{"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","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","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":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","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":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","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":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Providence University"},{"subitem_text_value":"University of Denver"},{"subitem_text_value":"CIRJE"}]},"item_access_right":{"attribute_name":"アクセス権","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":"著者","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":"キーワード","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":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","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":"タイトル","attribute_value_mlt":[{"subitem_title":"Can the Neuro Fuzzy Model Predict Stock Indexes Better than its Rivals?"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","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":"2022-12-19T04:17:40.026902+00:00"}