{"updated":"2025-01-21T21:44:01.568632+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00073957","sets":["1164:2735:6337:6406"]},"path":["6406"],"owner":"10","recid":"73957","title":["RMT公式を用いた主成分抽出法による日本及び米国株価の年次トレンドの比較"],"pubdate":{"attribute_name":"公開日","attribute_value":"2011-05-10"},"_buckets":{"deposit":"8b37bec3-8ee9-4664-8ccb-13eb8cd37c9a"},"_deposit":{"id":"73957","pid":{"type":"depid","value":"73957","revision_id":0},"owners":[10],"status":"published","created_by":10},"item_title":"RMT公式を用いた主成分抽出法による日本及び米国株価の年次トレンドの比較","author_link":["0","0"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"RMT公式を用いた主成分抽出法による日本及び米国株価の年次トレンドの比較"},{"subitem_title":"Comparison of yearly trend of Japanese and American stock prices by means of principal component extraction using RMT formula","subitem_title_language":"en"}]},"item_type_id":"4","publish_date":"2011-05-10","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"鳥取大学大学院工学研究科エレクトロニクス専攻"},{"subitem_text_value":"鳥取大学大学院工学研究科エレクトロニクス専攻"},{"subitem_text_value":"鳥取大学大学院工学研究科エレクトロニクス専攻"},{"subitem_text_value":"広島経済大学"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Tottori University, Graduate School of Engineering, Department of Information and Electronics","subitem_text_language":"en"},{"subitem_text_value":"Tottori University, Graduate School of Engineering, Department of Information and Electronics","subitem_text_language":"en"},{"subitem_text_value":"Tottori University, Graduate School of Engineering, Department of Information and Electronics","subitem_text_language":"en"},{"subitem_text_value":"Hiroshima University of Econamics","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/73957/files/IPSJ-MPS11083001.pdf"},"date":[{"dateType":"Available","dateValue":"2013-05-10"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-MPS11083001.pdf","filesize":[{"value":"1.4 MB"}],"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":"eb003aaf-5482-467f-a498-76148cf89144","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2011 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"木戸, 丈剛"},{"creatorName":"楊, 欣"},{"creatorName":"田中, 美栄子"},{"creatorName":"高石, 哲弥"}],"nameIdentifiers":[{}]}]},"item_4_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Takemasa, Kido","creatorNameLang":"en"},{"creatorName":"Yang, Xin","creatorNameLang":"en"},{"creatorName":"Mieko, Tanaka-Yamawaki","creatorNameLang":"en"},{"creatorName":"Takaishi, Tetuya","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":"RMT(ランダム行列理論) を利用して株式市場のトレンド抽出を行う手法を TOPIX500 銘柄の株価に適用し，2007，2008，2009 年の日中データから年次トレンドの変遷を追った．また，日本経済に多大な影響があるとされているアメリカの市場との比較を行った．","subitem_description_type":"Other"}]},"item_4_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"In this paper, we apply a method of extracting trends of the stock markets using RMT (random matrix theory), on intraday price data of TOPIX500 in the years of 2007, 2008, and 2009. Also, we compare our result with that of American market, which is closely related to Japanese economy.","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"4","bibliographic_titles":[{"bibliographic_title":"研究報告数理モデル化と問題解決（MPS）"}],"bibliographicPageStart":"1","bibliographicIssueDates":{"bibliographicIssueDate":"2011-05-10","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicVolumeNumber":"2011-MPS-83"}]},"relation_version_is_last":true,"weko_creator_id":"10"},"created":"2025-01-18T23:31:42.747256+00:00","id":73957,"links":{}}