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Paper Abstract and Keywords
Presentation 2023-06-16 08:50
Analysis of Impact of Interest Rate Hikes on U.S. Industry Market Capitalization -- Time Series Data Analysis by Amplitude-based Clustering --
Saki Takabatake, Yukari Shirota (Gakushuin Univ.) DE2023-1
Abstract (in Japanese) (See Japanese page) 
(in English) The U.S. Federal Reserve Board (FRB) has been raising the Federal Funds Rate (FF Rate), since March 2022 for price stability. As a result, the stock prices of many U.S. companies have moved in the direction of decline. We analyzed the impact of this rate hike using a time series data clustering method called Amplitude-based clustering. The results were analyzed using three dimensionality reduction methods, UMAP, t-SNE, and SVD (Singular Value Decomposition), and a principal component axis indicating a decline in stock prices was extracted. By using the axis values, we found that the industries with the smallest declines or growth were energy, pharmaceuticals, and foodstuffs.
Keyword (in Japanese) (See Japanese page) 
(in English) stock price analysis / time series data clustering / Amplitude-based clustering / dimensionality reduction / UMAP / t-SNE / Singular Value Decomposition /  
Reference Info. IEICE Tech. Rep., vol. 123, no. 80, DE2023-1, pp. 1-6, June 2023.
Paper # DE2023-1 
Date of Issue 2023-06-09 (DE) 
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)
Download PDF DE2023-1

Conference Information
Committee DE  
Conference Date 2023-06-16 - 2023-06-16 
Place (in Japanese) (See Japanese page) 
Place (in English) Musashino University 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Social Computing 
Paper Information
Registration To DE 
Conference Code 2023-06-DE 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Analysis of Impact of Interest Rate Hikes on U.S. Industry Market Capitalization 
Sub Title (in English) Time Series Data Analysis by Amplitude-based Clustering 
Keyword(1) stock price analysis  
Keyword(2) time series data clustering  
Keyword(3) Amplitude-based clustering  
Keyword(4) dimensionality reduction  
Keyword(5) UMAP  
Keyword(6) t-SNE  
Keyword(7) Singular Value Decomposition  
Keyword(8)  
1st Author's Name Saki Takabatake  
1st Author's Affiliation Gakushuin University (Gakushuin Univ.)
2nd Author's Name Yukari Shirota  
2nd Author's Affiliation Gakushuin University (Gakushuin Univ.)
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Speaker Author-1 
Date Time 2023-06-16 08:50:00 
Presentation Time 20 minutes 
Registration for DE 
Paper # DE2023-1 
Volume (vol) vol.123 
Number (no) no.80 
Page pp.1-6 
#Pages 6 
Date of Issue 2023-06-09 (DE) 

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