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Paper Abstract and Keywords
Presentation 2019-02-22 14:00
Analysis of structural changes in domestic stock market
Yoshiki Kishi, Teruaki Hayashi, Yukio Ohsawa (UT) AI2018-47
Abstract (in Japanese) (See Japanese page) 
(in English) Grasping the trend of the stock market is important for people engaged in financial markets such as individual investors and institutional investors. In this study, we analyzed the stocks that were traded on the Tokyo Stock Exchange, using the clustering algorithm “k-Shape” which is appropriate for extracting the shape characteristics of the time series sequence. In addition, we introduced an index reflecting the trend of the stock market, and read the structural changes of the stock market from the change of the index. This indicator is thought to suggest the effectiveness of investment in stocks, and showed the possibility of a reference to the investment decision of other assets other than the stock.
Keyword (in Japanese) (See Japanese page) 
(in English) Finance / Time series / Clustering / / / / /  
Reference Info. IEICE Tech. Rep., vol. 118, no. 453, AI2018-47, pp. 57-59, Feb. 2019.
Paper # AI2018-47 
Date of Issue 2019-02-15 (AI) 
ISSN Online edition: ISSN 2432-6380
Copyright
and
reproduction
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
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Conference Information
Committee AI  
Conference Date 2019-02-22 - 2019-02-23 
Place (in Japanese) (See Japanese page) 
Place (in English)  
Topics (in Japanese) (See Japanese page) 
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Paper Information
Registration To AI 
Conference Code 2019-02-AI 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Analysis of structural changes in domestic stock market 
Sub Title (in English)  
Keyword(1) Finance  
Keyword(2) Time series  
Keyword(3) Clustering  
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1st Author's Name Yoshiki Kishi  
1st Author's Affiliation The University of Tokyo (UT)
2nd Author's Name Teruaki Hayashi  
2nd Author's Affiliation The University of Tokyo (UT)
3rd Author's Name Yukio Ohsawa  
3rd Author's Affiliation The University of Tokyo (UT)
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Speaker Author-1 
Date Time 2019-02-22 14:00:00 
Presentation Time 20 minutes 
Registration for AI 
Paper # AI2018-47 
Volume (vol) vol.118 
Number (no) no.453 
Page pp.57-59 
#Pages
Date of Issue 2019-02-15 (AI) 


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