UM  > 科技學院  > 電腦及資訊科學系
A Language for Financial Chart Patterns
Jiajun Zhu; Yuqing Wan; Yain-Whar Si
2018-09
Source PublicationInternational Journal of Information Technology & Decision Making
ISSN0219-6220
Volume17Issue:5Pages:1537-1560
Abstract

In stock markets around the world, financial analysts continuously monitor and screen chart patterns (technical patterns) to predict future price trends. Although a plethora of methods have been proposed for classification of these patterns, there is no uniform standard in defining their shapes. To facilitate the classification and discovery of chart patterns in financial time series, we propose a novel domain-specific language called "Financial Chart Pattern Language" (FCPL). The proposed language is formally described in Extended Backus-Naur Form (EBNF). FCPL allows incremental composition of complex shapes from simple basic units called primitive shapes. Hence, patterns defined in FCPL can be reused for composing new chart patterns. FCPL separates the specification of a chart pattern from the mechanism of its implementation. Due to its simplicity, FCPL can be used by stock market experts and end users to describe the patterns without programming expertise. To highlight its capabilities, several representative financial chart patterns are defined in FCPL for illustration. In the experiments, we classify several representative chart patterns from the datasets of HANG SENG INDEX (HSI), NYSE AMEX COMPOSITE INDEX (NYSE), and Dow Jones Industrial Average (DJI).

KeywordChart Patterns Domain-specific Language Primitive Shapes Financial Time Series
DOI10.1142/S0219622018500347
URLView the original
Indexed BySCI
Language英语
WOS Research AreaComputer Science ; Operations Research & Management Science
WOS SubjectComputer Science, Artificial Intelligence ; Computer Science, Information Systems ; Computer Science, Interdisciplinary Applications ; Operations Research & Management Science
WOS IDWOS:000446158000008
PublisherWORLD SCIENTIFIC PUBL CO PTE LTD
The Source to ArticleWOS
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF COMPUTER AND INFORMATION SCIENCE
Corresponding AuthorYain-Whar Si
AffiliationDepartment of Computer and Information Science, University of Macau, P. R. China
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Jiajun Zhu,Yuqing Wan,Yain-Whar Si. A Language for Financial Chart Patterns[J]. International Journal of Information Technology & Decision Making,2018,17(5):1537-1560.
APA Jiajun Zhu,Yuqing Wan,&Yain-Whar Si.(2018).A Language for Financial Chart Patterns.International Journal of Information Technology & Decision Making,17(5),1537-1560.
MLA Jiajun Zhu,et al."A Language for Financial Chart Patterns".International Journal of Information Technology & Decision Making 17.5(2018):1537-1560.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Jiajun Zhu]'s Articles
[Yuqing Wan]'s Articles
[Yain-Whar Si]'s Articles
Baidu academic
Similar articles in Baidu academic
[Jiajun Zhu]'s Articles
[Yuqing Wan]'s Articles
[Yain-Whar Si]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Jiajun Zhu]'s Articles
[Yuqing Wan]'s Articles
[Yain-Whar Si]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.