{"metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00033237","sets":["1164:2735:2754:2758"]},"path":["2758"],"owner":"1","recid":"33237","title":["短期・中期移動平均線を用いた株価の解析"],"pubdate":{"attribute_name":"公開日","attribute_value":"2005-05-10"},"_buckets":{"deposit":"6f939332-c6dc-4545-80e1-cabdeb3e5473"},"_deposit":{"id":"33237","pid":{"type":"depid","value":"33237","revision_id":0},"owners":[1],"status":"published","created_by":1},"item_title":"短期・中期移動平均線を用いた株価の解析","author_link":["0","0"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"短期・中期移動平均線を用いた株価の解析"},{"subitem_title":"An Experiment on Moving Average Technical Snalysis in Stock Market","subitem_title_language":"en"}]},"item_type_id":"4","publish_date":"2005-05-10","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"九州大学理学部物理学科情報理学コース"},{"subitem_text_value":"九州大学情報基盤センター"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Inforatics Course in Department of Physics Kyushu University","subitem_text_language":"en"},{"subitem_text_value":"Computing and Communications Center Kyushu University","subitem_text_language":"en"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/33237/files/IPSJ-MPS05054006.pdf"},"date":[{"dateType":"Available","dateValue":"2007-05-10"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-MPS05054006.pdf","filesize":[{"value":"125.5 kB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"660","billingrole":"5"},{"tax":["include_tax"],"price":"330","billingrole":"6"},{"tax":["include_tax"],"price":"0","billingrole":"17"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"9503f3ef-88b4-41d8-9f50-02b566a5b569","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2005 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"安田, 征吾"},{"creatorName":"廣川, 佐千男"}],"nameIdentifiers":[{}]}]},"item_4_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Seigo, Yasuda","creatorNameLang":"en"},{"creatorName":"Sachio, Hirokawa","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_4_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10505667","subitem_source_identifier_type":"NCID"}]},"item_4_textarea_12":{"attribute_name":"Notice","attribute_value_mlt":[{"subitem_textarea_value":"SIG Technical Reports are nonrefereed and hence may later appear in any journals, conferences, symposia, etc."}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_18gh","resourcetype":"technical report"}]},"item_4_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"株価のテクニカル解析の一つとして短期と中期移動平均線を用いた売買手法が知られている。東証一部の1538 社ごとの204 日間の実データに対し、短期移動平均と中期移動平均として1 日～70 日の全ての組み合わせに対する売買シミュレーションを行ない、その中で利益率が最大となる組み合わせを求めた。短期20 日、中期70 日のような組み合わせが経験則として知られているが、シミュレーション結果として、短期と中期の差が短くかつ短期が20 日以上のものが多数あることが分かった。","subitem_description_type":"Other"}]},"item_4_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"One of the most well known technical analysis of stock market is to use the short-term moving average and the mid-term moving average. This paper reports a simulation of operating incomes gained by all possible combination of short-term and mid-term between 1 day and 70 days. For each company, from 1538 companies listed in Tokyo Stock Market, the maximum pair of short-term and mid-term are obtained by simulating buys and sells according to moving averages for 204 days. It turned out that there are many short-terms around 20 days which gain the most profit if the short-term is paired with a mid-term with a few days longer than the short-term.","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"26","bibliographic_titles":[{"bibliographic_title":"情報処理学会研究報告数理モデル化と問題解決（MPS）"}],"bibliographicPageStart":"23","bibliographicIssueDates":{"bibliographicIssueDate":"2005-05-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"37(2005-MPS-054)","bibliographicVolumeNumber":"2005"}]},"relation_version_is_last":true,"weko_creator_id":"1"},"updated":"2025-01-22T15:48:08.863464+00:00","created":"2025-01-18T23:02:07.711355+00:00","links":{},"id":33237}