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

Yuto Otsuka, Takashi Hasuike

研究成果: Conference contribution

抄録

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.

本文言語English
ホスト出版物のタイトルProceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018
出版社Institute of Electrical and Electronics Engineers Inc.
ページ735-740
ページ数6
ISBN(電子版)9781538674475
DOI
出版ステータスPublished - 2019 4 16
イベント7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018 - Yonago, Japan
継続期間: 2018 7 82018 7 13

出版物シリーズ

名前Proceedings - 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

ASJC Scopus subject areas

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

フィンガープリント 「Effectiveness of Momentum Indicators to Improve Accuracy of Stock Price Prediction for Large-Captial Stocks」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル