Residential College | false |
Status | 已發表Published |
Customized Decision Tree for Fast Multi-resolution Chart Patterns Classification | |
Sun, Qizhou; Si, Yain-Whar | |
2020-08 | |
Conference Name | 13th International Conference on Knowledge Science, Engineering and Management, KSEM 2020 |
Source Publication | Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) |
Volume | 12274 LNAI |
Pages | 446 - 458 |
Conference Date | 28-30 August 2020 |
Conference Place | Hangzhou, China |
Country | China |
Publication Place | Cham |
Publisher | Springer |
Abstract | Given the advancement in algorithmic trading, the needs for real-time monitoring of patterns and execution of trades in stock exchanges become increasing important for investors. However, real-time monitoring of patterns from a vast number of markets become inefficient when tens of thousands of time series are required to be processed. In order to alleviate these problems, we propose a novel approach called Multi-resolution Chart Patterns Classification (FMCPC) based on a decision tree. In the proposed approach, a Customized Decision Tree (CDT) is built for pattern matching. CDT starts with a detailed analysis of known patterns. CDT then forms generalizations of these examples by identifying commonalities for designing decision rules. To evaluate our approach, experiments are conducted on the real datasets containing 2,527,800 data points from 19,150 stocks across top 10 Exchanges in the world. Our results reveal that FMCPC with CDT can effectively identify the chart patterns within 1 min. |
Keyword | Financial Time Series Multi-resolution Chart Patterns Customized Decision Tree |
DOI | 10.1007/978-3-030-55130-8_39 |
URL | View the original |
Indexed By | CPCI-S |
Language | 英語English |
WOS Research Area | Computer Science ; Operations Research & Management Science |
WOS Subject | Computer Science, Information Systems ; Computer Science, Theory & Methods ; Operations Research & Management Science |
WOS ID | WOS:000886461700039 |
The Source to Article | PB_Publication |
Scopus ID | 2-s2.0-85090094438 |
Fulltext Access | |
Citation statistics | |
Document Type | Conference paper |
Collection | DEPARTMENT OF COMPUTER AND INFORMATION SCIENCE |
Corresponding Author | Si, Yain-Whar |
Affiliation | Department of Computer and Information Science, University of Macau Avenida da Universidade, Taipa, Macau, China |
First Author Affilication | University of Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Sun, Qizhou,Si, Yain-Whar. Customized Decision Tree for Fast Multi-resolution Chart Patterns Classification[C], Cham:Springer, 2020, 446 - 458. |
APA | Sun, Qizhou., & Si, Yain-Whar (2020). Customized Decision Tree for Fast Multi-resolution Chart Patterns Classification. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 12274 LNAI, 446 - 458. |
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