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.

元の言語English
ホスト出版物のタイトルProceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018
出版者Institute of Electrical and Electronics Engineers Inc.
ページ735-740
ページ数6
ISBN(電子版)9781538674475
DOI
出版物ステータス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
Japan
Yonago
期間18/7/818/7/13

Fingerprint

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

ASJC Scopus subject areas

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

これを引用

Otsuka, Y., & Hasuike, T. (2019). 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 (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).

研究成果: Conference contribution

Otsuka, Y & Hasuike, T 2019, 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., 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. : 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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