Finding Patterns of Stock Returns Based on Sequence Alignment | Zendy

Yong Shi | Zendy; Ye-ran Tang | Zendy; Wen Long | Zendy

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Finding Patterns of Stock Returns Based on Sequence Alignment

Author(s) -

Yong Shi,

Ye-ran Tang,

Wen Long

Publication year - 2018

Publication title -

procedia computer science

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.334

H-Index - 76

ISSN - 1877-0509

DOI - 10.1016/j.procs.2018.10.265

Subject(s) - computer science , stock (firearms) , sequence (biology) , econometrics , mathematics , mechanical engineering , genetics , engineering , biology

In this paper, we propose the method based on sequence alignment to find patterns of stock returns. We use 5 minutes high frequency data of CSI 300 index to test this method, and find we can predict the sharply rise or drop for the stock returns according to patterns of the sample symbol sequence. The empirical analysis suggests it is possible to find and predict patterns in stock returns based on the method of sequence alignment.

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