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) |
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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) |
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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) |
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Keyword(1) |
stock price fluctuation |
Keyword(2) |
Nikkei Stock Average |
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set of similar stock prices |
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stock price prediction |
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1st Author's Name |
Yoshihisa Udagawa |
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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 |
6 |
Date of Issue |
2016-11-26 (SWIM) |
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