| Presentation | 2011-05-26 Spontaneous Feature Extraction Using Data Synchronization : Application to Economic Data Takaya MIYANO, Kenichi TATSUMI, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | A method for spontaneous data clustering based on collective synchronization in a network of phase oscillators is applied to aluminium and copper cash return data in the London Metal Exchange. Major feature patterns of cash return over the week are extracted. Such patterns are unlikely to exist when the return fluctuations are subject to a random process with independent identical distribution. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | collective synchronization / data clustering / feature extraction / London Metal Exchange / finance |
| Paper # | NLP2011-9 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2011/5/19(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Nonlinear Problems (NLP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Spontaneous Feature Extraction Using Data Synchronization : Application to Economic Data |
| Sub Title (in English) | |
| Keyword(1) | collective synchronization |
| Keyword(2) | data clustering |
| Keyword(3) | feature extraction |
| Keyword(4) | London Metal Exchange |
| Keyword(5) | finance |
| 1st Author's Name | Takaya MIYANO |
| 1st Author's Affiliation | Faculty of Science and Engineering, Ritsumeikan University() |
| 2nd Author's Name | Kenichi TATSUMI |
| 2nd Author's Affiliation | Faculty of Economics, Gakushuin University |
| Date | 2011-05-26 |
| Paper # | NLP2011-9 |
| Volume (vol) | vol.111 |
| Number (no) | 62 |
| Page | pp.pp.- |
| #Pages | 4 |
| Date of Issue | |