Presentation	2007/3/8 A method for synthetic estimation of risk and return based on Game Theory Yuudai Matsuzaki, Norihito Toyota,
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Abstract(in English)	The essential behaviors of stock fluctuations are classified into 4 forms; stable, damped vibration, heavy fall, forced vibration. We estimated the portfolio risk and the portfolio return for every 2 stocks, 3 stocks and 4 stocks by using the model proposed Takayasu et al. that represents the 4 features well. We investigate whether the combinations of stocks are suitable for a sale of short term or a sale of long term (a long term investment). In the latter half of our paper, we propose a method for a synthetic estimation of both the portfolio risk and the portfolio return by using Game Theory. We investigate whether the combinations of stocks are suitable for a sale of short term or a sale of long term by considering mixed strategies in Nash equilibrium.
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Paper #	AI2006-41
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Committee	AI
Conference Date	2007/3/8(1days)
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Registration To	Artificial Intelligence and Knowledge-Based Processing (AI)
Language	JPN
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Title (in English)	A method for synthetic estimation of risk and return based on Game Theory
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1st Author's Name	Yuudai Matsuzaki
1st Author's Affiliation	Hokkaido Information University (business administration and information science)()
2nd Author's Name	Norihito Toyota
2nd Author's Affiliation	Hokkaido Information University (business administration and information science)
Date	2007/3/8
Paper #	AI2006-41
Volume (vol)	vol.106
Number (no)	586
Page	pp.pp.-
#Pages	8
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