Welcome to Francis Academic Press

Academic Journal of Computing & Information Science, 2021, 4(8); doi: 10.25236/AJCIS.2021.040808.

Stock Price Trend Analysis Method Based on Change Cycle Clustering

Author(s)

Yang Wang1, Linjie Huang2, Yidan Zheng3, Siuwa Lee4, Yuanming Fu5

Corresponding Author:
Yang Wang
Affiliation(s)

1China University of Petroleum, Beijing, China

2Nanjing Agricultural University, Nanjing, Jiangsu, China

3University of Waterloo, ON, Canada

4Jinan University, Guangzhou, Guangdong, China

5Tianjin No.1 High School, Tianjin, China

These authors contributed equally to this work

Abstract

With the continuous development of financial informatization and the continuous improvement of China's economic system, analyzing and mining financial data has become an important means to study financial problems. Compared with other industries in the financial field, stock data is easier to collect and store, and its application is more convenient. Analyzing and predicting the changing trend of the future stock market through the historical data of stocks is helpful to reduce the risk of investors and increase income. It has become a research hotspot in the financial field. Using the historical price data of domestic stocks, a method based on a clustering algorithm is proposed to analyze the periodic characteristics of stock price changes. This method can provide a basis for the prediction of stock price and the detection of trading behaviour in the stock market.

Keywords

Moving average; K-means clustering; Stocks price prediction

Cite This Paper

Yang Wang, Linjie Huang, Yidan Zheng, Siuwa Lee, Yuanming Fu. Stock Price Trend Analysis Method Based on Change Cycle Clustering. Academic Journal of Computing & Information Science (2021), Vol. 4, Issue 8: 42-47. https://doi.org/10.25236/AJCIS.2021.040808.

References

[1] Xu, C. (2020). Summary of Stock Price Forecasting Methods. China Market, 4(09), 42-43+68.

[2] Shiba, T., & Takeji, Y. (1994). Asset price prediction using seasonal decomposition. Financial Engineering and The Japanese Markets, 1(1), 37-53.

[3] Zhang, S. (1995). A Mathematical Model for Increment Ratio of Rational Function and Its Application in Share Prediction. Journal Of Wuhan University of Technology(Transportation Science & Engineering), 19(1). 

[4] Fan, D., Lau, K., & Leung, P. (1996). Combining ordinal forecasts with an application in a financial market. Journal Of Forecasting, 15(1), 37-48.

[5] Liu, W., Liu, B., & Zhang, W. (2002). Uselessness of ARFIMA Model in Forecasting Chinese Stock Market. Journal Of Systems & Management, (02), 94-100.

[6] Guo, G., Chen, L., Luan, C., & Lu, Z. (2003). Application of Regression Analysis to the Construction of New Stock' s Price Mode. Journal Of South China University Of Technology (Natural Science Edition), 31(3), 57-59. 

[7] Feng, P., & Cao, X. (2011). An Empirical Study on the Stock Price Analysis and Prediction Based on ARMA Model. Mathematics In Practice and Theory, 41(22), 84-90.

[8] Zhang, B. (2012). Trend Analysis and Forecast of Shanghai A-share Index. Modern Business, 4(21), 45-47.

[9] Wu, Y., & Wen, X. (2016). Short Term Stock Price Forecast Based on ARIMA Model. Statistics & Decision, (23), 83-86.

[10] Li, X. (2019). Application of Multiple Linear Regression and Time Series Model in Stock Forecasting. Pioneering With Science & Technology Monthly, 32(02), 153-155.

[11] Hu, X., Han, D., & Zhu, W. (1997). Regression Markov Chain Analysis and Prediction of Stock Price. Forecasting, (05), 67-69+73.

[12] Xia, L., & Huang, Z. (2003). Application of Markov Chain in Stock Price Forecasting. Commercial Research, (10),62-65

[13] Seo,J&Jang,H.(2004) .A Development for Short-term Stock Forecasting on Learning Agent System using Decision Tree Algorithm[J]. Journal of the Korea Safety Management and Science,6(2).

[14] Bai, M., & Liu, W. (2009). Study on Stock Prediction Based on Clustering Technology. World Sci-Tech R & D, 31(03), 553-555.

[15] Yang, X., & Huang, X. (2010). Study about Application of Stock Price Forecasting Based on Support Vector Machine. Computer Simulation, 27(09), 302-305.

[16] Lv, Q. (2011). The Stock Market Forecast System Based on SVM. Journal Of Jilin Teachers Institute of Engineering and Technology, 27(07), 48-49.

[17] Xu, X., & Yan, G. (2011). Stock Price Trend Analysis Based on BP Neural Network. Zhejiang Finance, (11), 57-59+64.

[18] Deng, N., & Su, W. (2012). The Case Study of the Price Prediction in Stock Market Based on Data Mining. Technology And Enterprise, (18), 272-274.

[19] Xie, G. (2012). Short-term Forecasting of Stock Price Based on Support Vector Regression. Computer Simulation, 29(04), 379-382.

[20] Zhang, Q., & Zhu, H. (2013). Application of Grey Model and Neural Network in Stock Prediction. Computer Engineering and Applications, 49(12), 242-245.

[21] Han, S., & Tan, S. (2018). Design and Implementation of Deep Learning Model for Stock Forecasting Based on TensorFlow. Computer Applications and Software, 35(6), 267-271+291.

[22] Wang, Y., Chen, D., & Tang, Y. (2019). A Stock Prediction Model Based on Cart and Boosting Algorithm. Journal Of Harbin University of Science and Technology, 24(06), 98-103.

[23] Hu, Y. (2021). Stock Forecast Based on Optimized LSTM Model. Computer Science, 48(S1), 151-157.

[24] Prachyachuwong, K., & Vateekul, P. (2021). Stock Trend Prediction Using Deep Learning Approach on Technical Indicator and Industrial Specific Information. Information, 12(6), 250. 

[25] Rasheed F, Alhajj R. Periodic pattern analysis of non-uniformly sampled stock market data. Intelligent data analysis. 2012;16(6):993-1011. doi:10.3233/IDA-2012-00563.

[26] Dhillon, I., Guan, Y., & Kulis, B. (2004). Kernel k-means. Proceedings Of the 2004 ACM SIGKDD International Conference on Knowledge Discovery And Data Mining - KDD '04.

[27] Yu, L., Pan, Y., & Wu, Y. Academic journal comprehensive evaluation data standardization method research [J]. Books intelligence work,2009,53(12):136-139. 

[28] Xiong, Z. (2016). A Study on Cluster Analysis of Comprehensive Stock Index Data Based on K-means (degree of Master). Shanghai Jiao Tong University.