JP2019185248A - 逆日歩予測装置 - Google Patents
逆日歩予測装置 Download PDFInfo
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Claims (5)
- 特定の株式が、制度信用取引されている複数の株式に関する複数のセグメントのうちいずれに属するか判定する判定部と、
前記特定の株式が属すると判定された前記セグメントに属する他の株式に関する、過去に発生した逆日歩に関する情報を抽出する抽出部と、
少なくとも抽出された前記逆日歩に関する情報の平均に基づいて、前記特定の株式に関する逆日歩に関する情報を予測する予測部と、
を備える逆日歩予測装置。 - 入力に基づいて、前記複数のセグメントのうち一部のセグメントの結合を行う結合部をさらに備える、
請求項1に記載の逆日歩予測装置。 - 前記予測部は、少なくとも抽出された前記逆日歩の発生頻度に基づいて、前記特定の株式に関する前記逆日歩の発生確率を予測する、
請求項1又は2に記載の逆日歩予測装置。 - 前記予測部は、前記逆日歩に関する情報の予測を、1営業日のうちに複数回行い、
前記判定部は、前記予測部による予測が行われるタイミングに基づいて、複数種類の前記複数のセグメントのうちいずれを用いるか判定し、特定の株式が、判定された種類の複数のセグメントのうちいずれに属するか判定する、
請求項1から3のいずれか一項に記載の逆日歩予測装置。 - 前記複数のセグメントは、所定期間内における逆日歩発生の有無、所定期間内における貸株超過率、所定期間内における権利付最終日の有無、所定期間内における時価総額及び所定期間内における株価変化率のうち少なくともいずれかによる分類を含む、
請求項1から4のいずれか一項に記載の逆日歩予測装置。
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JP2019185248A true JP2019185248A (ja) | 2019-10-24 |
JP7181698B2 JP7181698B2 (ja) | 2022-12-01 |
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Citations (2)
Publication number | Priority date | Publication date | Assignee | Title |
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JP2003085359A (ja) * | 2001-09-12 | 2003-03-20 | Financial Engineering Group Inc | 株式取引コストを推定する方法及びシステム |
JP2012178128A (ja) * | 2011-02-28 | 2012-09-13 | Rakuten Inc | 広告管理装置、広告選択装置、広告管理方法、広告管理プログラム及び広告管理プログラムを記録した記録媒体 |
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Patent Citations (2)
Publication number | Priority date | Publication date | Assignee | Title |
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JP2003085359A (ja) * | 2001-09-12 | 2003-03-20 | Financial Engineering Group Inc | 株式取引コストを推定する方法及びシステム |
JP2012178128A (ja) * | 2011-02-28 | 2012-09-13 | Rakuten Inc | 広告管理装置、広告選択装置、広告管理方法、広告管理プログラム及び広告管理プログラムを記録した記録媒体 |
Non-Patent Citations (1)
Title |
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"旬ネタ満載! マルトクセレクション "ビッグデータで逆日歩を予測"", 日経マネー, vol. 第429号, JPN6022013356, 21 January 2018 (2018-01-21), pages 160, ISSN: 0004741893 * |
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