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  • 标题:Tangled String for Multi-Timescale Explanation of Changes in Stock Market
  • 本地全文:下载
  • 作者:Yukio Ohsawa ; Teruaki Hayashi ; Takaaki Yoshino
  • 期刊名称:Information
  • 电子版ISSN:2078-2489
  • 出版年度:2019
  • 卷号:10
  • 期号:3
  • 页码:118-138
  • DOI:10.3390/info10030118
  • 出版社:MDPI Publishing
  • 摘要:This work addresses the question of explaining changes in the desired timescales of the stock market. Tangled string is a sequence visualization tool wherein a sequence is compared to a string and trends in the sequence are compared to the appearance of tangled pills and wires bridging the pills in the string. Here, the tangled string is extended and applied to detecting stocks that trigger changes and explaining trend changes in the market. Sequential data for 11 years from the First Section of the Tokyo Stock Exchange regarding top-10 stocks with weekly increase rates are visualized using the tangled string. It was found that the change points obtained by the tangled string coincided well with changes in the average prices of listed stocks, and changes in the price of each stock are visualized on the string. Thus, changes in stock prices, which vary across a mixture of different timescales, could be explained in the time scale corresponding to interest in stock analysis. The tangled string was created using a data-driven innovation platform called Innovators Marketplace on Data Jackets, and is extended to satisfy data users here, so this study verifies the contribution of data market to data-driven innovation.
  • 关键词:multi-timescale analysis; change explanation; stock market; data market multi-timescale analysis ; change explanation ; stock market ; data market
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