Title :
The Research of Morphological Characteristics in Time Series of Stock Prices Based on CBR
Author :
Yuan Xiao ; Wen-Gang Che ; Zhong Wang ; Chi-Chang Yang
Author_Institution :
Sch. of Inf. Eng. & Autom., Kunming Univ. of Sci. & Technol., Kunming, China
Abstract :
The paper analyzes technology specific morphological characteristics of securities time series, proposes data structure, and takes the turning point of the short-term trend as the observation point to identify specific technical form to obtain its case data set. By Q cluster analysis based on stocks of nine financial indicators, we build a case library to retrieve similar cases after determining the index weights with the method of multiple linear regression, which can be used to predict the securities trends. The results show the feasibility and effectiveness of the method through empirical analysis of historical data of the Shanghai and Shenzhen stocks.
Keywords :
case-based reasoning; pattern clustering; regression analysis; stock markets; time series; CBR; Q cluster analysis; Shanghai stock; Shenzhen stock; case-based reasoning; empirical analysis; financial indicator; index weight; morphological characteristics; multiple linear regression; securities time series; securities trend; short-term trend; stock price; Cognition; Indexes; Industries; Investments; Market research; Security; Time series analysis; CBR; Multiple Linear Regression; Q cluster analysis; Time Series;
Conference_Titel :
Intelligent System Design and Engineering Applications (ISDEA), 2013 Third International Conference on
Conference_Location :
Hong Kong
Print_ISBN :
978-1-4673-4893-5
DOI :
10.1109/ISDEA.2012.364
