Aggregated Information Representation for Technical Analysis on Stock Market with Csiszár Divergence
作者： Ryszard Szupiluk , Piotr Wojewnik , Tomasz Ząbkowski
DOI: 10.1007/978-3-642-13541-5_28
关键词: Divergence (statistics) 、 Complete information 、 Econometrics 、 Stock exchange 、 Computer science 、 Graph (abstract data type) 、 Stock market 、 Financial instrument 、 Technical analysis 、 Context (language use)
摘要: The paper presents a new method for multidimensional representation of financial information in the context technical analysis. Typically, analysis given instrument does not take into account broader view on market. We want to analyze about environment primary instrument. Hence, there is problem results synthesis coherent and transparent way. In this we propose aggregation from different sources single aggregate graph which enables complete obtained with p-norms approach. To assess impact particular applied divergence measures such as Csiszar Beta divergence. Practical experiment stock exchange data confirmed validity proposed
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