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

Yuto Otsuka; Takashi Hasuike

doi:10.1109/IIAI-AAI.2018.00152

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

Yuto Otsuka, Takashi Hasuike

School of Creative Science and Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference 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 language	English
Title of host publication	Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	735-740
Number of pages	6
ISBN (Electronic)	9781538674475
DOIs	https://doi.org/10.1109/IIAI-AAI.2018.00152
Publication status	Published - 2018 Jul 2
Event	7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018 - Yonago, Japan Duration: 2018 Jul 8 → 2018 Jul 13

Publication series

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

Conference

Conference	7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018
Country/Territory	Japan
City	Yonago
Period	18/7/8 → 18/7/13

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

Access to Document

10.1109/IIAI-AAI.2018.00152

Cite this

Otsuka, Y., & Hasuike, T. (2018). 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). Article 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., 2018. p. 735-740 8693327 (Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Otsuka, Y & Hasuike, T 2018, 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. 2018. p. 735-740. 8693327. (Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018). doi: 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., 2018. pp. 735-740 (Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018).

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

Abstract

Publication series

Conference

Keywords

ASJC Scopus subject areas

Access to Document

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