| Presentation | 2019-02-22 Analysis of structural changes in domestic stock market Yoshiki Kishi, Teruaki Hayashi, Yukio Ohsawa, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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) |
| Keyword(in English) | Finance / Time series / Clustering |
| Paper # | AI2018-47 |
| Date of Issue | 2019-02-15 (AI) |
| Conference Information | |
| Committee | AI |
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| Conference Date | 2019/2/22(2days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | Tsunenori Mine(Kyushu Univ.) |
| Vice Chair | Daisuke Katagami(Tokyo Polytechnic Univ.) / Naoki Fukuta(Shizuoka Univ.) |
| Secretary | Daisuke Katagami(Ritsumeikan Univ.) / Naoki Fukuta(Univ. of Electro-Comm.) |
| Assistant | Yuko Sakurai(AIST) |
| Paper Information | |
| Registration To | Technical Committee on Artificial Intelligence and Knowledge-Based Processing |
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| Language | JPN |
| 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 |
| 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) |
| Date | 2019-02-22 |
| Paper # | AI2018-47 |
| Volume (vol) | vol.118 |
| Number (no) | AI-453 |
| Page | pp.pp.57-59(AI), |
| #Pages | 3 |
| Date of Issue | 2019-02-15 (AI) |