Stock data analysis using sympbolic data analysis
Philippe Caillou (LAMSADE), Edwin Diday (CEREMADE)
TL;DR
This paper introduces a symbolic data analysis model for stock exchange data, utilizing SODAS software to analyze symbolic objects, demonstrating the method's effectiveness through examples, and discussing future improvements.
Contribution
It presents a novel application of symbolic data analysis to stock exchange data using SODAS, detailing the process and showing its analytical benefits.
Findings
Effective analysis of stock data using symbolic objects
Demonstrated relevance of symbolic data analysis in finance
Future improvements of SODAS software are discussed
Abstract
In this paper we present a model of the stock exchange domain using symbolic dataanalysis and we use the SODAS software to analyze this domain. After a short presentationof the software, we present the analysis in three steps: choice of the symbolic objects, theirdefinition and their analysis with SODAS. We give details for each of these steps and thereimportance is underlined. Two examples of results are described to show the analysis interestand pertinence. The conclusion describes perspectives after the improvement of SODAS forits application in the stock exchange domain.
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Taxonomy
TopicsComplex Systems and Time Series Analysis · Time Series Analysis and Forecasting · Blind Source Separation Techniques