国内株式投資信託における資金フローの非線形モデリング

DOI

書誌事項

タイトル別名
  • Nonlinear Modeling of Money Flows in Japanese Mutual Funds

説明

<p>The purpose of this study is to visualize nonlinear relationships which are quite ambiguous in the correlation diagram by the approach of explainable artificial intelligence (XAI). By using this approach for a practical marketing problem, we could visualize the nonlinear relationship between fund performances and money flows, which is asymmetric in inflows and out flows and is consistent with investors psychology based on the behavioral economics.</p>

収録刊行物

詳細情報 詳細情報について

  • CRID
    1390575495617055360
  • DOI
    10.11517/jsaisigtwo.2021.fin-027_71
  • ISSN
    24365556
  • 本文言語コード
    ja
  • データソース種別
    • JaLC
  • 抄録ライセンスフラグ
    使用可

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