| Presentation | 2003/1/22 Statistical Laws of Stock Markets and a Stochastic Model Taisei KAIZOJI, Michiyo KAIZOJI, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In this paper we investigate quantitatively daily data in the Japanese stock market, and show the statistical properties. Furthermore, we propose a stochastic model in order to explain the statistical properties. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | statistical properties in stock markets / a stochastic model |
| Paper # | AI2002-26 |
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| Conference Information | |
| Committee | AI |
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| Conference Date | 2003/1/22(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
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| Paper Information | |
| Registration To | Artificial Intelligence and Knowledge-Based Processing (AI) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Statistical Laws of Stock Markets and a Stochastic Model |
| Sub Title (in English) | |
| Keyword(1) | statistical properties in stock markets |
| Keyword(2) | a stochastic model |
| 1st Author's Name | Taisei KAIZOJI |
| 1st Author's Affiliation | Kaizoji Laboratory,Division of Social Sciences,International Christian University() |
| 2nd Author's Name | Michiyo KAIZOJI |
| 2nd Author's Affiliation | Kaizoji Laboratory,Division of Social Sciences,International Christian University |
| Date | 2003/1/22 |
| Paper # | AI2002-26 |
| Volume (vol) | vol.102 |
| Number (no) | 613 |
| Page | pp.pp.- |
| #Pages | 5 |
| Date of Issue | |