アナリストレポートとレジームスイッチングモデルを用いた株式投資戦略の構築

Detailed bibliographic record

Summary, etc.：: <p>In this study, we demonstrate whether analysts' sentiment toward individual stocks is useful for stock investment strategies. This can be achieved ...

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Material Type: 記事
Title: アナリストレポートとレジームスイッチングモデルを用いた株式投資戦略の構築
Volume: 2021
SAI-041
Author/Editor: 田口怜
渡邊光
坂地泰紀
和泉潔
平松賢士
Author Heading: TAGUCHI Rei
田口怜
WATANABE Hikaru
渡邊光
SAKAJI Hiroki
坂地泰紀
IZUMI Kiyoshi
和泉潔
HIRAMATSU Kenji
平松賢士
Publication Date: 2021-11-27
Publication Date (W3CDTF): 2021-11-27
Alternative Title: Constructing equity investment strategies using analyst reports and regime switching models
Periodical title: 人工知能学会第二種研究会資料
JSAI Technical Report, Type 2 SIG
No. or year of volume/issue: 2021 SAI-041
Volume: 2021
Issue: SAI-041
Pages: 02
ISSN (Periodical Title): 2436-5556
Alias of Author: TAGUCHI Rei
WATANABE Hikaru
SAKAJI Hiroki
IZUMI Kiyoshi
HIRAMATSU Kenji
Target Audience: 一般
DOI: 10.11517/jsaisigtwo.2021.SAI-041_02
Access Restrictions: インターネット公開
Data Provider (Database): 科学技術振興機構 : J-STAGE
http://www.jstage.jst.go.jp