TY - GEN
T1 - Effectiveness of Momentum Indicators to Improve Accuracy of Stock Price Prediction for Large-Captial Stocks
AU - Otsuka, Yuto
AU - Hasuike, Takashi
N1 - Publisher Copyright:
© 2018 IEEE.
Copyright:
Copyright 2019 Elsevier B.V., All rights reserved.
PY - 2018/7/2
Y1 - 2018/7/2
N2 - 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.
AB - 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.
KW - Factor model
KW - Large-capital stock
KW - Momentum effect
KW - Stock price prediction
UR - http://www.scopus.com/inward/record.url?scp=85065157918&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85065157918&partnerID=8YFLogxK
U2 - 10.1109/IIAI-AAI.2018.00152
DO - 10.1109/IIAI-AAI.2018.00152
M3 - Conference contribution
AN - SCOPUS:85065157918
T3 - Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018
SP - 735
EP - 740
BT - Proceedings - 2018 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 7th International Congress on Advanced Applied Informatics, IIAI-AAI 2018
Y2 - 8 July 2018 through 13 July 2018
ER -