The vigorous development of Time Series Neural Network in recent years has brought many potential possibilities to the application of financial technology. This research proposes a stock trend prediction model that combines Gate Recurrent Unit and Attention mechanism. In the proposed framework, the model takes the daily opening price, closing price, highest price, lowest price and trading volume of stocks as input, and uses technical indicator transition prediction as a label to predict the possible rise and fall probability of future trading days. The research results show that the proposed model and labels designed by this research can effectively predict important stock price fluctuations and can be effectively applied to financial commodity trading strategies.

With the development of the Internet, information on the stock market has gradually become transparent, and stock information is easy to obtain. For investors, investment performance depends on the amount of capital and effective trading strategies. The analysis tool commonly used by investors and securities analysts is technical analysis (TA). Technical analysis is the study of past and current financial market information, and a large amount of statistical data is used to predict price trends and determine trading strategies. Technical indicators (TIs) are a type of technical analysis that summarizes possible future trends of stock prices based on historical statistical data to assist investors in making decisions. The stock price trend is a typical time series data with special characteristics such as trend, seasonality, and periodicity. In recent years, time series deep neural networks (DNNs) have demonstrated their powerful performance in machine translation, speech processing, and natural language processing fields. This research proposes the concept of attentionbased BiLSTM (AttBiLSTM) applied to trading strategy design and verified the effectiveness of a variety of TIs, including stochastic oscillator, RSI, BIAS, W%R, and MACD. This research also proposes two trading strategies that suitable for DNN, combining with TIs and verifying their effectiveness. The main contributions of this research are as follows: (1) As our best knowledge, this is the first research to propose the concept of applying TIs to the LSTM-attention time series model for stock price prediction. (2) This study introduces five well-known TIs, which reached a maximum of 68.83% in the accuracy of stock trend prediction. (3) This research introduces the concept of exporting the probability of the deep model to the trading strategy. On the backtest of TPE0050, the experimental results reached the highest return on investment of 42.74%. (4) This research concludes from an empirical point of view that technical analysis combined with time series deep neural network has significant effects in stock price prediction and return on investment.

In recent years, the use of Artificial Intelligence for emotion recognition has attracted much attention. The industrial applicability of emotion recognition is quite comprehensive and has good development potential. This research uses voice emotion recognition technology to apply it to Chinese speech emotion recognition. The main purpose of this research is to transform gradually popularized smart home voice assistants or AI system service robots from a touch-sensitive interface to a voice operation. This research proposed a specifically designed Deep Neural Network (DNN) model to develop a Chinese speech emotion recognition system. In this research, 29 acoustic characteristics in acoustic theory are used as the training attributes of the proposed model. This research also proposes a variety of audio adjustment methods to amplify datasets and enhance training accuracy, including waveform adjustment, pitch adjustment, and pre-emphasize. This study achieved an average emotion recognition accuracy of 88.9% in the CASIA Chinese sentiment corpus. The results show that the deep learning model and audio adjustment method proposed in this study can effectively identify the emotions of Chinese short sentences and can be applied to Chinese voice assistants or integrated with other dialogue applications.

The rectilinear/octilinear Steiner problem is the problem of connecting a set of terminals Z using orthogonal and diagonal edges with minimum length. This problem has many applications, such as the EDA, VLSI circuit design, fault-tolerant routing in mesh-based broadcast, and Printed Circuit Board (PCB). This paper proposes an obstacle-avoiding 4/8/10/26-directional heuristic algorithm for this problem based on the Areibi's concept, Higher Geometry Maze Routing, and Sollin's minimal spanning tree algorithm. The major contributions of this paper are (1) our work is the first report for the octilinear SMTs in the multidimensional environments, (2) we provide an optimal point-to-point routing without any refinement, and (3) the proposed algorithm has higher adaptability to deal with any irregular environment, and can be extended to the λ-geometry without any extra work, where λ = 2, 4, 8 and ∞ corresponding to rectilinear, 45 • , 22.5 • and Euclidean geometries respectively. INDEX TERMS Higher geometry maze routing, octilinear, rectilinear, Steiner tree.