Analysis and Verification of Fluctuations in Stock Markets by the Pandemic of COVID-19 (Part 2) : Simulation Analysis of US and Japanese Stock Index by AI

• 小林, 稔

Bibliographic Information

Other Title

• 新型コロナウイルスのパンデミックが株式市場に与えた変動の分析と検証（その2） : AI（人工知能）を用いた日米の株価指数のシミュレーション分析
• シンガタ コロナウイルス ノ パンデミック ガ カブシキ シジョウ ニ アタエタ ヘンドウ ノ ブンセキ ト ケンショウ(ソノ 2)AI(ジンコウ チノウ)オ モチイタ ニチベイ ノ カブカ シスウ ノ シミュレーション ブンセキ

Abstract

application/pdf

In this paper, we attempted to analyze the stock market in Japan and the United States, in which prices continue to rise amid the spread of COVID-19 infection, considering the correlation between stock prices and the monetary base. In particular, this paper analyzed in detail how impacts the Nikkei Stock Average, Dow Jones Industrial Average, and S & P500, which are the major stock indexes of Japan and the United States, were affected by the COVID-19 pandemic. Similarly, we attempted to analyze and consider the stock prices of GAFA, which represents the world information industry, and Pfizer, Moderna, Johnson & Johnson, who succeeded in developing a vaccine for COVID-19.

Journal

• Wako Keizai

  Wako Keizai 54 (1), 1-24, 2021-07

  和光大学社会経済研究所

Keywords

• COVID-19
• マネタリーベース
• 株価指数
• パンデミック
• 人工知能
• GAFA
• ワクチン

Details

• CRID: 1050008597662677632
• NII Article ID: 120007168763
• NII Book ID: AN00258120
• ISSN: 02865866
• NDL BIB ID: 031741148
• Web Site: https://wako.repo.nii.ac.jp/records/4894
• Web Site: http://id.ndl.go.jp/bib/031741148
• Web Site: https://ndlsearch.ndl.go.jp/books/R000000004-I031741148
• Text Lang: ja
• Article Type: departmental bulletin paper
• Data Source:
  • IRDB
  • NDL
  • CiNii Articles
  • KAKEN