著者

専修大学情報科学研究会[編]

出版者

専修大学情報科学研究会

巻号頁・発行日

1981

著者

石鎚 英也

出版者

専修大学情報科学研究所

雑誌

情報科学研究 (ISSN:02866048)

巻号頁・発行日

vol.30, pp.1-34, 2010-03-01

---

It is widely known that various anomalies and stylized facts go with stock prices. Volatility clustering and calendar effects in price time series are well-known examples. Some traders take advantage of such market distortions to increase their profits or reduce the risks of trading. Pairs trading is one of their practical and typical ways. In this paper, time-series data of stock prices in the first section of the Tokyo Stock Exchange are investigated, and risks in and rewards for pairs trading is evaluated through computer simulation.

著者

河野 敏鑑

出版者

専修大学情報科学研究所

雑誌

情報科学研究 (ISSN:02866048)

巻号頁・発行日

vol.39, pp.1-13, 2019-03-01

---

Along with the aging of society and the progress of information technology, the time people have for the lifetime is increasing. In addition, values have also been transformed, and more people are engaged in production activities (labor) without financial rewards such as development of freeware. We investigate labor supply function under the assumption that labor utility is positive and that consuming goods needs consuming time. In this paper, we show that the market equilibrium is not Pareto efficient under the condition that persons to have disutility for labor and persons to have utility for labor coexist. Furthermore, we show that labor supply function decreases in wage rate when time constraint has meaning. This result maintains whether labor has utility or disutility. Therefore, the well-acquainted assumption that labor supply function increases in wage rate depends on the isolated condition that we ignore the fact that consuming goods needs consuming time and time constraint.

著者

松永 賢次

出版者

専修大学情報科学研究所

雑誌

情報科学研究 (ISSN:02866048)

巻号頁・発行日

no.31, pp.25-41, 2010

---

Students majored in Computing are required to acquire programming Skills for fifty years. In introductory programming classes, after students solve ten of programming exercises, their ability to build correct programs is undeveloped. We introduced an online judge system which automatically judge students' program to be correct in order that students can recognize Whether their programs are correct. Some students acquire the ability to build correct programs by using the judge system. On the other hand, some students used the judge system by try and error manner so that they could acquire the expected ability. We conclude that ratio between submitted program and correct ones is important factor in order to check weather a student acquire the ability.