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Detecting Informative Patterns in Financial Market Trends Based on Visual Analysis

Acceso Abierto

ID Minciencias: ART-0000629340-101

Ranking: ART-GC_ART

Idioma: Inglés

Publicado: 01/01/2016

APC (est): No disponible

Abstract:

This paper presents a graphical representation that fully depicts the price-time-volume dynamics in a Limit Order Book (LOB). Based on this pattern representation, a clustering technique is applied to predict market trends. The clustering technique is tested on information from the USD/COP market. Competitive trend prediction results were found, and a benchmark for future extensions was settled.

Tópico:

Complex Systems and Time Series Analysis

Citaciones:

Citaciones por año:

Altmétricas:

Información de la Fuente:

FuenteProcedia Computer Science	Cuartil año de publicaciónNo disponible	Volumen80
IssueNo disponible	Páginas752 - 761	pISSNNo disponible
ISSN1877-0509	Perfil OpenAlexhttps://openalex.org/S120348307

Enlaces e Identificadores:

Scienti ID	0000629340-101	Minciencias ID	ART-0000629340-101	Pdf URL	https://www.sciencedirect.com/science/article/pii/S1877050916308407/pdf?md5=b8e9ddeaa4c018e176bd26e547f63d2d&pid=1-s2.0-S1877050916308407-main.pdf&_valck=1
Scholar URL	https://scholar.google.com/scholar?hl=en&as_sdt=0%2C5&q=info%3AUTKtSNm0unsJ%3Ascholar.google.com&btnG=	Doi URL	https://doi.org/10.1016/j.procs.2016.05.365	Scholar citations URL	https://scholar.google.com/scholar?cites=8915637257653531217&as_sdt=2005&sciodt=0,5&hl=en
Open_access URL	https://doi.org/10.1016/j.procs.2016.05.365	Scienti URL	http://dx.doi.org/10.1016/j.procs.2016.05.365	Openalex URL	https://openalex.org/W2461189442

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