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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
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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)
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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  
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1st Author's Name Yoshihisa Udagawa  
1st Author's Affiliation Tokyo Polytechnic University (Tokyo Polytechnic Univ)
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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
Date of Issue 2016-11-26 (SWIM) 


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