精品葡萄酒市場近年來已成為在全球備受關注的替代性投資標的。然而，在經濟不穩定時期，其價格波動更為顯著且呈現高度的複雜性。因此，本研究旨在應用DeepVaR——深度學習的預測風險方法，強化對精品葡萄酒價格波動之預測能力，藉此協助投資者發展更具效率的風險管理策略。為驗證模型的實用性，本研究將DeepVaR與傳統統計預測方法進行比較，分析各預測模型的預測表現差異。
實證結果顯示，DeepVaR在價格波動預測方面的整體表現優於傳統統計方法，特別在波動幅度大或不穩定市場條件下，其預測結果更顯著優勢。總之，透過提升預測準確性，DeepVaR 可以成為投資者更具參考價值之風險管理與預測工具，並提供風險決策更具依據的量化支持。

The fine wine market has emerged as a significant alternative investment, yet its complexities of price volatility during economic uncertainties necessitate advanced forecasting methods. In this research, I aim to enhance price volatility forecasting in the fine wine sector by applying the Advanced DeepVaR framework, which could provide investors with improved risk management strategies. At the same time, as a robust machine learning methodology, DeepVaR framework is set to conduct a comparative analysis of calculating accuracy compared to traditional statistical methods. As a result, a comprehensive dataset of fine wine prices would be collected and subjected to exploratory data analysis to identify underlying trends. Besides, each model performance would be evaluated and compared by using metrics such as database benchmark. Hence, preliminary results reveal that the DeepVaR framework significantly outperforms traditional forecasting methods in predicting wine price volatility. The findings suggest that deep learning techniques provide better flexibility in modelling nonlinear and complex financial time-series behavior. DeepVaR offers a more reliable tool for investment decision-making in alternative asset markets.

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