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Title:
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ANALYSIS OF THE NIKKEI 225 INDEX AND FUTURE PREDICTION |
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Author(s):
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David Ramamonjisoa and Yoshiki Sato |
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ISBN:
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978-989-8533-62-3 |
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Editors:
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Miguel Baptista Nunes, Pedro Isaías and Philip Powell |
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Year:
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2017 |
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Edition:
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Single |
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Keywords:
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Nikkei 225 Index, ARIMA, Time Series Analysis, Regression Analysis, Rule Based System |
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Type:
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Short Paper |
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First Page:
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175 |
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Last Page:
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179 |
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Language:
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English |
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Cover:
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Full Contents:
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click to dowload 
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Paper Abstract:
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In this paper, we present the result of our experiment on analyzing the Nikkei 225 index past data and prediction based on rules we have discovered and developed. We collected all Nikkei 225 index past data on daily average closing prices. We applied several technical analyses on the time series Nikkei 225 data. Technical analysis examples are simple moving average (SMA), regression, ARIMA models and seasonal return rates. Our analysis correlates to the most important moves in the past data and other indicator such as foreign exchange rate. Through the observations of those technical analyses, we discovered some patterns and designed rules that can be applied to forecast short or long term prices. Our first results are presented and we conclude with some forecasts data. |
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