{"created":"2023-05-15T12:23:18.556508+00:00","id":14913,"links":{},"metadata":{"_buckets":{"deposit":"3738471a-057b-4167-9fc3-ae9f9912ab01"},"_deposit":{"created_by":1,"id":"14913","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"14913"},"status":"published"},"_oai":{"id":"oai:kansai-u.repo.nii.ac.jp:00014913","sets":["528:1287:1304:1972"]},"author_link":["3539"],"control_number":"14913","item_10_alternative_title_20":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Spacial Structure in Financial Market","subitem_alternative_title_language":"en"}]},"item_10_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2001-12-25","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"5","bibliographicPageEnd":"570","bibliographicPageStart":"553","bibliographicVolumeNumber":"46","bibliographic_titles":[{"bibliographic_title":"關西大學商學論集"}]}]},"item_10_description_4":{"attribute_name":"概要","attribute_value_mlt":[{"subitem_description":"Mantegna (1998, 1999) は，金融市場で取り引きされる株式の銘柄の階層的な分類を導出する方法を提案し，これにより，経済的に意味のある分類が得られていることを示した。Mantegnaの方法は，株式銘柄の価格変動の時系列データを用いて相関行列を求め，それに対して統計学のクラスタ一分析およびグラフ理論の最小木を株価の変動分析に適用するという簡単なものである。これらは従来から存在する手法であるが，株価の変動率の時系列データに対して適用することにより，従来にない視点からの新しい結果を得た。本稿では，Mantegnaの方法を紹介するとともに，この手法を日本の代表的な株価指数である日経平均に含まれる銘柄に適用し，結果を提示した。また，社会学や生態学の分野で発展してきたネットワーク分析の手法を援用して，Mantegnaの方法の弱点を補完し，拡張した。","subitem_description_type":"Other"}]},"item_10_publisher_34":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"關西大學商學會"}]},"item_10_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00047023","subitem_source_identifier_type":"NCID"}]},"item_10_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"04513401","subitem_source_identifier_type":"PISSN"}]},"item_10_version_type_17":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"荒木, 孝治","creatorNameLang":"ja"},{"creatorName":"Araki, Takaharu","creatorNameLang":"en"}],"familyNames":[{"familyName":"荒木","familyNameLang":"ja"},{"familyName":"Araki","familyNameLang":"en"}],"givenNames":[{"givenName":"孝治","givenNameLang":"ja"},{"givenName":"Takaharu","givenNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"3539","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"80202745","nameIdentifierScheme":"e-Rad","nameIdentifierURI":"https://nrid.nii.ac.jp/ja/nrid/1000080202745"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2020-02-04"}],"displaytype":"detail","filename":"KU-1100-20011225-01.pdf","filesize":[{"value":"3.5 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KU-1100-20011225-01.pdf","url":"https://kansai-u.repo.nii.ac.jp/record/14913/files/KU-1100-20011225-01.pdf"},"version_id":"5ee18df9-b88b-46fe-93d3-8d097b2bd8dc"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"関西大学","subitem_subject_scheme":"Other"},{"subitem_subject":"Kansai University","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"株式市場における空間構造","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"株式市場における空間構造","subitem_title_language":"ja"}]},"item_type_id":"10","owner":"1","path":["1972"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2020-02-04"},"publish_date":"2020-02-04","publish_status":"0","recid":"14913","relation_version_is_last":true,"title":["株式市場における空間構造"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-11-27T02:10:41.732879+00:00"}