NDLI: Application of computational verb theory to analysis of stock market data

Content Provider	IEEE Xplore Digital Library
Author	Mengfan Zhang Tao Yang
Copyright Year	2010
Description	Author affiliation: Department of Electronic Engineering, Xiamen University, Xiamen, 361005, P.R. China (Mengfan Zhang; Tao Yang)
Abstract	In this paper, computational verb theory (CVT) is applied to the analysis of stock market data. By using CVT, stock market data are clustered into different categories and represented by typical curves for each category. In this paper, researches on the market data samples from Shanghai Stock Exchange in March 2010 are reported. Firstly, MATLAB programs are used to preprocess the stock data. The preprocess consists of curve smoothing, which is achieved by low-pass filtering, and normalization. Secondly, computational verb similarities are used to process the smoothed time series by comparing them with standard computational verbs. Thirdly, Kmeans clustering algorithm is used to cluster the stock data and yields the most representative curves in the stock market.
Starting Page	261
Ending Page	264
File Size	432817
Page Count	4
File Format	PDF
ISBN	9781424467310
e-ISBN	9781424467341
DOI	10.1109/ICASID.2010.5551335
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2010-07-18
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Databases Time series analysis Natural languages Clustering algorithms Stock markets Consumer electronics Pragmatics
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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