{"created":"2021-03-01T07:02:24.435320+00:00","id":42508,"links":{},"metadata":{"_buckets":{"deposit":"6987eb68-d1d2-4710-a5cf-acb4508f8c3d"},"_deposit":{"id":"42508","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42508"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042508"},"item_8_biblio_info_7":{"attribute_name":"\u66f8\u8a8c\u60c5\u5831","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2002-08","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"2002-CF-165","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"\u30d5\u30a9\u30fc\u30de\u30c3\u30c8","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"\u6284\u9332","attribute_value_mlt":[{"subitem_description":"This paper develops a model of a trading system by using neuro fuzzy framework in order to better predict the stock index. Thirty well-known stock indexes are analyzed with the help of the model developed here. The empirical results show strong evidence of nonlinearity in the stock index by using KD technical indexes. The trading point analysis and the sensitivity analysis of trading costs show the robustness and opportunity for making further profits through using the proposed nonlinear neuro fuzzy system. The scenario analysis also shows that the proposed neuro fuzzy system performs consistently over time.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"\u5185\u5bb9\u8a18\u8ff0","attribute_value_mlt":[{"subitem_description":"\u672c\u6587\u30d5\u30a3\u30eb\u306f\u30ea\u30f3\u30af\u5148\u3092\u53c2\u7167\u306e\u3053\u3068","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"\u51fa\u7248\u8005","attribute_value_mlt":[{"subitem_publisher":"\u65e5\u672c\u7d4c\u6e08\u56fd\u969b\u5171\u540c\u30bb\u30f3\u30bf\u30fc"}]},"item_8_relation_25":{"attribute_name":"\u95a2\u4fc2URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2002/2002cf165ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"\u66f8\u8a8c\u30ec\u30b3\u30fc\u30c9ID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"\u65e5\u672c\u5341\u9032\u5206\u985e\u6cd5","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"\u51fa\u7248\u8005\u5225\u540d","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"\u8457\u8005\u6240\u5c5e","attribute_value_mlt":[{"subitem_text_value":"Providence University"},{"subitem_text_value":"University of Denver"},{"subitem_text_value":"CIRJE"}]},"item_access_right":{"attribute_name":"\u30a2\u30af\u30bb\u30b9\u6a29","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"\u8457\u8005","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Lin, Chin-Shien"}],"nameIdentifiers":[{"nameIdentifier":"97793","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Haider, A.  Khan"}],"nameIdentifiers":[{"nameIdentifier":"97794","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Chi-Chung, Huang"}],"nameIdentifiers":[{"nameIdentifier":"97795","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"\u30ad\u30fc\u30ef\u30fc\u30c9","attribute_value_mlt":[{"subitem_subject":"linear","subitem_subject_scheme":"Other"},{"subitem_subject":"nonliner","subitem_subject_scheme":"Other"},{"subitem_subject":"KD indexes","subitem_subject_scheme":"Other"},{"subitem_subject":"buy and hold","subitem_subject_scheme":"Other"},{"subitem_subject":"neuro fuzzy","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"\u8a00\u8a9e","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"\u8cc7\u6e90\u30bf\u30a4\u30d7","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Can the Neuro Fuzzy Model Predict Stock Indexes Better than its Rivals?","item_titles":{"attribute_name":"\u30bf\u30a4\u30c8\u30eb","attribute_value_mlt":[{"subitem_title":"Can the Neuro Fuzzy Model Predict Stock Indexes Better than its Rivals?"}]},"item_type_id":"8","owner":"1","path":["9/7435/7436","62/7433/7434"],"pubdate":{"attribute_name":"\u516c\u958b\u65e5","attribute_value":"2013-06-03"},"publish_date":"2013-06-03","publish_status":"0","recid":"42508","relation_version_is_last":true,"title":["Can the Neuro Fuzzy Model Predict Stock Indexes Better than its Rivals?"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2021-03-02T02:14:21.477947+00:00"}