(PDF) Stock Trend Analysis and Trading Strategy | Stock trend analysis

This paper outlines a data mining approach to analysis and prediction of the trend of stock prices. The approach consists of three steps, namely parti- tioning, ...ConferencePaperPDFAvailableStockTrendAnalysisandTradingStrategyJanuary2006DOI:10.2991/jcis.2006.135SourceDBLPConference:Proceedingsofthe2006JointConferenceonInformationSciences,JCIS2006,Kaohsiung,Taiwan,ROC,October8-11,2006Authors:HongxingHeHongxingHeThispersonisnotonResearchGate,orhasn'tclaimedthisresearchyet.JieChenTheCommonwealthScientificandIndustrialResearchOrganisationHuidongJinTheCommonwealthScientificandIndustrialResearchOrganisationShu-hengChenNationalChengchiUniversityDownloadfull-textPDFReadfull-textDownloadfull-textPDFReadfull-textDownloadcitationCopylinkLinkcopiedReadfull-textDownloadcitationCopylinkLinkcopiedCitations(5)References(8)Figures(1)AbstractandFiguresThispaperoutlinesadataminingapproachtoanalysisandpredictionofthetrendofstockprices.Theapproachconsistsofthreesteps,namelyparti-tioning,analysisandprediction.Amodificationofthecommonlyusedk-meansclusteringalgorithmisusedtopartitionstockpricetimeseriesdata.Afterdatapartition,linearregressionisusedtoanalysethetrendwithineachcluster.Theresultsofthelinearregressionarethenusedfortrendpredictionforwindowedtimeseriesdata.Theapproachisefficientandeffectiveatpredictingforwardtrendsofstockprices.Usingourtrendpredictionmethodology,weproposeatradingstrategyTTP(TradingbasedonTrendPrediction).SomepreliminaryresultsofapplyingTTPtostocktradingarereported.Schematicviewofwindowedtimeseriesandnormalisation… Figures-uploadedbyHuidongJinAuthorcontentAllfigurecontentinthisareawasuploadedbyHuidongJinContentmaybesubjecttocopyright.Discovertheworld'sresearch20+millionmembers135+millionpublications700k+researchprojectsJoinforfreePublicFull-text1ContentuploadedbyHuidongJinAuthorcontentAllcontentinthisareawasuploadedbyHuidongJinContentmaybesubjecttocopyright.StockTrendAnalysisandTradingStrategyHongxingHe1JieChen1HuidongJin1ShuhengChen21CSIROMathematicalandInformat


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