| Presentation | 2001/1/4 Are Fluctuation in Stock Price Unexpected? Yoshihiro Nakajima, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | When we explain unexpected phenomena, we have been proposed models using two kinds of mathematical tool.They are stochastics and deterministic chaos.On the other hand, the cause of unexpectedness can be mensioned(1)the object itself involves unexpectedness, and(2)the precision of mesurment is insufficient.The two mathematical tool describe the unexpectedness(2), and as Study of Internal Measurment assarts living systems have that of(1).Mainly using correlation dimension analysis, stock price are investigated then compared with some models of them.As the result, the time series of stock price show unexpectedness of(1)and the model proposed as a life system has the same property of stock price. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Stock Price / Unexpected / Internal Measurment / Correlation Dimension |
| Paper # | AI2000-62 |
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| Conference Information | |
| Committee | AI |
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| Conference Date | 2001/1/4(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
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| Vice Chair | |
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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) | Are Fluctuation in Stock Price Unexpected? |
| Sub Title (in English) | |
| Keyword(1) | Stock Price |
| Keyword(2) | Unexpected |
| Keyword(3) | Internal Measurment |
| Keyword(4) | Correlation Dimension |
| 1st Author's Name | Yoshihiro Nakajima |
| 1st Author's Affiliation | Faculty of Economics, Kyoto Sangyo University, JSPS() |
| Date | 2001/1/4 |
| Paper # | AI2000-62 |
| Volume (vol) | vol.100 |
| Number (no) | 530 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |