Pattern Classification of Disasters Impact on Companies Stock Prices

Kenji Yamaguchi; Yukari Shirota

doi:10.1109/ICAwST.2019.8923362

Pattern Classification of Disasters Impact on Companies Stock Prices

Kenji Yamaguchi, Yukari Shirota

Ochanomizu University

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

1 Citation (Scopus)

Abstract

We shall estimate the US-China trade friction impact in May 2019 on Japanese companies' stock prices. When the disaster happened, the stock prices drastically decreased. We shall find damaged patterns of the stock price movement. Japanese manufacturing companies have a lot of transactions with Chinese companies. On the other hand, Japanese products such as baby items, cosmetics, and clothing are a lot sold in China. We finally found the latter type B2C based companies showed the quick recovery pattern on their stock price movement in May 2019.

Original language	English
Title of host publication	2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings
Publisher	Institute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)	9781728138213
DOIs	https://doi.org/10.1109/ICAwST.2019.8923362
Publication status	Published - Oct 2019
Externally published	Yes
Event	10th IEEE International Conference on Awareness Science and Technology, iCAST 2019 - Morioka, Japan Duration: 23 Oct 2019 → 25 Oct 2019

Publication series

Name	2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings

Conference

Conference	10th IEEE International Conference on Awareness Science and Technology, iCAST 2019
Country/Territory	Japan
City	Morioka
Period	23/10/19 → 25/10/19

Keywords

Disaster Impact Network
Disaster impact on stock prices
Random Matrix Theory
Singular Value Decomposition
Us-China trade friction

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10.1109/ICAwST.2019.8923362

Cite this

Yamaguchi, K., & Shirota, Y. (2019). Pattern Classification of Disasters Impact on Companies Stock Prices. In 2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings Article 8923362 (2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICAwST.2019.8923362

Yamaguchi, Kenji ; Shirota, Yukari. / Pattern Classification of Disasters Impact on Companies Stock Prices. 2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2019. (2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings).

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title = "Pattern Classification of Disasters Impact on Companies Stock Prices",

abstract = "We shall estimate the US-China trade friction impact in May 2019 on Japanese companies' stock prices. When the disaster happened, the stock prices drastically decreased. We shall find damaged patterns of the stock price movement. Japanese manufacturing companies have a lot of transactions with Chinese companies. On the other hand, Japanese products such as baby items, cosmetics, and clothing are a lot sold in China. We finally found the latter type B2C based companies showed the quick recovery pattern on their stock price movement in May 2019.",

keywords = "Disaster Impact Network, Disaster impact on stock prices, Random Matrix Theory, Singular Value Decomposition, Us-China trade friction",

author = "Kenji Yamaguchi and Yukari Shirota",

note = "Publisher Copyright: {\textcopyright} 2019 IEEE.; 10th IEEE International Conference on Awareness Science and Technology, iCAST 2019 ; Conference date: 23-10-2019 Through 25-10-2019",

year = "2019",

month = oct,

doi = "10.1109/ICAwST.2019.8923362",

language = "English",

series = "2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

booktitle = "2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings",

}

Yamaguchi, K & Shirota, Y 2019, Pattern Classification of Disasters Impact on Companies Stock Prices. in 2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings., 8923362, 2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings, Institute of Electrical and Electronics Engineers Inc., 10th IEEE International Conference on Awareness Science and Technology, iCAST 2019, Morioka, Japan, 23/10/19. https://doi.org/10.1109/ICAwST.2019.8923362

Pattern Classification of Disasters Impact on Companies Stock Prices. / Yamaguchi, Kenji; Shirota, Yukari.
2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2019. 8923362 (2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Shirota, Yukari

PY - 2019/10

Y1 - 2019/10

N2 - We shall estimate the US-China trade friction impact in May 2019 on Japanese companies' stock prices. When the disaster happened, the stock prices drastically decreased. We shall find damaged patterns of the stock price movement. Japanese manufacturing companies have a lot of transactions with Chinese companies. On the other hand, Japanese products such as baby items, cosmetics, and clothing are a lot sold in China. We finally found the latter type B2C based companies showed the quick recovery pattern on their stock price movement in May 2019.

AB - We shall estimate the US-China trade friction impact in May 2019 on Japanese companies' stock prices. When the disaster happened, the stock prices drastically decreased. We shall find damaged patterns of the stock price movement. Japanese manufacturing companies have a lot of transactions with Chinese companies. On the other hand, Japanese products such as baby items, cosmetics, and clothing are a lot sold in China. We finally found the latter type B2C based companies showed the quick recovery pattern on their stock price movement in May 2019.

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KW - Disaster impact on stock prices

KW - Random Matrix Theory

KW - Singular Value Decomposition

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DO - 10.1109/ICAwST.2019.8923362

M3 - Conference contribution

AN - SCOPUS:85077766768

T3 - 2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings

BT - 2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 10th IEEE International Conference on Awareness Science and Technology, iCAST 2019

Y2 - 23 October 2019 through 25 October 2019

ER -

Yamaguchi K, Shirota Y. Pattern Classification of Disasters Impact on Companies Stock Prices. In 2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2019. 8923362. (2019 IEEE 10th International Conference on Awareness Science and Technology, iCAST 2019 - Proceedings). doi: 10.1109/ICAwST.2019.8923362

Pattern Classification of Disasters Impact on Companies Stock Prices

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