人工知能を用いた株価下落リスクの予兆管理
2018 年 2018 巻 FIN-021 号 p. 41-
詳細
2018 年 2018 巻 FIN-021 号 p. 41-
In This paper, I propose a method to use Artificial Intelligence for early warning in TOPIX trading. I construct an early warning system with AI that includes AI traders who preliminarily learned TOPIX market data, and by using forecast of AI traders as early warning indicators, efficiency of scoring the indicators has been improved. In addition, I conducted a TOPIX trading simulation using the early warning system with AI, which resulted in a higher Sharpe ratio than that of TOPIX.
