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Paper Abstract and Keywords
Presentation 2018-08-24 15:45
Experimental report of effects of stock price fluctuation statistics on candlestick chart synthesis
Yoshihisa Udagawa (Tokyo Polytechnic Univ.) SWIM2018-14 SC2018-21
Abstract (in Japanese) (See Japanese page) 
(in English) Extracting stock price change patterns and predicting future stock prices are an interesting task for traders as well as financial data analysts. In general, when there is no outstanding news, stock price is apt to show small price change during the period. Stock price change during this period should be treated as a noise in pattern extraction of candlesticks. In this paper, we propose an algorithm for removing the noise by combining candlesticks. This algorithm takes two parameters, i.e. a gap condition and the maximum number of combining candlesticks. Based on experimental results, we discuss that the algorithm can generate combined candlesticks with equivalent compression ratio by adjusting these parameters.
Keyword (in Japanese) (See Japanese page) 
(in English) Technical analysis / Candlestick charting / Combining candlesticks / Nikkei Stock Average / Dow Jones Industrial Average / Statistical analysis / /  
Reference Info. IEICE Tech. Rep., vol. 118, no. 194, SWIM2018-14, pp. 39-44, Aug. 2018.
Paper # SWIM2018-14 
Date of Issue 2018-08-17 (SWIM, SC) 
ISSN 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 SWIM2018-14 SC2018-21

Conference Information
Committee SWIM SC  
Conference Date 2018-08-24 - 2018-08-24 
Place (in Japanese) (See Japanese page) 
Place (in English) Housei Univ. 
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To SWIM 
Conference Code 2018-08-SWIM-SC 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Experimental report of effects of stock price fluctuation statistics on candlestick chart synthesis 
Sub Title (in English)  
Keyword(1) Technical analysis  
Keyword(2) Candlestick charting  
Keyword(3) Combining candlesticks  
Keyword(4) Nikkei Stock Average  
Keyword(5) Dow Jones Industrial Average  
Keyword(6) Statistical analysis  
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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 2018-08-24 15:45:00 
Presentation Time 25 minutes 
Registration for SWIM 
Paper # SWIM2018-14, SC2018-21 
Volume (vol) vol.118 
Number (no) no.194(SWIM), no.195(SC) 
Page pp.39-44 
#Pages
Date of Issue 2018-08-17 (SWIM, SC) 


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