2024-03-28T18:47:19Zhttps://ipsj.ixsq.nii.ac.jp/ej/?action=repository_oaipmhoai:ipsj.ixsq.nii.ac.jp:001782612023-04-27T10:00:04Z01164:03500:09054:09094
日経平均株価の変動の分析Analysis of the fluctuation of the Nikkei average pricejpn情報分析http://id.nii.ac.jp/1001/00178173/Technical Reporthttps://ipsj.ixsq.nii.ac.jp/ej/?action=repository_action_common_download&item_id=178261&item_no=1&attribute_id=1&file_no=1Copyright (c) 2017 by the Information Processing Society of Japan岩手県立大学ソフトウェア情報学部ソフトウェア情報学科岩手県立大学ソフトウェア情報学部ソフトウェア情報学科佐藤, 芳樹David, Ramamonjisoaさまざまな経済指標がある中で,日経平均株価は日本国政府の経済統計としても使われている重要な経済指標で,動向次第で,日本経済に大きな影響を与える.現在,日経平均株価は世界の経済状況などによって変わっていくこともあり,予測するのは非常に難しい.本研究では,過去の株価データなどを分析し,上昇 ・ 下降の傾向を求めていき,時系列データ分析法を用いて,今後の株価の動向予測を求めていく手法を提案した.The Nikkei Stock Average has a big influence on Japanese economy in the important economic indicators that are used as economic statistics of the Japan Government. The Nikkei Stock Average may change according to the world economic and politic conditions which are almost unpredictable. For unbiased reason, we are investigating the use of technical analysis on past data only by referencing to moving averages, cycles, and seasonal return rates. In this study, we analyzed past stock prices data and suggested the trend prediction of the future stock prices using time series data analysis, ARIMA model and regression analysis for short and long term periods. The results of our experiment are presented.AN10114171研究報告情報基礎とアクセス技術(IFAT)2017-IFAT-1256142017-03-032188-88842017-03-02