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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AI2018-47 |
Conference Information |
Committee |
AI |
Conference Date |
2019-02-22 - 2019-02-23 |
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(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 |
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Finance |
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Time series |
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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 |
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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 |
3 |
Date of Issue |
2019-02-15 (AI) |
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