Information: Join today and make your research activities more affordable! Technical workshop participation fees and annual registration fees are available at member rates.
Notice: [Important] Announcement of Changes to Registration Fee Payment and Manuscript Upload Procedures for IEICE Technical Meetings
IEICE Technical Committee Submission System
Conference Paper's Information		 Online Proceedings
[Sign in]
Tech. Rep. Archives
 Go Top Page Go Previous   [Japanese] / [English] 

Paper Abstract and Keywords
Presentation 2016-12-03 14:40
Extraction of stock price fluctuation patterns using sequential data maining method
Yoshihisa Udagawa (Tokyo Polytechnic Univ) SWIM2016-14
Abstract (in Japanese) (See Japanese page) 
(in English) Stock prices are an indicator that represents hidden assets of society and reflects the economic activity at the time. Trustworthy prediction of stock prices leads reducing the investment risk, and increasing investments in a stock market. It is expected that the increasing investments stimulate the economic activity as a whole. The ultimate goal of the study is to elucidate the mechanism of the stock price fluctuation and to establish a model for the sustainable development of our society in economy. As a step leading to the ultimate goal, this paper discusses a data mining method using a trading period and an allowable fluctuation rate as parameters to retrieve a set of similar stock price sequences. Experimental results using the Nikkei Stock Average show that the method is successful in detecting similar stock price sequences in both the highs and lows stock.
Keyword (in Japanese) (See Japanese page) 
(in English) stock price fluctuation / Nikkei Stock Average / set of similar stock prices / stock price prediction / / / /  
Reference Info. IEICE Tech. Rep., vol. 116, no. 341, SWIM2016-14, pp. 19-24, Dec. 2016.
Paper # SWIM2016-14 
Date of Issue 2016-11-26 (SWIM) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF SWIM2016-14

Conference Information
Committee SWIM  
Conference Date 2016-12-03 - 2016-12-03 
Place (in Japanese) (See Japanese page) 
Place (in English) Tokyo polytechnic Univ. 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Model implementation, etc. (Work Shop) 
Paper Information
Registration To SWIM 
Conference Code 2016-12-SWIM 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Extraction of stock price fluctuation patterns using sequential data maining method 
Sub Title (in English)  
Keyword(1) stock price fluctuation  
Keyword(2) Nikkei Stock Average  
Keyword(3) set of similar stock prices  
Keyword(4) stock price prediction  
Keyword(5)  
Keyword(6)  
Keyword(7)  
Keyword(8)  
1st Author's Name Yoshihisa Udagawa  
1st Author's Affiliation Tokyo Polytechnic University (Tokyo Polytechnic Univ)
2nd Author's Name  
2nd Author's Affiliation ()
3rd Author's Name  
3rd Author's Affiliation ()
4th Author's Name  
4th Author's Affiliation ()
5th Author's Name  
5th Author's Affiliation ()
6th Author's Name  
6th Author's Affiliation ()
7th Author's Name  
7th Author's Affiliation ()
8th Author's Name  
8th Author's Affiliation ()
9th Author's Name  
9th Author's Affiliation ()
10th Author's Name  
10th Author's Affiliation ()
11th Author's Name  
11th Author's Affiliation ()
12th Author's Name  
12th Author's Affiliation ()
13th Author's Name  
13th Author's Affiliation ()
14th Author's Name  
14th Author's Affiliation ()
15th Author's Name  
15th Author's Affiliation ()
16th Author's Name  
16th Author's Affiliation ()
17th Author's Name  
17th Author's Affiliation ()
18th Author's Name  
18th Author's Affiliation ()
19th Author's Name  
19th Author's Affiliation ()
20th Author's Name  
20th Author's Affiliation ()
21st Author's Name  
21st Author's Affiliation ()
22nd Author's Name  
22nd Author's Affiliation ()
23rd Author's Name  
23rd Author's Affiliation ()
24th Author's Name  
24th Author's Affiliation ()
25th Author's Name  
25th Author's Affiliation ()
26th Author's Name / /
26th Author's Affiliation ()
()
27th Author's Name / /
27th Author's Affiliation ()
()
28th Author's Name / /
28th Author's Affiliation ()
()
29th Author's Name / /
29th Author's Affiliation ()
()
30th Author's Name / /
30th Author's Affiliation ()
()
31st Author's Name / /
31st Author's Affiliation ()
()
32nd Author's Name / /
32nd Author's Affiliation ()
()
33rd Author's Name / /
33rd Author's Affiliation ()
()
34th Author's Name / /
34th Author's Affiliation ()
()
35th Author's Name / /
35th Author's Affiliation ()
()
36th Author's Name / /
36th Author's Affiliation ()
()
Speaker Author-1 
Date Time 2016-12-03 14:40:00 
Presentation Time 25 minutes 
Registration for SWIM 
Paper # SWIM2016-14 
Volume (vol) vol.116 
Number (no) no.341 
Page pp.19-24 
#Pages 6 
Date of Issue 2016-11-26 (SWIM) 

[Return to Top Page]

[Return to IEICE Web Page]
The Institute of Electronics, Information and Communication Engineers (IEICE), Japan