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Tangled String for Multi-Timescale Explanation of Changes in Stock Market

机译:纠缠不清的字符串,用于多时标解释股市变化

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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.
机译:这项工作解决了解释股票市场所需时间尺度变化的问题。缠结的线是序列可视化工具,其中将序列与字符串进行比较,并将序列的趋势与缠结的药丸和将药丸桥接在字符串中的导线的外观进行比较。在这里,缠结的字符串被扩展并应用于检测触发变化的股票并解释市场趋势。使用缠结的字符串,可以看到东京证券交易所第一部分连续11年的数据,这些数据与每周增长率排名前10的股票有关。发现缠结的线获得的变化点与上市股票的平均价格的变化非常吻合,并且每种股票的价格变化都可以在线上看到。因此,可以在与股票分析兴趣相对应的时间范围内解释在不同时间范围内变化的股票价格变化。纠缠不清的字符串是使用数据驱动的创新平台(称为“数据夹克上的创新者市场”)创建的,并经过扩展后可以满足此处的数据用户的需求,因此本研究验证了数据市场对数据驱动的创新的贡献。

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