Presentation | 2021-02-12 Analysis of the impact of COVID-19 on financial markets by applying entropy to alternative data and financial data Yosuke Nishikawa, Teruaki Hayashi, Takaaki Yoshino, Toshiaki Sugie, Kota Takano, Kakeru Itou, Yoshiyuki Nakata, Yukio Ohsawa, |
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PDF Download Page | PDF download Page Link |
Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | It is important for investors to use alternative data to analyze financial markets to diversify their analysis. In this study, we used Google trends of words related to the event as alternative data to analyze the impact of people's interest in the coronavirus and the Olympics on the market. The results show that there is a co-occurrence between Google trends of words related to coronavirus and stock price data related to coronavirus. In addition, by applying Graph-Based Entropy to the graph of alternative data and financial data, we were able to detect the point in time when the market was significantly affected by COVID-19. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Graph-Based Entropy / Alternative data / Market analysis |
Paper # | AI2020-25 |
Date of Issue | 2021-02-05 (AI) |
Conference Information | |
Committee | AI |
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Conference Date | 2021/2/12(1days) |
Place (in Japanese) | (See Japanese page) |
Place (in English) | Online |
Topics (in Japanese) | (See Japanese page) |
Topics (in English) | |
Chair | Naoki Fukuta(Shizuoka Univ.) |
Vice Chair | Yuichi Sei(Univ. of Electro-Comm.) / Yuko Sakurai(AIST) |
Secretary | Yuichi Sei(Nagoya Inst. of Tech.) / Yuko Sakurai(Tokyo Univ. of Agriculture and Technology) |
Assistant |
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 the impact of COVID-19 on financial markets by applying entropy to alternative data and financial data |
Sub Title (in English) | |
Keyword(1) | Graph-Based Entropy |
Keyword(2) | Alternative data |
Keyword(3) | Market analysis |
1st Author's Name | Yosuke Nishikawa |
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 | Takaaki Yoshino |
3rd Author's Affiliation | Nissay Asset Management Corp.(NAM) |
4th Author's Name | Toshiaki Sugie |
4th Author's Affiliation | Nissay Asset Management Corp.(NAM) |
5th Author's Name | Kota Takano |
5th Author's Affiliation | Nissay Asset Management Corp.(NAM) |
6th Author's Name | Kakeru Itou |
6th Author's Affiliation | Nissay Asset Management Corp.(NAM) |
7th Author's Name | Yoshiyuki Nakata |
7th Author's Affiliation | Nissay Asset Management Corp.(NAM) |
8th Author's Name | Yukio Ohsawa |
8th Author's Affiliation | the University of Tokyo(UT) |
Date | 2021-02-12 |
Paper # | AI2020-25 |
Volume (vol) | vol.120 |
Number (no) | AI-362 |
Page | pp.pp.18-23(AI), |
#Pages | 6 |
Date of Issue | 2021-02-05 (AI) |