Paper Abstract and Keywords |
Presentation |
2018-12-01 16:15
Stock Price Prediction by Retrieving Similar Stock pattern on Combined Candlestick Chart Motoki Kimura, Yoshihisa Udagawa (Tokyo Polytechnic Univ.) SWIM2018-20 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
The stock prices are apt to show no directional movements when there is no significant news, resulting in generating a series of noisy candlesticks. We propose a blending algorithm that combines candlesticks sharing certain price ranges into one can-dlestick to eliminate the noisy candlesticks. The paper discusses statistical measures on candlesticks to produce appropriate blended candlestick charts for the prediction. The experimental results on the Nikkei-225 stock average show that the blend-ed candlesticks are successful in offering information for short-term stock price predictions. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Stock price prediction / Technical analysis / Candlestick charting / Combining candlesticks / Nikkei Stock Average / / / |
Reference Info. |
IEICE Tech. Rep., vol. 118, no. 333, SWIM2018-20, pp. 29-34, Dec. 2018. |
Paper # |
SWIM2018-20 |
Date of Issue |
2018-11-24 (SWIM) |
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) |
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SWIM2018-20 |
Conference Information |
Committee |
SWIM |
Conference Date |
2018-12-01 - 2018-12-01 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Tokyo Univ. of Science |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Management and Internet Technology |
Paper Information |
Registration To |
SWIM |
Conference Code |
2018-12-SWIM |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Stock Price Prediction by Retrieving Similar Stock pattern on Combined Candlestick Chart |
Sub Title (in English) |
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Keyword(1) |
Stock price prediction |
Keyword(2) |
Technical analysis |
Keyword(3) |
Candlestick charting |
Keyword(4) |
Combining candlesticks |
Keyword(5) |
Nikkei Stock Average |
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1st Author's Name |
Motoki Kimura |
1st Author's Affiliation |
Tokyo Polytechnic University (Tokyo Polytechnic Univ.) |
2nd Author's Name |
Yoshihisa Udagawa |
2nd Author's Affiliation |
Tokyo Polytechnic University (Tokyo Polytechnic Univ.) |
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Speaker |
Author-1 |
Date Time |
2018-12-01 16:15:00 |
Presentation Time |
30 minutes |
Registration for |
SWIM |
Paper # |
SWIM2018-20 |
Volume (vol) |
vol.118 |
Number (no) |
no.333 |
Page |
pp.29-34 |
#Pages |
6 |
Date of Issue |
2018-11-24 (SWIM) |