Presentation | 2013/3/4 Detection of Anomaly order for Phase Transition in the stock Market Toshimitsu UMEOKA, Fujio TORIUMI, Takatsugu HIRAYAMA, Yu ENOKIBORI, Kenji MASE, |
---|---|
PDF Download Page | PDF download Page Link |
Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | Since Lehman Crisis, studies to deal with financial market stabilization have come under the spotlight. As one of the financial theories, there is the concept of phase transition which is the analogy of a thermodynamic system from one phase or state of matter to another. This concept is useful for understanding of state transition in the stock market. Therefore, we propose a method to detect state transitions in the stock market, using a Gaussian Mixture Model. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Data Mining / Finance / Big Data / Gaussian Mixture Model / Anomaly Detection / Phase Transition |
Paper # | AI2012-52 |
Date of Issue |
Conference Information | |
Committee | AI |
---|---|
Conference Date | 2013/3/4(1days) |
Place (in Japanese) | (See Japanese page) |
Place (in English) | |
Topics (in Japanese) | (See Japanese page) |
Topics (in English) | |
Chair | |
Vice Chair | |
Secretary | |
Assistant |
Paper Information | |
Registration To | Artificial Intelligence and Knowledge-Based Processing (AI) |
---|---|
Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Detection of Anomaly order for Phase Transition in the stock Market |
Sub Title (in English) | |
Keyword(1) | Data Mining |
Keyword(2) | Finance |
Keyword(3) | Big Data |
Keyword(4) | Gaussian Mixture Model |
Keyword(5) | Anomaly Detection |
Keyword(6) | Phase Transition |
1st Author's Name | Toshimitsu UMEOKA |
1st Author's Affiliation | Graduate School of Information Science, Nagoya University() |
2nd Author's Name | Fujio TORIUMI |
2nd Author's Affiliation | School of Engineering, The University of Tokyo |
3rd Author's Name | Takatsugu HIRAYAMA |
3rd Author's Affiliation | Graduate School of Information Science, Nagoya University |
4th Author's Name | Yu ENOKIBORI |
4th Author's Affiliation | Graduate School of Information Science, Nagoya University |
5th Author's Name | Kenji MASE |
5th Author's Affiliation | Graduate School of Information Science, Nagoya University |
Date | 2013/3/4 |
Paper # | AI2012-52 |
Volume (vol) | vol.112 |
Number (no) | 477 |
Page | pp.pp.- |
#Pages | 6 |
Date of Issue |