English
Related papers

Related papers: Stock data analysis using sympbolic data analysis

200 papers

In this paper we continue our systematic analysis of the operatorial approach previously proposed in an economical context and we discuss a {\em mixed} toy model of a simplified stock market, i.e. a model in which the price of the shares is…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 F. Bagarello

This document presents a stock market analysis conducted on a dataset consisting of 750 instances and 16 attributes donated in 2014-10-23. The analysis includes an exploratory data analysis (EDA) section, feature engineering, data…

Statistical Finance · Quantitative Finance 2024-01-23 Dengxin Huang

We provide complete source code for a front-end GUI and its back-end counterpart for a stock market visualization tool. It is built based on the "functional visualization" concept we discuss, whereby functionality is not sacrificed for…

Portfolio Management · Quantitative Finance 2018-04-03 Zura Kakushadze , Willie Yu

We present Soda (Symbolic Objective Descriptive Analysis), a language that helps to treat qualities and quantities in a natural way and greatly simplifies the task of checking their correctness. We present key properties for the language…

Programming Languages · Computer Science 2024-11-21 Julian Alfredo Mendez

In the present work we introduce a stochastic cellular automata model in order to simulate the dynamics of the stock market. A direct percolation method is used to create a hierarchy of clusters of active traders on a two dimensional grid.…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Bartolozzi , A. W. Thomas

Where full static analysis of systems fails to scale up due to system size, dynamic monitoring has been increasingly used to ensure system correctness. The downside is, however, runtime overheads which are induced by the additional…

Logic in Computer Science · Computer Science 2017-08-25 Shaun Azzopardi , Christian Colombo , Gordon J. Pace

Analyzing and finding anomalies in multi-dimensional datasets is a cumbersome but vital task across different domains. In the context of financial fraud detection, analysts must quickly identify suspicious activity among transactional data.…

Machine Learning · Computer Science 2024-10-29 Beatriz Feliciano , Rita Costa , Jean Alves , Javier Liébana , Diogo Duarte , Pedro Bizarro

This paper introduces a novel method of analysis for SoC development building upon commonly used tools and techniques to approximate and automate the human process of investigation. Knowledge of the interactions between components within a…

Signal Processing · Electrical Eng. & Systems 2019-05-17 Dave McEwan , Marcin Hlond , Jose Nunez-Yanez

Topological Data Analysis (TDA) has recently gained significant attention in the field of financial prediction. However, the choice of point cloud construction methods, topological feature representations, and classification models has a…

Machine Learning · Computer Science 2024-11-22 Dazhi Huang , Pengcheng Xu , Xiaocheng Huang , Jiayi Chen

Probabilistic program analysis aims to quantify the probability that a given program satisfies a required property. It has many potential applications, from program understanding and debugging to computing program reliability, compiler…

Programming Languages · Computer Science 2017-09-08 Aleksandar S. Dimovski

Data workers use various scripting languages for data transformation, such as SAS, R, and Python. However, understanding intricate code pieces requires advanced programming skills, which hinders data workers from grasping the idea of data…

Human-Computer Interaction · Computer Science 2022-09-29 Kai Xiong , Siwei Fu , Guoming Ding , Zhongsu Luo , Rong Yu , Wei Chen , Hujun Bao , Yingcai Wu

Due to the large volume of data and information generated by a multitude of social data sources, it is a huge challenge to manage and extract useful knowledge, especially given the different forms of data, streaming data and uncertainty and…

Databases · Computer Science 2021-05-10 Bilal Abu-Salih , Pornpit Wongthongtham , Dengya Zhu , Kit Yan Chan , Amit Rudra

In this work, we present our findings and experiments for stock-market prediction using various textual sentiment analysis tools, such as mood analysis and event extraction, as well as prediction models, such as LSTMs and specific…

Computation and Language · Computer Science 2018-01-22 Jordan Prosky , Xingyou Song , Andrew Tan , Michael Zhao

We propose the point process model as the Poissonian-like stochastic sequence with slowly diffusing mean rate and adjust the parameters of the model to the empirical data of trading activity for 26 stocks traded on NYSE. The proposed scaled…

Trading and Market Microstructure · Quantitative Finance 2009-11-13 V. Gontis , B. Kaulakys , J. Ruseckas

This paper introduces the concept of symbolic sensor as an extension of the smart sensor one. Then, the links between the physical world and the symbolic one are introduced. The creation of symbols is proposed within the frame of the…

Instrumentation and Detectors · Physics 2007-05-23 Eric Benoit , Laurent Foulloy

Tabular data plays a pivotal role in various fields, making it a popular format for data manipulation and exchange, particularly on the web. The interpretation, extraction, and processing of tabular information are invaluable for…

Artificial Intelligence · Computer Science 2024-11-20 Marco Cremaschi , Blerina Spahiu , Matteo Palmonari , Ernesto Jimenez-Ruiz

This paper presents a cross-domain trend analysis that aims to identify and analyze the relationships between stock prices, stock news on Twitter, and users' behaviors on e-commerce websites. The analysis is based on three datasets: a US…

Statistical Finance · Quantitative Finance 2023-01-02 Aditya Pandey , Haseeba Fathiya , Nivedita Patel

Symbolic regression is a powerful system identification technique in industrial scenarios where no prior knowledge on model structure is available. Such scenarios often require specific model properties such as interpretability, robustness,…

This work presents a brief discussion and a plan towards the analytical solving of Partial Differential Equations (PDEs) using symbolic computing, as well as an implementation of part of this plan as the PDEtools software-package of…

General Relativity and Quantum Cosmology · Physics 2016-03-23 E. S. Cheb-Terrab , K. von Bulow

Understanding how prices evolve over time often requires peeling back the layers of market noise to identify clear, structural behavior. Many of the tools commonly used for this purpose technical indicators, chart heuristics, or even…

Machine Learning · Computer Science 2025-12-18 Sandeep Neela