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Committee Date Time Place Paper Title / Authors Abstract Paper #
CCS 2017-06-30
11:40
Ibaraki Ibaraki Univ. Abnormal Stock Price Movements Detected by Volatility Indexes and their Biased Reactions
Tokimaru Tsuruta, Tomoya Suzuki (Ibaraki Univ.) CCS2017-7
In complex financial markets, dealing prices sometimes jump suddenly due to significant news such as financial accidents... [more] CCS2017-7
pp.29-34
CCS 2016-08-09
16:30
Hokkaido Yoichi Chuo kominkan Abnormal Stock Price Movements Detected on the Network of Interacting Stocks
Tomoya Suzuki, Hiroyuki Goto, Tokimaru Tsuruta, Hiroya Koizumi (Ibaraki Univ.) CCS2016-19
To detect abnormal price jumps of financial markets, some indicators based on the volatility have been used such as the ... [more] CCS2016-19
pp.15-20
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