| Presentation | 2017-08-25 Dynamic Programming Method for Retrieving Similar Numerical Sequences Yoshihisa Udagawa, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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) |
| Keyword(in English) | dynamic programming / longest common subsequence(LCS) / Numeric LCS / Nikkei Stock Average / stock price forecast |
| Paper # | SWIM2017-9,SC2017-14 |
| Date of Issue | 2017-08-18 (SWIM, SC) |
| Conference Information | |
| Committee | SWIM / SC |
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| Conference Date | 2017/8/25(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | Yoshihisa Udagawa(Tokyo Polytechnic Univ.) / Incheon Paik(Univ. of Aizu) |
| Vice Chair | Tadashi Ogino(Meisei Univ.) / Osamu Yuki(Canon) / Masahide Nakamura(Kobe Univ.) |
| Secretary | Tadashi Ogino(Bunkyo Univ.) / Osamu Yuki(Fujitsu Labs.) / Masahide Nakamura(NEC) |
| Assistant | Akihiro Hayashi(Onosokki) / Kenji Saotome(Hosei Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Software Interprise Modeling / Technical Committee on Service Computing |
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| Language | JPN |
| 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 |
| 1st Author's Name | Yoshihisa Udagawa |
| 1st Author's Affiliation | Tokyo Polytechnic University(Tokyo Polytechnic Univ.) |
| Date | 2017-08-25 |
| Paper # | SWIM2017-9,SC2017-14 |
| Volume (vol) | vol.117 |
| Number (no) | SWIM-183,SC-184 |
| Page | pp.pp.7-12(SWIM), pp.7-12(SC), |
| #Pages | 6 |
| Date of Issue | 2017-08-18 (SWIM, SC) |