Discovering Intraday Price Patterns by Using Hierarchical Self-Organizing Maps
- 10.2991/jcis.2008.82How to use a DOI?
- Intraday Data, Chart Analysis, Hierarchical SOMs
Motivated from the financial literature about the intraday trading behavior, we use the hierarchical self-organizing maps to detect the price patterns during three trading periods, namely, the opening, the middle, and the close of the market. It is found from the empirical study that the three trading periods exhibit their unique characteristic. Furthermore, the intraday patterns in the opening and in the close are related.
- © 2008, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - CONF AU - Chueh-Yung Tsao AU - Chih-Hao Chou PY - 2008/12 DA - 2008/12 TI - Discovering Intraday Price Patterns by Using Hierarchical Self-Organizing Maps BT - Proceedings of the 11th Joint Conference on Information Sciences (JCIS 2008) PB - Atlantis Press SP - 482 EP - 488 SN - 1951-6851 UR - https://doi.org/10.2991/jcis.2008.82 DO - 10.2991/jcis.2008.82 ID - Tsao2008/12 ER -