Effectiveness of Momentum Indicators to Improve Accuracy of Stock Price Prediction for Large-Captial Stocks

Yuto Otsuka, Takashi Hasuike

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

This paper considers the effectiveness of momentum indicators through the prediction of stock price for the large-capital stocks. In recent years, FinTech, which is the integration of finance and technology, has been recently expanding. One of the hot topics in FinTech is whether or not the momentum indications give an effective impact for the financial market. This paper focuses the large-capital stocks in Japanese financial market, particularly two specific stocks. Using real market data, the effectiveness of several momentum factors is discussed multidirectionally.

Original languageEnglish
Title of host publicationProceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages735-740
Number of pages6
ISBN (Electronic)9781538674475
DOIs
Publication statusPublished - 2019 Apr 16
Event7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018 - Yonago, Japan
Duration: 2018 Jul 82018 Jul 13

Publication series

NameProceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018

Conference

Conference7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018
CountryJapan
CityYonago
Period18/7/818/7/13

Fingerprint

financial market
Momentum
indication
finance
Finance
market
Prediction
Stock prices
Financial markets
Capital stock

Keywords

  • Factor model
  • Large-capital stock
  • Momentum effect
  • Stock price prediction

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Communication
  • Information Systems
  • Information Systems and Management
  • Education

Cite this

Otsuka, Y., & Hasuike, T. (2019). Effectiveness of Momentum Indicators to Improve Accuracy of Stock Price Prediction for Large-Captial Stocks. In Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018 (pp. 735-740). [8693327] (Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/IIAI-AAI.2018.00152

Effectiveness of Momentum Indicators to Improve Accuracy of Stock Price Prediction for Large-Captial Stocks. / Otsuka, Yuto; Hasuike, Takashi.

Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018. Institute of Electrical and Electronics Engineers Inc., 2019. p. 735-740 8693327 (Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Otsuka, Y & Hasuike, T 2019, Effectiveness of Momentum Indicators to Improve Accuracy of Stock Price Prediction for Large-Captial Stocks. in Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018., 8693327, Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018, Institute of Electrical and Electronics Engineers Inc., pp. 735-740, 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018, Yonago, Japan, 18/7/8. https://doi.org/10.1109/IIAI-AAI.2018.00152
Otsuka Y, Hasuike T. Effectiveness of Momentum Indicators to Improve Accuracy of Stock Price Prediction for Large-Captial Stocks. In Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018. Institute of Electrical and Electronics Engineers Inc. 2019. p. 735-740. 8693327. (Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018). https://doi.org/10.1109/IIAI-AAI.2018.00152
Otsuka, Yuto ; Hasuike, Takashi. / Effectiveness of Momentum Indicators to Improve Accuracy of Stock Price Prediction for Large-Captial Stocks. Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018. Institute of Electrical and Electronics Engineers Inc., 2019. pp. 735-740 (Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018).
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