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

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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

地道 正行

出版者

関西学院大学

雑誌

情報科学研究 (ISSN:09120939)

巻号頁・発行日

vol.16, pp.21-43, 2001-12-22

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本稿では,データ解析言語Rと,World-Wide WebシステムとRを利用したサーバー環境であるRwebに関して述べる。なお,Rwebに関するセキュリティーの考察も行う。

著者

岡田 孝

出版者

関西学院大学

雑誌

情報科学研究 (ISSN:09120939)

巻号頁・発行日

vol.15, pp.31-44, 2000-12

被引用文献数

2

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The cascade model offers a new methodology of data mining. It extends the architecture of the association rule, and provides a comprehensive way for the rule induction. The model is implemented as DISCAS software. This paper provides a brief overview of the cascade model including the introduction of sum of squares criterion for the rule strength. The function of DISCAS software is explained referencing the cascade model. Guides for the input to and the output from DISCAS are also given.

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

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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

岡田 孝 Takashi Okada

雑誌

情報科学研究 (ISSN:09120939)

巻号頁・発行日

no.24, pp.3-7, 2010-03-19

著者

奥野 健一 高橋 和子

出版者

関西学院大学

雑誌

情報科学研究 (ISSN:09120939)

巻号頁・発行日

vol.22, pp.3-22, 2008-03

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This paper discusses the perfect lie, a lie that is not revealed to be false logically to a specific person at the present instant. First, we construct a belief system that models human reasoning, and consider the perfect lie on it. We define a human's memory as a belief world using a set of logical formulas, the operations of addition/deletion of formulas to/from the belief world and the condition for the perfect lie based on these definitions. Then, we propose an algorithm which derives the sequence of operations that makes an addition of a formula to succeed as the perfect lie to the belief world of the person to be deceived. The algorithm uses the framework of planning. Moreover, we show the conditions for belief alteration that judge whether a lie can be added as the perfect one, and prove the correctness of the conditions.

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

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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.

著者

高木 悟

出版者

独協大学情報センター

雑誌

情報科学研究 (ISSN:02883600)

巻号頁・発行日

no.28, pp.73-79, 2011-01

著者

阿部 仁 武田 俊之 平松 一夫

出版者

関西学院大学

雑誌

情報科学研究 (ISSN:09120939)

巻号頁・発行日

vol.13, pp.43-49, 1998-07

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Computer network and internet are making rapid progress. A class of international accounting was held using internet among four countries. This experiment was organised by San Diego State University Kwansei Gakuin University participated this class from Japan. This paper describes about the class and identifies its' problems.