International Conference in Knowledge Based and Intelligent Information and Engineering Systems-KES 2013 Predicting the security levels of stock investment by using the RMT-test

  • Xin Yanga, Yuuta Mikamoria, Mieko Tanaka-Yamawakia
  • Published 2016
The authors propose to use the degree of randomness of high frequency price time series for the purpose of measuring the security levels of stock investments. The RMT-test is employed as a tool to measure the randomness. The data to be analyzed are the tick-wise price time series of selected stocks in the Tokyo Stock Exchange Market for three years from… CONTINUE READING