[go: up one dir, main page]

Cartwright et al., 2021 - Google Patents

Financial Time Series: Market Analysis Techniques Based on Matrix Profiles. Eng. Proc. 2021, 5, 45

Cartwright et al., 2021

View PDF
Document ID
18176278551656677671
Author
Cartwright E
Crane M
Ruskin H
Publication year

External Links

Snippet

The Matrix Profile (MP) algorithm has the potential to revolutionise many areas of data analysis. In this article, several applications to financial time series are examined. Several approaches for the identification of similar behaviour patterns (or motifs) are proposed …
Continue reading at www.academia.edu (PDF) (other versions)

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30286—Information retrieval; Database structures therefor; File system structures therefor in structured data stores
    • G06F17/30386—Retrieval requests
    • G06F17/30424—Query processing
    • G06F17/30477—Query execution
    • G06F17/30483—Query execution of query operations
    • G06F17/30486—Unary operations; data partitioning operations
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30286—Information retrieval; Database structures therefor; File system structures therefor in structured data stores
    • G06F17/30386—Retrieval requests
    • G06F17/30389—Query formulation
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30943—Information retrieval; Database structures therefor; File system structures therefor details of database functions independent of the retrieved data type
    • G06F17/30994—Browsing or visualization
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30286—Information retrieval; Database structures therefor; File system structures therefor in structured data stores
    • G06F17/30587—Details of specialised database models
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/3061—Information retrieval; Database structures therefor; File system structures therefor of unstructured textual data
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
    • G06Q10/063—Operations research or analysis
    • G06Q10/0635—Risk analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30861—Retrieval from the Internet, e.g. browsers
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/10—Office automation, e.g. computer aided management of electronic mail or groupware; Time management, e.g. calendars, reminders, meetings or time accounting
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F2216/00—Indexing scheme relating to additional aspects of information retrieval not explicitly covered by G06F17/30 and subgroups
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06T—IMAGE DATA PROCESSING OR GENERATION, IN GENERAL
    • G06T11/00—2D [Two Dimensional] image generation
    • G06T11/20—Drawing from basic elements, e.g. lines or circles
    • G06T11/206—Drawing of charts or graphs

Similar Documents

Publication Publication Date Title
Sung et al. Establishment of growth strategies for international construction firms by exploring diversification-related determinants and their effects
Pratt et al. Visualizing concept drift
Valeeva et al. Shareholder payouts across time and space: an internationally comparative and cross-sectoral analysis of corporate financialisation
Liao et al. Mining the co-movement between foreign exchange rates and category stock indexes in the Taiwan financial capital market
Suresh et al. Extracting of patterns using mining methods over damped window
Dombrow et al. Trends in real estate research, 1988–2001: what's hot and what's not
Kanapickienė et al. A comprehensive review of behavioral biases in financial decision-making: from classical finance to behavioral finance perspectives
Şahin et al. Bibliometric Analysis of Studies of Published in the Field of Volatility
Suthar Shining a light on financial transparency: Bibliometric insights into segment reporting
Leite et al. Bibliometric analysis of literature on performance measurement systems and sustainability
Cartwright et al. Financial Time Series: Market Analysis Techniques Based on Matrix Profiles. Eng. Proc. 2021, 5, 45
Witkowska et al. Indicators for the efficient portfolio construction. The case of Poland
Bardak Predicting Prices of Case Furniture Products Using Web Mining Techniques.
Marketos et al. Intelligent stock market assistant using temporal data mining
Pathak et al. A survey on tools for data analytics and data science
Brath et al. Dual y axes charts defended: Case studies, domain analysis and a method
Blank et al. Using alternative research data in real-world portfolios
Gupta et al. The Influence of Inflation and Oil Price Shocks on Stock Market Returns: A Bibliometric Analysis
Ninoria et al. Review On Rare Itemset Mining
Güçlü An Analysis of Islamic Stock Markets Literature: Trends, Emerging Themes and Future Prospects
US20250139167A1 (en) Graphical System to Reduce Cognitive Costs of Outstanding Subportfolio Discovery
Reddy Alternative assets–a new challenge to property? An analysis of superannuation funds
Sopp et al. Sustainability Reporting-A Global Analysis of Sustainability Reporting and its Impact on Cost of Capital: A Bibliographic and Content Analysis
Cartwright Obtaining quantitative information from time series patterns: Insights from SAX, MDL and the Matrix Profile
Widuri et al. Bibliometric Analysis of Fair Value Accounting: Trends, Influences, and Research Gaps