| Presentation | 2018-08-24 Experimental report of effects of stock price fluctuation statistics on candlestick chart synthesis Yoshihisa Udagawa, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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) |
| Keyword(in English) | Technical analysis / Candlestick charting / Combining candlesticks / Nikkei Stock Average / Dow Jones Industrial Average / Statistical analysis |
| Paper # | SWIM2018-14,SC2018-21 |
| Date of Issue | 2018-08-17 (SWIM, SC) |
| Conference Information | |
| Committee | SWIM / SC |
|---|---|
| Conference Date | 2018/8/24(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Housei Univ. |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | Tadashi Ogino(Meisei Univ.) / Masahide Nakamura(Kobe Univ.) |
| Vice Chair | Masahiko Ishino(Bunkyo Univ.) / Shinji Kikuchi(Univ. of Aizu) / Yoji Yamato(NTT) |
| Secretary | Masahiko Ishino(Hosei Univ.) / Shinji Kikuchi(Shizuoka Inst. of Science and Tech.) / Yoji Yamato(NEC) |
| Assistant | Shinya Nogami(Tokyo Univ. of Science) / Koji Yamada(Osaka Sangyo Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Software Interprise Modeling / Technical Committee on Service Computing |
|---|---|
| Language | JPN |
| 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 |
| 1st Author's Name | Yoshihisa Udagawa |
| 1st Author's Affiliation | Tokyo Polytechnic University(Tokyo Polytechnic Univ.) |
| Date | 2018-08-24 |
| Paper # | SWIM2018-14,SC2018-21 |
| Volume (vol) | vol.118 |
| Number (no) | SWIM-194,SC-195 |
| Page | pp.pp.39-44(SWIM), pp.39-44(SC), |
| #Pages | 6 |
| Date of Issue | 2018-08-17 (SWIM, SC) |