Paper Abstract and Keywords |
Presentation |
2017-08-25 11:10
Dynamic Programming Method for Retrieving Similar Numerical Sequences
-- Application to Mining Stock Price Sequences -- Yoshihisa Udagawa (Tokyo Polytechnic Univ.) SWIM2017-9 SC2017-14 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
The trend of stock price fluctuation continues with intermission of several days because stock prices tend to fluctuate according to announcements of important economic indicators, economic and political news, etc. To cope with this kind of stock price characteristics, this paper focuses on algorithms based on dynamic programming for retrieving similar numerical sequences. To be specific, the well-known longest common subsequence algorithm is revised to handle numerical sequences. Experimental results on the daily data of the Nikkei Stock Average show that the revised algorithm is able to forecast the latest stock price fluctuation with higher precision than a conventional algorithm. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
dynamic programming / longest common subsequence(LCS) / Numeric LCS / Nikkei Stock Average / stock price forecast / / / |
Reference Info. |
IEICE Tech. Rep., vol. 117, no. 183, SWIM2017-9, pp. 7-12, Aug. 2017. |
Paper # |
SWIM2017-9 |
Date of Issue |
2017-08-18 (SWIM, SC) |
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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SWIM2017-9 SC2017-14 |
Conference Information |
Committee |
SWIM SC |
Conference Date |
2017-08-25 - 2017-08-25 |
Place (in Japanese) |
(See Japanese page) |
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Paper Information |
Registration To |
SWIM |
Conference Code |
2017-08-SWIM-SC |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Dynamic Programming Method for Retrieving Similar Numerical Sequences |
Sub Title (in English) |
Application to Mining Stock Price Sequences |
Keyword(1) |
dynamic programming |
Keyword(2) |
longest common subsequence(LCS) |
Keyword(3) |
Numeric LCS |
Keyword(4) |
Nikkei Stock Average |
Keyword(5) |
stock price forecast |
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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 |
2017-08-25 11:10:00 |
Presentation Time |
25 minutes |
Registration for |
SWIM |
Paper # |
SWIM2017-9, SC2017-14 |
Volume (vol) |
vol.117 |
Number (no) |
no.183(SWIM), no.184(SC) |
Page |
pp.7-12 |
#Pages |
6 |
Date of Issue |
2017-08-18 (SWIM, SC) |
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