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| Presentation | 2018-02-23 14:45 Proposal of Retrieval Method of Time-series Data with Multiple Attributes -- Evaluating Capabilities of Stock Price Forecast -- Tatsuya Yamanaka, Shogo Tejima, Daiki Morishita, Eiji Akisawa, Yoshihisa Udagawa (Tokyo Polytechnic Univ.)  SWIM2017-24 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | Stock market prediction techniques play a crucial role in bringing more people into market and encouraging the market as a whole. Traditionally, Sakata Goho, being developed in 18th century as a secret way of predicting stock price fluctuation in Japan, is still widely used to judge proper timing for investigation. However, to the best of our knowledge, Sakata Goho is not evaluated qualitatively. This paper proposes a stock price retrieval model for candlestick charts and discusses some results obtained by applying the model to Nikkei stock average. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | technical analysis / stock price prediction / time series data / multiple attributes / stock price retrieval model / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 117, no. 449, SWIM2017-24, pp. 13-18, Feb. 2018. | |
| Paper # | SWIM2017-24 | |
| Date of Issue | 2018-02-16 (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 | SWIM2017-24 |
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| Conference Information | |
| Committee | SWIM |
| Conference Date | 2018-02-23 - 2018-02-23 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Kikai-Shinko-Kaikan Bldg. |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Paper Information | |
| Registration To | SWIM |
| Conference Code | 2018-02-SWIM |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Proposal of Retrieval Method of Time-series Data with Multiple Attributes |
| Sub Title (in English) | Evaluating Capabilities of Stock Price Forecast |
| Keyword(1) | technical analysis |
| Keyword(2) | stock price prediction |
| Keyword(3) | time series data |
| Keyword(4) | multiple attributes |
| Keyword(5) | stock price retrieval model |
| Keyword(6) | |
| Keyword(7) | |
| Keyword(8) | |
| 1st Author's Name | Tatsuya Yamanaka |
| 1st Author's Affiliation | Tokyo Polytechnic University (Tokyo Polytechnic Univ.) |
| 2nd Author's Name | Shogo Tejima |
| 2nd Author's Affiliation | Tokyo Polytechnic University (Tokyo Polytechnic Univ.) |
| 3rd Author's Name | Daiki Morishita |
| 3rd Author's Affiliation | Tokyo Polytechnic University (Tokyo Polytechnic Univ.) |
| 4th Author's Name | Eiji Akisawa |
| 4th Author's Affiliation | Tokyo Polytechnic University (Tokyo Polytechnic Univ.) |
| 5th Author's Name | Yoshihisa Udagawa |
| 5th Author's Affiliation | Tokyo Polytechnic University (Tokyo Polytechnic Univ.) |
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| Speaker | Author-1 |
| Date Time | 2018-02-23 14:45:00 |
| Presentation Time | 30 minutes |
| Registration for | SWIM |
| Paper # | SWIM2017-24 |
| Volume (vol) | vol.117 |
| Number (no) | no.449 |
| Page | pp.13-18 |
| #Pages | 6 |
| Date of Issue | 2018-02-16 (SWIM) |
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