SIG-FIN-012-04
をテンプレートにして作成
開始行:
[[第12回研究会]]
*変化点検出と日本株式市場の季節性アノマリー [#w8941e14]
**著者 [#u57029d4]
山崎高弘(大阪産業大学工学部), 岡田克彦(関西学院大学大...
**概要 [#c43eed20]
We detect turning points of the non-stationary time serie...
the period between 1993 and 2010 using 'change nder'. We...
using news data prior to the turning point. Our ndings a...
nder' signals the bullish turning points following the r...
versa. Secondly, bullish change occurs signicantly more ...
half. Our ndings are consistent with the view that the r...
Japanese Stock Market is driven by the market psychology.
**論文 [#eca004e0]
&ref(SIG-FIN-012-04.pdf);
終了行:
[[第12回研究会]]
*変化点検出と日本株式市場の季節性アノマリー [#w8941e14]
**著者 [#u57029d4]
山崎高弘(大阪産業大学工学部), 岡田克彦(関西学院大学大...
**概要 [#c43eed20]
We detect turning points of the non-stationary time serie...
the period between 1993 and 2010 using 'change nder'. We...
using news data prior to the turning point. Our ndings a...
nder' signals the bullish turning points following the r...
versa. Secondly, bullish change occurs signicantly more ...
half. Our ndings are consistent with the view that the r...
Japanese Stock Market is driven by the market psychology.
**論文 [#eca004e0]
&ref(SIG-FIN-012-04.pdf);
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