書誌事項
- タイトル別名
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- A Method of Supporting ‘Point and Figure’ Chart Analysis using Pattem Matching
- パターン ショウゴウ ニヨル ポイント アンド フィギュア チャート ブンセキ
- A Method of Supporting ‘Point and Figure’ Chart Analysis using Pattem Matching
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Chart analysis is one of market analysis techniques in the financial field. In chart analysis, patterns characteristic of price ups and downs are searched in the chart. When incorporating the chart analysis functionality into computer systems, pattern matching algorithm is required to reflect the human experts' know-how about chart interpretation. In this paper, we propose a method of supporting chart analysis using flexible template matching. On a chart called ‘point and figure (P&F), ’ characteristic patterns gathered by experts are registered as templates. Each template is described so that its shape can vary within the allowance reflecting the know-how. By using these templates, the pattern matching algorithm can find the characteristic patterns and their variations from the P & F pattern. Using the matching result, buying and selling timing signals are generated. Result of an experimental simulation using practical price data shows effectiveness of the proposed method.
収録刊行物
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- 電気学会論文誌C(電子・情報・システム部門誌)
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電気学会論文誌C(電子・情報・システム部門誌) 118 (2), 195-201, 1998
一般社団法人 電気学会
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詳細情報 詳細情報について
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- CRID
- 1390282679584257024
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- NII論文ID
- 130006843503
- 10002813030
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- NII書誌ID
- AN10065950
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- ISSN
- 13488155
- 03854221
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- NDL書誌ID
- 4391708
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- データソース種別
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- NDL
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