem-1284	77	4	of	of	ADP
fbem-1284	77	5	trading	trading	NOUN
fbem-1284	77	6	strategies	strategy	NOUN
fbem-1284	77	7	assuming	assume	VERB
fbem-1284	77	8	that	that	SCONJ
fbem-1284	77	9	we	we	PRON
fbem-1284	77	10	hold	hold	VERB
fbem-1284	77	11	bitcoin	bitcoin	NOUN
fbem-1284	77	12	and	and	CCONJ
fbem-1284	77	13	gold	gold	NOUN
fbem-1284	77	14	today	today	NOUN
fbem-1284	77	15	,	,	PUNCT
fbem-1284	77	16	if	if	SCONJ
fbem-1284	77	17	the	the	DET
fbem-1284	77	18	price	price	NOUN
fbem-1284	77	19	of	of	ADP
fbem-1284	77	20	bitcoin	bitcoin	NOUN
fbem-1284	77	21	today	today	NOUN
fbem-1284	77	22	is	be	AUX
fbem-1284	77	23	$	$	SYM
fbem-1284	77	24	100	100	NUM
fbem-1284	77	25	and	and	CCONJ
fbem-1284	77	26	the	the	DET
fbem-1284	77	27	price	price	NOUN
fbem-1284	77	28	of	of	ADP
fbem-1284	77	29	gold	gold	NOUN
fbem-1284	77	30	is	be	AUX
fbem-1284	77	31	$	$	SYM
fbem-1284	77	32	100	100	NUM
fbem-1284	77	33	,	,	PUNCT
fbem-1284	77	34	the	the	DET
fbem-1284	77	35	average	average	ADJ
fbem-1284	77	36	price	price	NOUN
fbem-1284	77	37	of	of	ADP
fbem-1284	77	38	bitcoin	bitcoin	NOUN
fbem-1284	77	39	in	in	ADP
fbem-1284	77	40	the	the	DET
fbem-1284	77	41	next	next	ADJ
fbem-1284	77	42	n	n	NUM
fbem-1284	77	43	days	day	NOUN
fbem-1284	77	44	is	be	AUX
fbem-1284	77	45	predicted	predict	VERB
fbem-1284	77	46	to	to	PART
fbem-1284	77	47	be	be	AUX
fbem-1284	77	48	$	$	SYM
fbem-1284	77	49	150	150	NUM
fbem-1284	77	50	,	,	PUNCT
fbem-1284	77	51	and	and	CCONJ
fbem-1284	77	52	the	the	DET
fbem-1284	77	53	price	price	NOUN
fbem-1284	77	54	of	of	ADP
fbem-1284	77	55	gold	gold	NOUN
fbem-1284	77	56	is	be	AUX
fbem-1284	77	57	$	$	SYM
fbem-1284	77	58	90	90	NUM
fbem-1284	77	59	.	.	PUNCT
fbem-1284	78	1	therefore	therefore	ADV
fbem-1284	78	2	,	,	PUNCT
fbem-1284	78	3	it	it	PRON
fbem-1284	78	4	is	be	AUX
fbem-1284	78	5	expected	expect	VERB
fbem-1284	78	6	that	that	SCONJ
fbem-1284	78	7	the	the	DET
fbem-1284	78	8	price	price	NOUN
fbem-1284	78	9	of	of	ADP
fbem-1284	78	10	bitcoin	bitcoin	NOUN
fbem-1284	78	11	will	will	AUX
fbem-1284	78	12	rise	rise	VERB
fbem-1284	78	13	while	while	SCONJ
fbem-1284	78	14	the	the	DET
fbem-1284	78	15	price	price	NOUN
fbem-1284	78	16	of	of	ADP
fbem-1284	78	17	gold	gold	NOUN
fbem-1284	78	18	will	will	AUX
fbem-1284	78	19	fall	fall	VERB
fbem-1284	78	20	.	.	PUNCT
fbem-1284	79	1	at	at	ADP
fbem-1284	79	2	this	this	DET
fbem-1284	79	3	time	time	NOUN
fbem-1284	79	4	,	,	PUNCT
fbem-1284	79	5	you	you	PRON
fbem-1284	79	6	ought	ought	AUX
fbem-1284	79	7	to	to	PART
fbem-1284	79	8	buy	buy	VERB
fbem-1284	79	9	bitcoin	bitcoin	NOUN
fbem-1284	79	10	and	and	CCONJ
fbem-1284	79	11	sell	sell	VERB
fbem-1284	79	12	gold	gold	NOUN
fbem-1284	79	13	.	.	PUNCT
fbem-1284	80	1			ADJ
fbem-1284	80	2	determination	determination	NOUN
fbem-1284	80	3	of	of	ADP
fbem-1284	80	4	the	the	DET
fbem-1284	80	5	mean	mean	ADJ
fbem-1284	80	6	predicted	predict	VERB
fbem-1284	80	7	value	value	NOUN
fbem-1284	80	8	according	accord	VERB
fbem-1284	80	9	to	to	ADP
fbem-1284	80	10	the	the	DET
fbem-1284	80	11	investor	investor	NOUN
fbem-1284	80	12	's	's	PART
fbem-1284	80	13	own	own	ADJ
fbem-1284	80	14	needs	need	NOUN
fbem-1284	80	15	,	,	PUNCT
fbem-1284	80	16	we	we	PRON
fbem-1284	80	17	use	use	VERB
fbem-1284	80	18	the	the	DET
fbem-1284	80	19	arima	arima	PROPN
fbem-1284	80	20	model	model	NOUN
fbem-1284	80	21	to	to	PART
fbem-1284	80	22	predict	predict	VERB
fbem-1284	80	23	the	the	DET
fbem-1284	80	24	asset	asset	NOUN
fbem-1284	80	25	prices	price	NOUN
fbem-1284	80	26	in	in	ADP
fbem-1284	80	27	the	the	DET
fbem-1284	80	28	next	next	ADJ
fbem-1284	80	29	n	n	NUM
fbem-1284	80	30	days	day	NOUN
fbem-1284	80	31	.	.	PUNCT
fbem-1284	81	1	for	for	ADP
fbem-1284	81	2	example	example	NOUN
fbem-1284	81	3	,	,	PUNCT
fbem-1284	81	4	we	we	PRON
fbem-1284	81	5	calculate	calculate	VERB
fbem-1284	81	6	the	the	DET
fbem-1284	81	7	predicted	predict	VERB
fbem-1284	81	8	values	value	NOUN
fbem-1284	81	9	of	of	ADP
fbem-1284	81	10	bitcoin	bitcoin	ADJ
fbem-1284	81	11	and	and	CCONJ
fbem-1284	81	12	gold	gold	NOUN
fbem-1284	81	13	prices	price	NOUN
fbem-1284	81	14	for	for	ADP
fbem-1284	81	15	10	10	NUM
fbem-1284	81	16	days	day	NOUN
fbem-1284	81	17	and	and	CCONJ
fbem-1284	81	18	average	average	VERB
fbem-1284	81	19	them	they	PRON
fbem-1284	81	20	.	.	PUNCT
fbem-1284	82	1	at	at	ADP
fbem-1284	82	2	the	the	DET
fbem-1284	82	3	same	same	ADJ
fbem-1284	82	4	time	time	NOUN
fbem-1284	82	5	,	,	PUNCT
fbem-1284	82	6	in	in	ADP
fbem-1284	82	7	order	order	NOUN
fbem-1284	82	8	to	to	PART
fbem-1284	82	9	calculate	calculate	VERB
fbem-1284	82	10	the	the	DET
fbem-1284	82	11	best	good	ADJ
fbem-1284	82	12	asset	asset	NOUN
fbem-1284	82	13	price	price	NOUN
fbem-1284	82	14	on	on	ADP
fbem-1284	82	15	the	the	DET
fbem-1284	82	16	last	last	ADJ
fbem-1284	82	17	day	day	NOUN
fbem-1284	82	18	,	,	PUNCT
fbem-1284	82	19	we	we	PRON
fbem-1284	82	20	repeated	repeat	VERB
fbem-1284	82	21	this	this	DET
fbem-1284	82	22	prediction	prediction	NOUN
fbem-1284	82	23	every	every	DET
fbem-1284	82	24	day	day	NOUN
fbem-1284	82	25	and	and	CCONJ
fbem-1284	82	26	the	the	DET
fbem-1284	82	27	process	process	NOUN
fbem-1284	82	28	continues	continue	VERB
fbem-1284	82	29	until	until	ADP
fbem-1284	82	30	the	the	DET
fbem-1284	82	31	last	last	ADJ
fbem-1284	82	32	day	day	NOUN
fbem-1284	82	33	,	,	PUNCT
fbem-1284	82	34	as	as	SCONJ
fbem-1284	82	35	shown	show	VERB
fbem-1284	82	36	in	in	ADP
fbem-1284	82	37	figure	figure	NOUN
fbem-1284	82	38	10	10	NUM
fbem-1284	82	39	.	.	PUNCT
fbem-1284	83	1	147	147	NUM
fbem-1284	83	2	figure	figure	NOUN
fbem-1284	83	3	10	10	NUM
fbem-1284	83	4	.	.	PUNCT
fbem-1284	84	1	top	top	ADJ
fbem-1284	84	2	100	100	NUM
fbem-1284	84	3	days	day	NOUN
fbem-1284	84	4	forecast	forecast	NOUN
fbem-1284	84	5	for	for	ADP
fbem-1284	84	6	bitcoin	bitcoin	NOUN
fbem-1284	84	7	and	and	CCONJ
fbem-1284	84	8	gold	gold	NOUN
fbem-1284	84	9	simultaneously	simultaneously	ADV
fbem-1284	84	10	,	,	PUNCT
fbem-1284	84	11	we	we	PRON
fbem-1284	84	12	make	make	VERB
fbem-1284	84	13	a	a	DET
fbem-1284	84	14	prediction	prediction	NOUN
fbem-1284	84	15	of	of	ADP
fbem-1284	84	16	the	the	DET
fbem-1284	84	17	difference	difference	NOUN
fbem-1284	84	18	between	between	ADP
fbem-1284	84	19	tomorrow	tomorrow	NOUN
fbem-1284	84	20	's	's	PART
fbem-1284	84	21	price	price	NOUN
fbem-1284	84	22	and	and	CCONJ
fbem-1284	84	23	today	today	NOUN
fbem-1284	84	24	's	's	PART
fbem-1284	84	25	price	price	NOUN
fbem-1284	84	26	as	as	SCONJ
fbem-1284	84	27	shown	show	VERB
fbem-1284	84	28	in	in	ADP
fbem-1284	84	29	figure	figure	NOUN
fbem-1284	84	30	11	11	NUM
fbem-1284	84	31	.	.	PUNCT
fbem-1284	85	1	then	then	ADV
fbem-1284	85	2	we	we	PRON
fbem-1284	85	3	calculate	calculate	VERB
fbem-1284	85	4	the	the	DET
fbem-1284	85	5	asset	asset	NOUN
fbem-1284	85	6	price	price	NOUN
fbem-1284	85	7	.	.	PUNCT
fbem-1284	86	1	finally	finally	ADV
fbem-1284	86	2	,	,	PUNCT
fbem-1284	86	3	we	we	PRON
fbem-1284	86	4	sell	sell	VERB
fbem-1284	86	5	the	the	DET
fbem-1284	86	6	asset	asset	NOUN
fbem-1284	86	7	at	at	ADP
fbem-1284	86	8	the	the	DET
fbem-1284	86	9	highest	high	ADJ
fbem-1284	86	10	point	point	NOUN
fbem-1284	86	11	of	of	ADP
fbem-1284	86	12	the	the	DET
fbem-1284	86	13	portfolio	portfolio	NOUN
fbem-1284	86	14	and	and	CCONJ
fbem-1284	86	15	buy	buy	VERB
fbem-1284	86	16	it	it	PRON
fbem-1284	86	17	at	at	ADP
fbem-1284	86	18	the	the	DET
fbem-1284	86	19	lowest	low	ADJ
fbem-1284	86	20	point	point	NOUN
fbem-1284	86	21	.	.	PUNCT
fbem-1284	87	1	as	as	SCONJ
fbem-1284	87	2	the	the	DET
fbem-1284	87	3	chart	chart	NOUN
fbem-1284	87	4	shows	show	VERB
fbem-1284	87	5	,	,	PUNCT
fbem-1284	87	6	we	we	PRON
fbem-1284	87	7	can	can	AUX
fbem-1284	87	8	sell	sell	VERB
fbem-1284	87	9	around	around	ADP
fbem-1284	87	10	the	the	DET
fbem-1284	87	11	40th	40th	ADJ
fbem-1284	87	12	day	day	NOUN
fbem-1284	87	13	to	to	PART
fbem-1284	87	14	get	get	VERB
fbem-1284	87	15	the	the	DET
fbem-1284	87	16	best	good	ADJ
fbem-1284	87	17	value	value	NOUN
fbem-1284	87	18	and	and	CCONJ
fbem-1284	87	19	buy	buy	VERB
fbem-1284	87	20	around	around	ADP
fbem-1284	87	21	the	the	DET
fbem-1284	87	22	10th	10th	ADJ
fbem-1284	87	23	day	day	NOUN
fbem-1284	87	24	in	in	ADP
fbem-1284	87	25	order	order	NOUN
fbem-1284	87	26	to	to	PART
fbem-1284	87	27	earn	earn	VERB
fbem-1284	87	28	higher	high	ADJ
fbem-1284	87	29	profits	profit	NOUN
fbem-1284	87	30	at	at	ADP
fbem-1284	87	31	lower	low	ADJ
fbem-1284	87	32	costs	cost	NOUN
fbem-1284	87	33	.	.	PUNCT
fbem-1284	88	1	figure	figure	VERB
fbem-1284	88	2	11	11	NUM
fbem-1284	88	3	.	.	PUNCT
fbem-1284	89	1	the	the	DET
fbem-1284	89	2	difference	difference	NOUN
fbem-1284	89	3	between	between	ADP
fbem-1284	89	4	the	the	DET
fbem-1284	89	5	first	first	ADJ
fbem-1284	89	6	100	100	NUM
fbem-1284	89	7	days	day	NOUN
fbem-1284	89	8	and	and	CCONJ
fbem-1284	89	9	today	today	NOUN
fbem-1284	89	10	's	's	PART
fbem-1284	89	11	price	price	NOUN
fbem-1284	89	12			ADJ
fbem-1284	89	13	expected	expect	VERB
fbem-1284	89	14	returns	return	NOUN
fbem-1284	89	15	and	and	CCONJ
fbem-1284	89	16	risk	risk	NOUN
fbem-1284	89	17	avoidance	avoidance	NOUN
fbem-1284	89	18	strategies	strategy	NOUN
fbem-1284	89	19	1	1	NUM
fbem-1284	89	20	.	.	PUNCT
fbem-1284	89	21	fixed	fix	VERB
fbem-1284	89	22	income	income	NOUN
fbem-1284	89	23	of	of	ADP
fbem-1284	89	24	$	$	SYM
fbem-1284	89	25	20	20	NUM
fbem-1284	89	26	regarding	regard	VERB
fbem-1284	89	27	asset	asset	NOUN
fbem-1284	89	28	forecasts	forecast	NOUN
fbem-1284	89	29	for	for	ADP
fbem-1284	89	30	bitcoin	bitcoin	NOUN
fbem-1284	89	31	and	and	CCONJ
fbem-1284	89	32	gold	gold	NOUN
fbem-1284	89	33	,	,	PUNCT
fbem-1284	89	34	we	we	PRON
fbem-1284	89	35	need	need	VERB
fbem-1284	89	36	to	to	PART
fbem-1284	89	37	consider	consider	VERB
fbem-1284	89	38	earnings	earning	NOUN
fbem-1284	89	39	of	of	ADP
fbem-1284	89	40	a	a	DET
fbem-1284	89	41	fixed	fix	VERB
fbem-1284	89	42	$	$	SYM
fbem-1284	89	43	20	20	NUM
fbem-1284	89	44	as	as	SCONJ
fbem-1284	89	45	shown	show	VERB
fbem-1284	89	46	in	in	ADP
fbem-1284	89	47	figure	figure	NOUN
fbem-1284	89	48	12	12	NUM
fbem-1284	89	49	.	.	PUNCT
fbem-1284	90	1	figure	figure	NOUN
fbem-1284	90	2	12	12	NUM
fbem-1284	90	3	.	.	PUNCT
fbem-1284	91	1	fixed	fix	VERB
fbem-1284	91	2	income	income	NOUN
fbem-1284	91	3	of	of	ADP
fbem-1284	91	4	$	$	SYM
fbem-1284	91	5	20	20	NUM
fbem-1284	91	6	148	148	NUM
fbem-1284	91	7	2	2	NUM
fbem-1284	91	8	.	.	PUNCT
fbem-1284	91	9	risk	risk	NOUN
fbem-1284	91	10	avoidance	avoidance	NOUN
fbem-1284	91	11	by	by	ADP
fbem-1284	91	12	comparing	compare	VERB
fbem-1284	91	13	a	a	DET
fbem-1284	91	14	fixed	fix	VERB
fbem-1284	91	15	profit	profit	NOUN
fbem-1284	91	16	which	which	PRON
fbem-1284	91	17	considering	consider	VERB
fbem-1284	91	18	risk	risk	NOUN
fbem-1284	91	19	factors	factor	NOUN
fbem-1284	91	20	or	or	CCONJ
fbem-1284	91	21	not	not	PART
fbem-1284	91	22	,	,	PUNCT
fbem-1284	91	23	we	we	PRON
fbem-1284	91	24	can	can	AUX
fbem-1284	91	25	discover	discover	VERB
fbem-1284	91	26	that	that	SCONJ
fbem-1284	91	27	the	the	DET
fbem-1284	91	28	expected	expect	VERB
fbem-1284	91	29	return	return	NOUN
fbem-1284	91	30	increases	increase	NOUN
fbem-1284	91	31	when	when	SCONJ
fbem-1284	91	32	we	we	PRON
fbem-1284	91	33	consider	consider	VERB
fbem-1284	91	34	the	the	DET
fbem-1284	91	35	risk	risk	NOUN
fbem-1284	91	36	situation	situation	NOUN
fbem-1284	91	37	.	.	PUNCT
fbem-1284	92	1	meanwhile	meanwhile	ADV
fbem-1284	92	2	,	,	PUNCT
fbem-1284	92	3	with	with	ADP
fbem-1284	92	4	the	the	DET
fbem-1284	92	5	increase	increase	NOUN
fbem-1284	92	6	of	of	ADP
fbem-1284	92	7	risk	risk	NOUN
fbem-1284	92	8	,	,	PUNCT
fbem-1284	92	9	the	the	DET
fbem-1284	92	10	expected	expect	VERB
fbem-1284	92	11	earnings	earning	NOUN
fbem-1284	92	12	are	be	AUX
fbem-1284	92	13	also	also	ADV
fbem-1284	92	14	basically	basically	ADV
fbem-1284	92	15	increased	increase	VERB
fbem-1284	92	16	.	.	PUNCT
fbem-1284	93	1	at	at	ADP
fbem-1284	93	2	this	this	DET
fbem-1284	93	3	time	time	NOUN
fbem-1284	93	4	,	,	PUNCT
fbem-1284	93	5	the	the	DET
fbem-1284	93	6	assets	asset	NOUN
fbem-1284	93	7	can	can	AUX
fbem-1284	93	8	be	be	AUX
fbem-1284	93	9	bought	buy	VERB
fbem-1284	93	10	or	or	CCONJ
fbem-1284	93	11	sold	sell	VERB
fbem-1284	93	12	above	above	ADP
fbem-1284	93	13	the	the	DET
fbem-1284	93	14	fixed	fix	VERB
fbem-1284	93	15	income	income	NOUN
fbem-1284	93	16	line	line	NOUN
fbem-1284	93	17	as	as	SCONJ
fbem-1284	93	18	shown	show	VERB
fbem-1284	93	19	in	in	ADP
fbem-1284	93	20	figure	figure	NOUN
fbem-1284	93	21	13.the	13.the	DET
fbem-1284	93	22	expected	expected	ADJ
fbem-1284	93	23	risk	risk	NOUN
fbem-1284	93	24	and	and	CCONJ
fbem-1284	93	25	return	return	VERB
fbem-1284	93	26	formula	formula	NOUN
fbem-1284	93	27	is	be	AUX
fbem-1284	93	28	as	as	SCONJ
fbem-1284	93	29	follows	follow	VERB
fbem-1284	93	30	:	:	PUNCT
fbem-1284	93	31	r＝log（	r＝log（	X
fbem-1284	93	32	▽	▽	VERB
fbem-1284	93	33	y1+	y1+	NOUN
fbem-1284	93	34	▽	▽	ADJ
fbem-1284	93	35	y2	y2	VERB
fbem-1284	93	36	+	+	ADJ
fbem-1284	93	37	1）*5	1）*5	NUM
fbem-1284	93	38	figure	figure	NOUN
fbem-1284	93	39	13	13	NUM
fbem-1284	93	40	.	.	PUNCT
fbem-1284	94	1	risk	risk	NOUN
fbem-1284	94	2	-	-	PUNCT
fbem-1284	94	3	expected	expect	VERB
fbem-1284	94	4	returns	return	NOUN
fbem-1284	94	5			ADJ
fbem-1284	94	6	transactions	transaction	NOUN
fbem-1284	94	7	and	and	CCONJ
fbem-1284	94	8	earnings	earning	NOUN
fbem-1284	94	9	through	through	ADP
fbem-1284	94	10	the	the	DET
fbem-1284	94	11	above	above	ADJ
fbem-1284	94	12	analysis	analysis	NOUN
fbem-1284	94	13	,	,	PUNCT
fbem-1284	94	14	we	we	PRON
fbem-1284	94	15	invested	invest	VERB
fbem-1284	94	16	from	from	ADP
fbem-1284	94	17	2016	2016	NUM
fbem-1284	94	18	to	to	ADP
fbem-1284	94	19	2021	2021	NUM
fbem-1284	94	20	,	,	PUNCT
fbem-1284	94	21	initially	initially	ADV
fbem-1284	94	22	holding	hold	VERB
fbem-1284	94	23	funds	fund	NOUN
fbem-1284	94	24	of	of	ADP
fbem-1284	94	25	$	$	SYM
fbem-1284	94	26	1000	1000	NUM
fbem-1284	94	27	.	.	PUNCT
fbem-1284	95	1	in	in	ADP
fbem-1284	95	2	order	order	NOUN
fbem-1284	95	3	to	to	PART
fbem-1284	95	4	maximize	maximize	VERB
fbem-1284	95	5	the	the	DET
fbem-1284	95	6	final	final	ADJ
fbem-1284	95	7	income	income	NOUN
fbem-1284	95	8	,	,	PUNCT
fbem-1284	95	9	we	we	PRON
fbem-1284	95	10	suppose	suppose	VERB
fbem-1284	95	11	that	that	SCONJ
fbem-1284	95	12	every	every	DET
fbem-1284	95	13	investment	investment	NOUN
fbem-1284	95	14	is	be	AUX
fbem-1284	95	15	spent	spend	VERB
fbem-1284	95	16	.	.	PUNCT
fbem-1284	96	1	then	then	ADV
fbem-1284	96	2	we	we	PRON
fbem-1284	96	3	can	can	AUX
fbem-1284	96	4	get	get	VERB
fbem-1284	96	5	the	the	DET
fbem-1284	96	6	daily	daily	ADJ
fbem-1284	96	7	investment	investment	NOUN
fbem-1284	96	8	strategy	strategy	NOUN
fbem-1284	96	9	as	as	SCONJ
fbem-1284	96	10	shown	show	VERB
fbem-1284	96	11	in	in	ADP
fbem-1284	96	12	annex	annex	NOUN
fbem-1284	96	13	1	1	NUM
fbem-1284	96	14	.	.	PUNCT
fbem-1284	97	1	through	through	ADP
fbem-1284	97	2	analysis	analysis	NOUN
fbem-1284	97	3	,	,	PUNCT
fbem-1284	97	4	it	it	PRON
fbem-1284	97	5	can	can	AUX
fbem-1284	97	6	be	be	AUX
fbem-1284	97	7	concluded	conclude	VERB
fbem-1284	97	8	that	that	SCONJ
fbem-1284	97	9	a	a	DET
fbem-1284	97	10	total	total	NOUN
fbem-1284	97	11	of	of	ADP
fbem-1284	97	12	88	88	NUM
fbem-1284	97	13	transactions	transaction	NOUN
fbem-1284	97	14	have	have	AUX
fbem-1284	97	15	been	be	AUX
fbem-1284	97	16	carried	carry	VERB
fbem-1284	97	17	out	out	ADP
fbem-1284	97	18	,	,	PUNCT
fbem-1284	97	19	most	most	ADJ
fbem-1284	97	20	of	of	ADP
fbem-1284	97	21	which	which	PRON
fbem-1284	97	22	are	be	AUX
fbem-1284	97	23	mainly	mainly	ADV
fbem-1284	97	24	bitcoin	bitcoin	NOUN
fbem-1284	97	25	transactions	transaction	NOUN
fbem-1284	97	26	,	,	PUNCT
fbem-1284	97	27	because	because	SCONJ
fbem-1284	97	28	it	it	PRON
fbem-1284	97	29	is	be	AUX
fbem-1284	97	30	highly	highly	ADV
fbem-1284	97	31	volatile	volatile	ADJ
fbem-1284	97	32	.	.	PUNCT
fbem-1284	98	1	buying	buy	VERB
fbem-1284	98	2	close	close	ADV
fbem-1284	98	3	when	when	SCONJ
fbem-1284	98	4	the	the	DET
fbem-1284	98	5	price	price	NOUN
fbem-1284	98	6	is	be	AUX
fbem-1284	98	7	low	low	ADJ
fbem-1284	98	8	and	and	CCONJ
fbem-1284	98	9	selling	sell	VERB
fbem-1284	98	10	it	it	PRON
fbem-1284	98	11	when	when	SCONJ
fbem-1284	98	12	the	the	DET
fbem-1284	98	13	price	price	NOUN
fbem-1284	98	14	is	be	AUX
fbem-1284	98	15	high	high	ADJ
fbem-1284	98	16	can	can	AUX
fbem-1284	98	17	earn	earn	VERB
fbem-1284	98	18	more	more	ADJ
fbem-1284	98	19	money	money	NOUN
fbem-1284	98	20	.	.	PUNCT
fbem-1284	99	1	the	the	DET
fbem-1284	99	2	cumulative	cumulative	ADJ
fbem-1284	99	3	return	return	NOUN
fbem-1284	99	4	after	after	SCONJ
fbem-1284	99	5	each	each	DET
fbem-1284	99	6	trade	trade	NOUN
fbem-1284	99	7	is	be	AUX
fbem-1284	99	8	shown	show	VERB
fbem-1284	99	9	in	in	ADP
fbem-1284	99	10	figure	figure	NOUN
fbem-1284	99	11	14	14	NUM
fbem-1284	99	12	.	.	PUNCT
fbem-1284	100	1	the	the	PRON
fbem-1284	100	2	we	we	PRON
fbem-1284	100	3	stop	stop	VERB
fbem-1284	100	4	investing	invest	VERB
fbem-1284	100	5	after	after	ADP
fbem-1284	100	6	reaching	reach	VERB
fbem-1284	100	7	a	a	DET
fbem-1284	100	8	maximum	maximum	ADJ
fbem-1284	100	9	gain	gain	NOUN
fbem-1284	100	10	of	of	ADP
fbem-1284	100	11	$	$	SYM
fbem-1284	100	12	323,841.52	323,841.52	NUM
fbem-1284	100	13	on	on	ADP
fbem-1284	100	14	october	october	PROPN
fbem-1284	100	15	1	1	NUM
fbem-1284	100	16	,	,	PUNCT
fbem-1284	100	17	2021	2021	NUM
fbem-1284	100	18	.	.	PUNCT
fbem-1284	101	1	figure	figure	NOUN
fbem-1284	101	2	14	14	NUM
fbem-1284	101	3	.	.	PUNCT
fbem-1284	102	1	cumulative	cumulative	ADJ
fbem-1284	102	2	gain	gain	NOUN
fbem-1284	102	3	after	after	ADP
fbem-1284	102	4	each	each	DET
fbem-1284	102	5	transaction	transaction	NOUN
fbem-1284	102	6	5	5	NUM
fbem-1284	102	7	.	.	PUNCT
fbem-1284	102	8	best	good	ADJ
fbem-1284	102	9	evidence	evidence	NOUN
fbem-1284	102	10	for	for	ADP
fbem-1284	102	11	the	the	DET
fbem-1284	102	12	reasonableness	reasonableness	NOUN
fbem-1284	102	13	of	of	ADP
fbem-1284	102	14	the	the	DET
fbem-1284	102	15	arima	arima	PROPN
fbem-1284	102	16	model	model	NOUN
fbem-1284	102	17	we	we	PRON
fbem-1284	102	18	provide	provide	VERB
fbem-1284	102	19	evidence	evidence	NOUN
fbem-1284	102	20	for	for	ADP
fbem-1284	102	21	the	the	DET
fbem-1284	102	22	arima	arima	PROPN
fbem-1284	102	23	model	model	NOUN
fbem-1284	102	24	as	as	ADP
fbem-1284	102	25	the	the	DET
fbem-1284	102	26	best	good	ADJ
fbem-1284	102	27	strategy	strategy	NOUN
fbem-1284	102	28	from	from	ADP
fbem-1284	102	29	two	two	NUM
fbem-1284	102	30	aspects	aspect	NOUN
fbem-1284	102	31	:	:	PUNCT
fbem-1284	102	32	the	the	DET
fbem-1284	102	33	rationality	rationality	NOUN
fbem-1284	102	34	of	of	ADP
fbem-1284	102	35	the	the	DET
fbem-1284	102	36	arima	arima	PROPN
fbem-1284	102	37	model	model	NOUN
fbem-1284	102	38	itself	itself	PRON
fbem-1284	102	39	and	and	CCONJ
fbem-1284	102	40	the	the	DET
fbem-1284	102	41	comparison	comparison	NOUN
fbem-1284	102	42	of	of	ADP
fbem-1284	102	43	the	the	DET
fbem-1284	102	44	accuracy	accuracy	NOUN
fbem-1284	102	45	of	of	ADP
fbem-1284	102	46	mainstream	mainstream	NOUN
fbem-1284	102	47	machine	machine	NOUN
fbem-1284	102	48	learning	learn	VERB
fbem-1284	102	49	algorithms	algorithm	NOUN
fbem-1284	102	50	.	.	PUNCT
fbem-1284	103	1	5.1	5.1	NUM
fbem-1284	103	2	.	.	PUNCT
fbem-1284	104	1	rationality	rationality	NOUN
fbem-1284	104	2	of	of	ADP
fbem-1284	104	3	the	the	DET
fbem-1284	104	4	arima	arima	PROPN
fbem-1284	104	5	model	model	NOUN
fbem-1284	104	6	the	the	DET
fbem-1284	104	7	key	key	NOUN
fbem-1284	104	8	to	to	ADP
fbem-1284	104	9	the	the	DET
fbem-1284	104	10	rationality	rationality	NOUN
fbem-1284	104	11	of	of	ADP
fbem-1284	104	12	the	the	DET
fbem-1284	104	13	arima	arima	PROPN
fbem-1284	104	14	model	model	NOUN
fbem-1284	104	15	lies	lie	VERB
fbem-1284	104	16	in	in	ADP
fbem-1284	104	17	the	the	DET
fbem-1284	104	18	149	149	NUM
fbem-1284	104	19	composition	composition	NOUN
fbem-1284	104	20	of	of	ADP
fbem-1284	104	21	the	the	DET
fbem-1284	104	22	stationary	stationary	ADJ
fbem-1284	104	23	time	time	NOUN
fbem-1284	104	24	series	series	NOUN
fbem-1284	104	25	,	,	PUNCT
fbem-1284	104	26	that	that	ADV
fbem-1284	104	27	is	is	ADV
fbem-1284	104	28	,	,	PUNCT
fbem-1284	104	29	the	the	DET
fbem-1284	104	30	data	datum	NOUN
fbem-1284	104	31	of	of	ADP
fbem-1284	104	32	the	the	DET
fbem-1284	104	33	steps	step	NOUN
fbem-1284	104	34	carried	carry	VERB
fbem-1284	104	35	out	out	ADP
fbem-1284	104	36	needs	need	NOUN
fbem-1284	104	37	to	to	PART
fbem-1284	104	38	have	have	AUX
fbem-1284	104	39	certain	certain	ADJ
fbem-1284	104	40	rules	rule	NOUN
fbem-1284	104	41	to	to	PART
fbem-1284	104	42	form	form	VERB
fbem-1284	104	43	a	a	DET
fbem-1284	104	44	linear	linear	ADJ
fbem-1284	104	45	relationship	relationship	NOUN
fbem-1284	104	46	.	.	PUNCT
fbem-1284	105	1	through	through	ADP
fbem-1284	105	2	observation	observation	NOUN
fbem-1284	105	3	,	,	PUNCT
fbem-1284	105	4	we	we	PRON
fbem-1284	105	5	found	find	VERB
fbem-1284	105	6	that	that	SCONJ
fbem-1284	105	7	the	the	DET
fbem-1284	105	8	data	datum	NOUN
fbem-1284	105	9	provided	provide	VERB
fbem-1284	105	10	is	be	AUX
fbem-1284	105	11	weakly	weakly	ADV
fbem-1284	105	12	stationary	stationary	ADJ
fbem-1284	105	13	,	,	PUNCT
fbem-1284	105	14	so	so	SCONJ
fbem-1284	105	15	it	it	PRON
fbem-1284	105	16	is	be	AUX
fbem-1284	105	17	necessary	necessary	ADJ
fbem-1284	105	18	to	to	PART
fbem-1284	105	19	first	first	ADV
fbem-1284	105	20	differentiate	differentiate	VERB
fbem-1284	105	21	into	into	ADP
fbem-1284	105	22	a	a	DET
fbem-1284	105	23	stationary	stationary	ADJ
fbem-1284	105	24	time	time	NOUN
fbem-1284	105	25	series	series	NOUN
fbem-1284	105	26	.	.	PUNCT
fbem-1284	106	1	5.2	5.2	NUM
fbem-1284	106	2	.	.	PUNCT
fbem-1284	107	1	comparison	comparison	NOUN
fbem-1284	107	2	with	with	ADP
fbem-1284	107	3	mainstream	mainstream	ADJ
fbem-1284	107	4	algorithms	algorithm	NOUN
fbem-1284	107	5	we	we	PRON
fbem-1284	107	6	compare	compare	VERB
fbem-1284	107	7	the	the	DET
fbem-1284	107	8	arima	arima	PROPN
fbem-1284	107	9	model	model	NOUN
fbem-1284	107	10	with	with	ADP
fbem-1284	107	11	other	other	ADJ
fbem-1284	107	12	mainstream	mainstream	ADJ
fbem-1284	107	13	algorithm	algorithm	NOUN
fbem-1284	107	14	models	model	NOUN
fbem-1284	107	15	,	,	PUNCT
fbem-1284	107	16	as	as	SCONJ
fbem-1284	107	17	shown	show	VERB
fbem-1284	107	18	in	in	ADP
fbem-1284	107	19	table	table	NOUN
fbem-1284	107	20	3	3	NUM
fbem-1284	107	21	.	.	PUNCT
fbem-1284	107	22	table	table	NOUN
fbem-1284	107	23	3	3	NUM
fbem-1284	107	24	.	.	PUNCT
fbem-1284	108	1	algorithmic	algorithmic	ADJ
fbem-1284	108	2	comparison	comparison	NOUN
fbem-1284	108	3	algorithm	algorithm	NOUN
fbem-1284	108	4	name	name	NOUN
fbem-1284	108	5	scope	scope	NOUN
fbem-1284	108	6	of	of	ADP
fbem-1284	108	7	application	application	NOUN
fbem-1284	108	8	features	feature	VERB
fbem-1284	108	9	arima	arima	PROPN
fbem-1284	108	10	linear	linear	PROPN
fbem-1284	108	11	data	data	PROPN
fbem-1284	108	12	simple	simple	ADJ
fbem-1284	108	13	implementation	implementation	NOUN
fbem-1284	108	14	,	,	PUNCT
fbem-1284	108	15	good	good	ADJ
fbem-1284	108	16	accuracy	accuracy	NOUN
fbem-1284	108	17	,	,	PUNCT
fbem-1284	108	18	and	and	CCONJ
fbem-1284	108	19	an	an	DET
fbem-1284	108	20	inability	inability	NOUN
fbem-1284	108	21	to	to	PART
fbem-1284	108	22	fit	fit	VERB
fbem-1284	108	23	the	the	DET
fbem-1284	108	24	nonlinear	nonlinear	PROPN
fbem-1284	108	25	data	data	PROPN
fbem-1284	108	26	ridge	ridge	PROPN
fbem-1284	108	27	linear	linear	PROPN
fbem-1284	108	28	data	data	PROPN
fbem-1284	108	29	sacrifice	sacrifice	NOUN
fbem-1284	108	30	unbias	unbia	NOUN
fbem-1284	108	31	to	to	PART
fbem-1284	108	32	improve	improve	VERB
fbem-1284	108	33	data	datum	NOUN
fbem-1284	108	34	stability	stability	NOUN
fbem-1284	108	35	kneighborsclassfier	kneighborsclassfier	PROPN
fbem-1284	108	36	numerical	numerical	PROPN
fbem-1284	108	37	type	type	PROPN
fbem-1284	108	38	,	,	PUNCT
fbem-1284	108	39	nominal	nominal	ADJ
fbem-1284	108	40	type	type	NOUN
fbem-1284	108	41	high	high	ADJ
fbem-1284	108	42	accuracy	accuracy	NOUN
fbem-1284	108	43	and	and	CCONJ
fbem-1284	108	44	insensitive	insensitive	ADJ
fbem-1284	108	45	to	to	ADP
fbem-1284	108	46	outliers	outlier	NOUN
fbem-1284	108	47	randomforestclassfier	randomforestclassfi	ADJ
fbem-1284	108	48	unrestricted	unrestricted	ADJ
fbem-1284	108	49	processing	processing	NOUN
fbem-1284	108	50	of	of	ADP
fbem-1284	108	51	high	high	ADJ
fbem-1284	108	52	-	-	PUNCT
fbem-1284	108	53	dimensional	dimensional	ADJ
fbem-1284	108	54	data	datum	NOUN
fbem-1284	108	55	,	,	PUNCT
fbem-1284	108	56	accuracy	accuracy	NOUN
fbem-1284	108	57	is	be	AUX
fbem-1284	108	58	affected	affect	VERB
fbem-1284	108	59	by	by	ADP
fbem-1284	108	60	the	the	DET
fbem-1284	108	61	noise	noise	NOUN
fbem-1284	108	62	svm	svm	ADJ
fbem-1284	108	63	second	second	ADJ
fbem-1284	108	64	classification	classification	NOUN
fbem-1284	108	65	field	field	NOUN
fbem-1284	108	66	support	support	NOUN
fbem-1284	108	67	for	for	ADP
fbem-1284	108	68	multidimensional	multidimensional	ADJ
fbem-1284	108	69	processing	processing	NOUN
fbem-1284	108	70	,	,	PUNCT
fbem-1284	108	71	inefficient	inefficient	ADJ
fbem-1284	108	72	and	and	CCONJ
fbem-1284	108	73	sensitive	sensitive	ADJ
fbem-1284	108	74	to	to	ADP
fbem-1284	108	75	missing	miss	VERB
fbem-1284	108	76	data	datum	NOUN
fbem-1284	108	77	for	for	ADP
fbem-1284	108	78	the	the	DET
fbem-1284	108	79	same	same	ADJ
fbem-1284	108	80	data	datum	NOUN
fbem-1284	108	81	,	,	PUNCT
fbem-1284	108	82	these	these	DET
fbem-1284	108	83	algorithms	algorithm	NOUN
fbem-1284	108	84	are	be	AUX
fbem-1284	108	85	predicted	predict	VERB
fbem-1284	108	86	.	.	PUNCT
fbem-1284	109	1	as	as	SCONJ
fbem-1284	109	2	shown	show	VERB
fbem-1284	109	3	in	in	ADP
fbem-1284	109	4	table	table	NOUN
fbem-1284	109	5	4	4	NUM
fbem-1284	109	6	,	,	PUNCT
fbem-1284	109	7	the	the	DET
fbem-1284	109	8	arima	arima	NOUN
fbem-1284	109	9	model	model	NOUN
fbem-1284	109	10	is	be	AUX
fbem-1284	109	11	correct	correct	ADJ
fbem-1284	109	12	at	at	ADP
fbem-1284	109	13	0.75	0.75	NUM
fbem-1284	109	14	which	which	PRON
fbem-1284	109	15	significantly	significantly	ADV
fbem-1284	109	16	higher	high	ADJ
fbem-1284	109	17	than	than	ADP
fbem-1284	109	18	other	other	ADJ
fbem-1284	109	19	models	model	NOUN
fbem-1284	109	20	with	with	ADP
fbem-1284	109	21	stable	stable	ADJ
fbem-1284	109	22	data	datum	NOUN
fbem-1284	109	23	.	.	PUNCT
fbem-1284	110	1	from	from	ADP
fbem-1284	110	2	the	the	DET
fbem-1284	110	3	analysis	analysis	NOUN
fbem-1284	110	4	process	process	NOUN
fbem-1284	110	5	,	,	PUNCT
fbem-1284	110	6	the	the	DET
fbem-1284	110	7	arima	arima	PROPN
fbem-1284	110	8	model	model	NOUN
fbem-1284	110	9	considers	consider	VERB
fbem-1284	110	10	the	the	DET
fbem-1284	110	11	data	datum	NOUN
fbem-1284	110	12	of	of	ADP
fbem-1284	110	13	each	each	DET
fbem-1284	110	14	past	past	ADJ
fbem-1284	110	15	period	period	NOUN
fbem-1284	110	16	,	,	PUNCT
fbem-1284	110	17	while	while	SCONJ
fbem-1284	110	18	other	other	ADJ
fbem-1284	110	19	machine	machine	NOUN
fbem-1284	110	20	learning	learn	VERB
fbem-1284	110	21	algorithms	algorithm	NOUN
fbem-1284	110	22	only	only	ADV
fbem-1284	110	23	consider	consider	VERB
fbem-1284	110	24	the	the	DET
fbem-1284	110	25	data	data	NOUN
fbem-1284	110	26	results	result	NOUN
fbem-1284	110	27	of	of	ADP
fbem-1284	110	28	this	this	DET
fbem-1284	110	29	period	period	NOUN
fbem-1284	110	30	.	.	PUNCT
fbem-1284	111	1	table	table	NOUN
fbem-1284	111	2	4	4	NUM
fbem-1284	111	3	.	.	PUNCT
fbem-1284	111	4	comparison	comparison	NOUN
fbem-1284	111	5	of	of	ADP
fbem-1284	111	6	the	the	DET
fbem-1284	111	7	algorithm	algorithm	NOUN
fbem-1284	111	8	accuracies	accuracy	NOUN
fbem-1284	111	9	algorithm	algorithm	NOUN
fbem-1284	111	10	name	name	NOUN
fbem-1284	111	11	accuracy	accuracy	NOUN
fbem-1284	111	12	arima	arima	PROPN
fbem-1284	111	13	0.749	0.749	NUM
fbem-1284	111	14	ridge	ridge	PROPN
fbem-1284	111	15	0.453	0.453	NUM
fbem-1284	111	16	kneighborsclassfier	kneighborsclassfier	NOUN
fbem-1284	111	17	0.484	0.484	NUM
fbem-1284	111	18	randomforestclassfier	randomforestclassfier	ADJ
fbem-1284	111	19	0.491	0.491	NUM
fbem-1284	111	20	svm	svm	NOUN
fbem-1284	111	21	0.503	0.503	ADV
fbem-1284	111	22	6	6	NUM
fbem-1284	111	23	.	.	PUNCT
fbem-1284	112	1	evaluation	evaluation	NOUN
fbem-1284	112	2	of	of	ADP
fbem-1284	112	3	the	the	DET
fbem-1284	112	4	model	model	NOUN
fbem-1284	112	5	6.1	6.1	NUM
fbem-1284	112	6	.	.	PUNCT
fbem-1284	113	1	advantage	advantage	NOUN
fbem-1284	113	2			ADJ
fbem-1284	113	3	the	the	DET
fbem-1284	113	4	arima	arima	PROPN
fbem-1284	113	5	model	model	NOUN
fbem-1284	113	6	has	have	VERB
fbem-1284	113	7	a	a	DET
fbem-1284	113	8	high	high	ADJ
fbem-1284	113	9	degree	degree	NOUN
fbem-1284	113	10	of	of	ADP
fbem-1284	113	11	fit	fit	NOUN
fbem-1284	113	12	through	through	ADP
fbem-1284	113	13	the	the	DET
fbem-1284	113	14	smoothing	smoothing	NOUN
fbem-1284	113	15	and	and	CCONJ
fbem-1284	113	16	white	white	ADJ
fbem-1284	113	17	noise	noise	NOUN
fbem-1284	113	18	tests	test	NOUN
fbem-1284	113	19	.	.	PUNCT
fbem-1284	114	1			VERB
fbem-1284	114	2	the	the	DET
fbem-1284	114	3	model	model	NOUN
fbem-1284	114	4	is	be	AUX
fbem-1284	114	5	relatively	relatively	ADV
fbem-1284	114	6	simple	simple	ADJ
fbem-1284	114	7	,	,	PUNCT
fbem-1284	114	8	only	only	ADV
fbem-1284	114	9	endogenous	endogenous	ADJ
fbem-1284	114	10	variables	variable	NOUN
fbem-1284	114	11	are	be	AUX
fbem-1284	114	12	needed	need	VERB
fbem-1284	114	13	and	and	CCONJ
fbem-1284	114	14	no	no	DET
fbem-1284	114	15	othe	othe	ADJ
fbem-1284	114	16	-	-	PUNCT
fbem-1284	114	17	r	r	NOUN
fbem-1284	114	18	exogenous	exogenous	ADJ
fbem-1284	114	19	variables	variable	NOUN
fbem-1284	114	20	are	be	AUX
fbem-1284	114	21	needed	need	VERB
fbem-1284	114	22	,	,	PUNCT
fbem-1284	114	23	which	which	PRON
fbem-1284	114	24	reduces	reduce	VERB
fbem-1284	114	25	the	the	DET
fbem-1284	114	26	interference	interference	NOUN
fbem-1284	114	27	of	of	ADP
fbem-1284	114	28	exogenous	exogenous	ADJ
fbem-1284	114	29	variables	variable	NOUN
fbem-1284	114	30	.	.	PUNCT
fbem-1284	115	1			PROPN
fbem-1284	115	2	it	it	PRON
fbem-1284	115	3	can	can	AUX
fbem-1284	115	4	repeatedly	repeatedly	ADV
fbem-1284	115	5	perform	perform	VERB
fbem-1284	115	6	stationary	stationary	ADJ
fbem-1284	115	7	fitting	fitting	ADJ
fbem-1284	115	8	of	of	ADP
fbem-1284	115	9	time	time	NOUN
fbem-1284	115	10	series	series	PROPN
fbem-1284	115	11	data	data	PROPN
fbem-1284	115	12	,	,	PUNCT
fbem-1284	115	13	and	and	CCONJ
fbem-1284	115	14	process	process	VERB
fbem-1284	115	15	weakly	weakly	ADJ
fbem-1284	115	16	stationary	stationary	ADJ
fbem-1284	115	17	data	datum	NOUN
fbem-1284	115	18	by	by	ADP
fbem-1284	115	19	difference	difference	NOUN
fbem-1284	115	20	to	to	PART
fbem-1284	115	21	obtain	obtain	VERB
fbem-1284	115	22	a	a	DET
fbem-1284	115	23	new	new	ADJ
fbem-1284	115	24	and	and	CCONJ
fbem-1284	115	25	more	more	ADV
fbem-1284	115	26	stationary	stationary	ADJ
fbem-1284	115	27	time	time	NOUN
fbem-1284	115	28	series	series	NOUN
fbem-1284	115	29	.	.	PUNCT
fbem-1284	116	1	6.2	6.2	NUM
fbem-1284	116	2	.	.	PUNCT
fbem-1284	116	3	disadvantage	disadvantage	NOUN
fbem-1284	116	4			ADJ
fbem-1284	116	5	the	the	DET
fbem-1284	116	6	model	model	NOUN
fbem-1284	116	7	data	datum	NOUN
fbem-1284	116	8	has	have	VERB
fbem-1284	116	9	higher	high	ADJ
fbem-1284	116	10	requirements	requirement	NOUN
fbem-1284	116	11	on	on	ADP
fbem-1284	116	12	stability	stability	NOUN
fbem-1284	116	13	,	,	PUNCT
fbem-1284	116	14	only	only	ADV
fbem-1284	116	15	pretreatment	pretreatment	NOUN
fbem-1284	116	16	can	can	AUX
fbem-1284	116	17	form	form	VERB
fbem-1284	116	18	bette	bette	NOUN
fbem-1284	116	19	-	-	PUNCT
fbem-1284	116	20	r	r	NOUN
fbem-1284	116	21	results	result	NOUN
fbem-1284	116	22	.	.	PUNCT
fbem-1284	117	1			ADJ
fbem-1284	117	2	essentially	essentially	ADV
fbem-1284	117	3	a	a	DET
fbem-1284	117	4	linear	linear	ADJ
fbem-1284	117	5	regression	regression	NOUN
fbem-1284	117	6	,	,	PUNCT
fbem-1284	117	7	it	it	PRON
fbem-1284	117	8	can	can	AUX
fbem-1284	117	9	only	only	ADV
fbem-1284	117	10	capture	capture	VERB
fbem-1284	117	11	linear	linear	ADJ
fbem-1284	117	12	relationships	relationship	NOUN
fbem-1284	117	13	,	,	PUNCT
fbem-1284	117	14	not	not	PART
fbem-1284	117	15	nonlinear	nonlinear	ADJ
fbem-1284	117	16	relationships	relationship	NOUN
fbem-1284	117	17	.	.	PUNCT
fbem-1284	118	1	references	reference	NOUN
fbem-1284	118	2	[	[	X
fbem-1284	118	3	1	1	NUM
fbem-1284	118	4	]	]	PUNCT
fbem-1284	118	5	huiping	huipe	VERB
fbem-1284	118	6	huang	huang	PROPN
fbem-1284	118	7	,	,	PUNCT
fbem-1284	118	8	bloomberg	bloomberg	PROPN
fbem-1284	118	9	.	.	PUNCT
fbem-1284	119	1	market	market	NOUN
fbem-1284	119	2	valuation	valuation	NOUN
fbem-1284	119	3	and	and	CCONJ
fbem-1284	119	4	value	value	NOUN
fbem-1284	119	5	investment	investment	NOUN
fbem-1284	119	6	strategy	strategy	NOUN
fbem-1284	119	7	—	—	PUNCT
fbem-1284	119	8	—	—	PUNCT
fbem-1284	119	9	based	base	VERB
fbem-1284	119	10	on	on	ADP
fbem-1284	119	11	china	china	PROPN
fbem-1284	119	12	securities	securities	PROPN
fbem-1284	119	13	market	market	NOUN
fbem-1284	120	1	[	[	X
fbem-1284	120	2	j	j	X
fbem-1284	120	3	]	]	X
fbem-1284	120	4	.	.	PUNCT
fbem-1284	121	1	accounting	accounting	NOUN
fbem-1284	121	2	research	research	NOUN
fbem-1284	121	3	,	,	PUNCT
fbem-1284	121	4	2010	2010	NUM
fbem-1284	121	5	,	,	PUNCT
fbem-1284	121	6	(	(	PUNCT
fbem-1284	121	7	10	10	NUM
fbem-1284	121	8	):	):	PUNCT
fbem-1284	121	9	40	40	NUM
fbem-1284	121	10	-	-	SYM
fbem-1284	121	11	46	46	NUM
fbem-1284	121	12	+	+	NOUN
fbem-1284	121	13	96	96	NUM
fbem-1284	121	14	.	.	PUNCT
fbem-1284	122	1	[	[	X
fbem-1284	122	2	2	2	X
fbem-1284	122	3	]	]	X
fbem-1284	122	4	xin	xin	PROPN
fbem-1284	122	5	yang	yang	PROPN
fbem-1284	122	6	,	,	PUNCT
fbem-1284	122	7	zhanhui	zhanhui	PROPN
fbem-1284	122	8	chen	chen	PROPN
fbem-1284	122	9	.	.	PUNCT
fbem-1284	123	1	empirical	empirical	ADJ
fbem-1284	123	2	research	research	NOUN
fbem-1284	123	3	on	on	ADP
fbem-1284	123	4	inertia	inertia	NOUN
fbem-1284	123	5	and	and	CCONJ
fbem-1284	123	6	reverse	reverse	ADJ
fbem-1284	123	7	investment	investment	NOUN
fbem-1284	123	8	strategy	strategy	NOUN
fbem-1284	123	9	in	in	ADP
fbem-1284	123	10	chinese	chinese	ADJ
fbem-1284	123	11	stock	stock	NOUN
fbem-1284	123	12	market	market	NOUN
fbem-1284	124	1	[	[	X
fbem-1284	124	2	j	j	X
fbem-1284	124	3	]	]	X
fbem-1284	124	4	.	.	PUNCT
fbem-1284	125	1	journal	journal	PROPN
fbem-1284	125	2	of	of	ADP
fbem-1284	125	3	tsinghua	tsinghua	PROPN
fbem-1284	125	4	university	university	PROPN
fbem-1284	125	5	(	(	PUNCT
fbem-1284	125	6	natural	natural	ADJ
fbem-1284	125	7	science	science	NOUN
fbem-1284	125	8	edition	edition	NOUN
fbem-1284	125	9	)	)	PUNCT
fbem-1284	125	10	,	,	PUNCT
fbem-1284	125	11	2004	2004	NUM
fbem-1284	125	12	,	,	PUNCT
fbem-1284	125	13	(	(	PUNCT
fbem-1284	125	14	06	06	NUM
fbem-1284	125	15	):	):	PUNCT
fbem-1284	125	16	758	758	NUM
fbem-1284	125	17	-	-	SYM
fbem-1284	125	18	761	761	NUM
fbem-1284	125	19	.	.	PUNCT
fbem-1284	126	1	[	[	X
fbem-1284	126	2	3	3	X
fbem-1284	126	3	]	]	X
fbem-1284	126	4	peng	peng	PROPN
fbem-1284	126	5	zhang	zhang	PROPN
fbem-1284	126	6	.	.	PUNCT
fbem-1284	127	1	no	no	DET
fbem-1284	127	2	comparative	comparative	ADJ
fbem-1284	127	3	mean	mean	ADJ
fbem-1284	127	4	-	-	PUNCT
fbem-1284	127	5	variance	variance	NOUN
fbem-1284	127	6	and	and	CCONJ
fbem-1284	127	7	mean	mean	ADJ
fbem-1284	127	8	-	-	PUNCT
fbem-1284	127	9	var	var	NOUN
fbem-1284	127	10	portfolio	portfolio	NOUN
fbem-1284	127	11	studies	study	NOUN
fbem-1284	127	12	without	without	ADP
fbem-1284	127	13	short	short	ADJ
fbem-1284	127	14	selling	selling	NOUN
fbem-1284	127	15	[	[	X
fbem-1284	127	16	j	j	X
fbem-1284	127	17	]	]	X
fbem-1284	127	18	.	.	PUNCT
fbem-1284	128	1	china	china	PROPN
fbem-1284	128	2	management	management	PROPN
fbem-1284	128	3	science	science	PROPN
fbem-1284	128	4	,	,	PUNCT
fbem-1284	128	5	2008	2008	NUM
fbem-1284	128	6	,	,	PUNCT
fbem-1284	128	7	(	(	PUNCT
fbem-1284	128	8	04	04	NUM
fbem-1284	128	9	):	):	PUNCT
fbem-1284	128	10	30	30	NUM
fbem-1284	128	11	-	-	SYM
fbem-1284	128	12	35	35	NUM
fbem-1284	128	13	.	.	PUNCT
fbem-1284	129	1	[	[	X
fbem-1284	129	2	4	4	NUM
fbem-1284	129	3	]	]	X
fbem-1284	129	4	lei	lei	PROPN
fbem-1284	129	5	yuan	yuan	PROPN
fbem-1284	129	6	.	.	PUNCT
fbem-1284	130	1	study	study	NOUN
fbem-1284	130	2	on	on	ADP
fbem-1284	130	3	stock	stock	NOUN
fbem-1284	130	4	index	index	NOUN
fbem-1284	130	5	prediction	prediction	NOUN
fbem-1284	130	6	based	base	VERB
fbem-1284	130	7	on	on	ADP
fbem-1284	130	8	the	the	DET
fbem-1284	130	9	arima	arima	NOUN
fbem-1284	130	10	-	-	PUNCT
fbem-1284	130	11	lssvm	lssvm	NOUN
fbem-1284	130	12	mixed	mixed	ADJ
fbem-1284	130	13	model	model	NOUN
fbem-1284	131	1	[	[	X
fbem-1284	131	2	d	d	X
fbem-1284	131	3	]	]	X
fbem-1284	131	4	.	.	PUNCT
fbem-1284	132	1	harbin	harbin	PROPN
fbem-1284	132	2	institute	institute	PROPN
fbem-1284	132	3	of	of	ADP
fbem-1284	132	4	technology	technology	PROPN
fbem-1284	132	5	,	,	PUNCT
fbem-1284	132	6	2015	2015	NUM
fbem-1284	132	7	.	.	PUNCT
fbem-1284	133	1	[	[	X
fbem-1284	133	2	5	5	NUM
fbem-1284	133	3	]	]	PUNCT
fbem-1284	133	4	tianlun	tianlun	PROPN
fbem-1284	133	5	yu	yu	PROPN
fbem-1284	133	6	.	.	PROPN
fbem-1284	133	7	research	research	NOUN
fbem-1284	133	8	on	on	ADP
fbem-1284	133	9	stock	stock	NOUN
fbem-1284	133	10	investment	investment	NOUN
fbem-1284	133	11	strategy	strategy	NOUN
fbem-1284	133	12	based	base	VERB
fbem-1284	133	13	on	on	ADP
fbem-1284	133	14	piotroski	piotroski	ADJ
fbem-1284	133	15	method	method	NOUN
fbem-1284	133	16	and	and	CCONJ
fbem-1284	133	17	arima	arima	PROPN
fbem-1284	133	18	-	-	PUNCT
fbem-1284	133	19	svr	svr	PROPN
fbem-1284	133	20	model	model	NOUN
fbem-1284	134	1	[	[	X
fbem-1284	134	2	d	d	X
fbem-1284	134	3	]	]	X
fbem-1284	134	4	.	.	PUNCT
fbem-1284	135	1	south	south	PROPN
fbem-1284	135	2	china	china	PROPN
fbem-1284	135	3	university	university	PROPN
fbem-1284	135	4	of	of	ADP
fbem-1284	135	5	technology	technology	NOUN
fbem-1284	135	6	,	,	PUNCT
fbem-1284	135	7	2016	2016	NUM
fbem-1284	135	8	.	.	PUNCT
fbem-1284	136	1	[	[	X
fbem-1284	136	2	6	6	NUM
fbem-1284	136	3	]	]	PUNCT
fbem-1284	136	4	liping	liping	PROPN
fbem-1284	136	5	xu	xu	PROPN
fbem-1284	136	6	,	,	PUNCT
fbem-1284	136	7	mingzhi	mingzhi	PROPN
fbem-1284	136	8	luo	luo	PROPN
fbem-1284	136	9	.	.	PUNCT
fbem-1284	137	1	short	short	ADJ
fbem-1284	137	2	-	-	PUNCT
fbem-1284	137	3	term	term	NOUN
fbem-1284	137	4	analysis	analysis	NOUN
fbem-1284	137	5	and	and	CCONJ
fbem-1284	137	6	prediction	prediction	NOUN
fbem-1284	137	7	of	of	ADP
fbem-1284	137	8	gold	gold	NOUN
fbem-1284	137	9	prices	price	NOUN
fbem-1284	137	10	based	base	VERB
fbem-1284	137	11	on	on	ADP
fbem-1284	137	12	the	the	DET
fbem-1284	137	13	arima	arima	PROPN
fbem-1284	137	14	model	model	NOUN
fbem-1284	138	1	[	[	X
fbem-1284	138	2	j	j	X
fbem-1284	138	3	]	]	X
fbem-1284	138	4	.	.	PUNCT
fbem-1284	139	1	financial	financial	ADJ
fbem-1284	139	2	science	science	NOUN
fbem-1284	139	3	,	,	PUNCT
fbem-1284	139	4	2011	2011	NUM
fbem-1284	139	5	(	(	PUNCT
fbem-1284	139	6	01	01	NUM
fbem-1284	139	7	):	):	PUNCT
fbem-1284	139	8	26	26	NUM
fbem-1284	139	9	-	-	SYM
fbem-1284	139	10	34	34	NUM
fbem-1284	139	11	.	.	PUNCT
fbem-1284	140	1	[	[	X
fbem-1284	140	2	7	7	X
fbem-1284	140	3	]	]	X
fbem-1284	140	4	yan	yan	PROPN
fbem-1284	140	5	zhang	zhang	PROPN
fbem-1284	140	6	.	.	PUNCT
fbem-1284	140	7	prediction	prediction	NOUN
fbem-1284	140	8	of	of	ADP
fbem-1284	140	9	the	the	DET
fbem-1284	140	10	rmb	rmb	PROPN
fbem-1284	140	11	exchange	exchange	NOUN
fbem-1284	140	12	rate	rate	NOUN
fbem-1284	140	13	based	base	VERB
fbem-1284	140	14	on	on	ADP
fbem-1284	140	15	the	the	DET
fbem-1284	140	16	arima	arima	PROPN
fbem-1284	140	17	and	and	CCONJ
fbem-1284	140	18	grnn	grnn	PROPN
fbem-1284	140	19	combination	combination	NOUN
fbem-1284	140	20	model	model	NOUN
fbem-1284	141	1	[	[	X
fbem-1284	141	2	d	d	X
fbem-1284	141	3	]	]	X
fbem-1284	141	4	.	.	PUNCT
fbem-1284	142	1	hubei	hubei	PROPN
fbem-1284	142	2	university	university	PROPN
fbem-1284	142	3	of	of	ADP
fbem-1284	142	4	technology	technology	NOUN
fbem-1284	142	5	,	,	PUNCT
fbem-1284	142	6	2017	2017	NUM
fbem-1284	142	7	.	.	PUNCT
fbem-1284	143	1	[	[	X
fbem-1284	143	2	8	8	NUM
fbem-1284	143	3	]	]	X
fbem-1284	143	4	jingwen	jingwen	PROPN
fbem-1284	143	5	fei	fei	PROPN
fbem-1284	143	6	.	.	PUNCT
fbem-1284	144	1	analysis	analysis	NOUN
fbem-1284	144	2	and	and	CCONJ
fbem-1284	144	3	prediction	prediction	NOUN
fbem-1284	144	4	of	of	ADP
fbem-1284	144	5	gold	gold	NOUN
fbem-1284	144	6	futures	future	NOUN
fbem-1284	144	7	price	price	NOUN
fbem-1284	144	8	in	in	ADP
fbem-1284	144	9	china	china	PROPN
fbem-1284	144	10	based	base	VERB
fbem-1284	144	11	on	on	ADP
fbem-1284	144	12	arima	arima	PROPN
fbem-1284	144	13	model	model	NOUN
fbem-1284	145	1	[	[	X
fbem-1284	145	2	j	j	X
fbem-1284	145	3	]	]	X
fbem-1284	145	4	.	.	PUNCT
fbem-1284	146	1	contemporary	contemporary	ADJ
fbem-1284	146	2	economy	economy	NOUN
fbem-1284	146	3	,	,	PUNCT
fbem-1284	146	4	2017	2017	NUM
fbem-1284	146	5	(	(	PUNCT
fbem-1284	146	6	09	09	NUM
fbem-1284	146	7	):	):	PUNCT
fbem-1284	146	8	148	148	NUM
fbem-1284	146	9	-	-	SYM
fbem-1284	146	10	150	150	NUM
fbem-1284	146	11	.	.	PUNCT
fbem-1284	147	1	[	[	X
fbem-1284	147	2	9	9	NUM
fbem-1284	147	3	]	]	X
fbem-1284	147	4	libin	libin	PROPN
fbem-1284	147	5	zhu	zhu	PROPN
fbem-1284	147	6	.	.	PUNCT
fbem-1284	148	1	application	application	NOUN
fbem-1284	148	2	of	of	ADP
fbem-1284	148	3	the	the	DET
fbem-1284	148	4	arima	arima	PROPN
fbem-1284	148	5	model	model	NOUN
fbem-1284	148	6	in	in	ADP
fbem-1284	148	7	stock	stock	NOUN
fbem-1284	148	8	market	market	NOUN
fbem-1284	148	9	prediction	prediction	NOUN
fbem-1284	149	1	[	[	X
fbem-1284	149	2	j	j	X
fbem-1284	149	3	]	]	X
fbem-1284	149	4	.	.	PUNCT
fbem-1284	150	1	jiangsu	jiangsu	PROPN
fbem-1284	150	2	statistics	statistics	PROPN
fbem-1284	150	3	,	,	PUNCT
fbem-1284	150	4	1999	1999	NUM
fbem-1284	150	5	(	(	PUNCT
fbem-1284	150	6	01	01	NUM
fbem-1284	150	7	):	):	PUNCT
fbem-1284	150	8	27	27	NUM
fbem-1284	150	9	-	-	SYM
fbem-1284	150	10	28	28	NUM
fbem-1284	150	11	.	.	PUNCT
fbem-1284	151	1	[	[	X
fbem-1284	151	2	10	10	NUM
fbem-1284	151	3	]	]	X
fbem-1284	151	4	shuang	shuang	PROPN
fbem-1284	152	1	ji	ji	PROPN
fbem-1284	152	2	.	.	PROPN
fbem-1284	152	3	predictive	predictive	ADJ
fbem-1284	152	4	and	and	CCONJ
fbem-1284	152	5	empirical	empirical	ADJ
fbem-1284	152	6	study	study	NOUN
fbem-1284	152	7	of	of	ADP
fbem-1284	152	8	the	the	DET
fbem-1284	152	9	rmb	rmb	PROPN
fbem-1284	152	10	exchange	exchange	NOUN
fbem-1284	152	11	rate	rate	NOUN
fbem-1284	152	12	based	base	VERB
fbem-1284	152	13	on	on	ADP
fbem-1284	152	14	the	the	DET
fbem-1284	152	15	arima	arima	NOUN
fbem-1284	152	16	-	-	PUNCT
fbem-1284	152	17	svm	svm	PROPN
fbem-1284	152	18	combination	combination	NOUN
fbem-1284	152	19	model	model	NOUN
fbem-1284	153	1	[	[	X
fbem-1284	153	2	d	d	X
fbem-1284	153	3	]	]	X
fbem-1284	153	4	.	.	PUNCT
fbem-1284	154	1	jiangxi	jiangxi	PROPN
fbem-1284	154	2	university	university	PROPN
fbem-1284	154	3	of	of	ADP
fbem-1284	154	4	finance	finance	NOUN
fbem-1284	154	5	and	and	CCONJ
fbem-1284	154	6	economics	economic	NOUN
fbem-1284	154	7	,	,	PUNCT
fbem-1284	154	8	2019	2019	NUM
fbem-1284	154	9	.	.	PUNCT
fbem-1284	155	1	[	[	X
fbem-1284	155	2	11	11	NUM
fbem-1284	155	3	]	]	X
fbem-1284	155	4	lei	lei	X
fbem-1284	155	5	ding	ding	NOUN
fbem-1284	155	6	,	,	PUNCT
fbem-1284	155	7	wanshan	wanshan	PROPN
fbem-1284	155	8	guo	guo	PROPN
fbem-1284	155	9	.	.	PUNCT
fbem-1284	156	1	gold	gold	NOUN
fbem-1284	156	2	price	price	NOUN
fbem-1284	156	3	prediction	prediction	NOUN
fbem-1284	156	4	study	study	NOUN
fbem-1284	156	5	based	base	VERB
fbem-1284	156	6	on	on	ADP
fbem-1284	156	7	the	the	DET
fbem-1284	156	8	arima	arima	NOUN
fbem-1284	156	9	-	-	PUNCT
fbem-1284	156	10	garch	garch	NOUN
fbem-1284	156	11	family	family	NOUN
fbem-1284	156	12	mixed	mixed	ADJ
fbem-1284	156	13	model	model	NOUN
fbem-1284	157	1	[	[	X
fbem-1284	157	2	j	j	X
fbem-1284	157	3	]	]	X
fbem-1284	157	4	.	.	PUNCT
fbem-1284	158	1	journal	journal	PROPN
fbem-1284	158	2	of	of	ADP
fbem-1284	158	3	xuchang	xuchang	PROPN
fbem-1284	158	4	college	college	PROPN
fbem-1284	158	5	,	,	PUNCT
fbem-1284	158	6	2019,38	2019,38	NUM
fbem-1284	158	7	(	(	PUNCT
fbem-1284	158	8	06	06	NUM
fbem-1284	158	9	):	):	PUNCT
fbem-1284	158	10	124	124	NUM
fbem-1284	158	11	-	-	SYM
fbem-1284	158	12	129	129	NUM
fbem-1284	158	13	.	.	PUNCT