{"created":"2025-01-18T23:02:10.729353+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00033305","sets":["1164:2735:2760:2764"]},"path":["2764"],"owner":"1","recid":"33305","title":["折畳次元を用いた金融時系列データの再現"],"pubdate":{"attribute_name":"公開日","attribute_value":"2004-05-07"},"_buckets":{"deposit":"7d2d3dac-3166-47b9-b18d-b40fc3cbdfc2"},"_deposit":{"id":"33305","pid":{"type":"depid","value":"33305","revision_id":0},"owners":[1],"status":"published","created_by":1},"item_title":"折畳次元を用いた金融時系列データの再現","author_link":["0","0"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"折畳次元を用いた金融時系列データの再現"},{"subitem_title":"Reappearance of Financial Time Series Data via Folding Dimension","subitem_title_language":"en"}]},"item_type_id":"4","publish_date":"2004-05-07","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"石川工業高等専門学校"},{"subitem_text_value":"石川工業高等専門学校"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Ishikawa National College of Technology","subitem_text_language":"en"},{"subitem_text_value":"Ishikawa National College of Technology","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/33305/files/IPSJ-MPS04049007.pdf"},"date":[{"dateType":"Available","dateValue":"2006-05-07"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-MPS04049007.pdf","filesize":[{"value":"129.6 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":"d4151834-ed3d-4230-833d-a6f3331c7782","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2004 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"河村, 泰之"},{"creatorName":"橋本, 有樹"}],"nameIdentifiers":[{}]}]},"item_4_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Yasuyuki, Kawamura","creatorNameLang":"en"},{"creatorName":"Yuki, Hashimoto","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":"株価の不思議な動きは長い間にわたり研究者の興味を惹いている．Mandelbrotが提唱してから，多くの研究者によって金融時系列データにおけるフラクタルの性質が確認されている．近年，新しく時間の尺度とは無関係の折畳次元が提案された．我々は実際の金融時系列データから折畳次元を計測し，その値を用いて時系列データのシミュレーションを行うことで時系列に対する折畳次元の有効性を支持する．同時に本論文では中点変位法の改良によるシミュレーション方法を提案する．","subitem_description_type":"Other"}]},"item_4_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"Researchers have been interested in a motion of financial value for a long time. Many researchers confirmed fractal peculiarity of financial time series data since Mandelbrot suggested. Folding dimension which has no relation with time scale has proposed recently. We support the validity of folding dimension for financial time series data via simulation of the data using the dimension. Meanwhile, this paper proposes the simulation method which is obtained from generalization of midplacement method.","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"28","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":"25","bibliographicIssueDates":{"bibliographicIssueDate":"2004-05-07","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"42(2004-MPS-049)","bibliographicVolumeNumber":"2004"}]},"relation_version_is_last":true,"weko_creator_id":"1"},"id":33305,"updated":"2025-01-22T15:46:02.712583+00:00","links":{}}