Charting patterns on price history
Charting patterns on price history
复制标题
绘制价格历史图表模式
DOI：
10.1145/507635.507653
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发表时间：
2001
期刊：
影响因子：
--
通讯作者：
Siau
中科院分区：
文献类型：
--
作者：
Saswat Anand;W. Chin;Siau
在金融分析师中有一个既定的概念，即价格按模式移动，这些模式可以用来预测未来的价格。由于这些模式的定义往往是主观的，每个分析师都需要快速有效地从历史时间序列中定义和搜索有意义的模式。然而，在缺乏高级模式定义语言的情况下，这样的发现过程可能非常费力并且在技术上具有挑战性。在本文中，我们提出了一个图表模式语言（CPL简称），以促进模式发现过程。我们的语言使金融分析师能够（1）通过引入模糊约束，用主观标准定义模式，（2）从简单的模式逐步组成复杂的模式。我们通过一系列的例子来展示如何用CPL来表达真实的生活模式。简而言之，CPL提供了一个高层次的平台，分析师可以在没有任何编程专业知识的情况下轻松地定义和搜索模式。CPL是一种嵌入在Haskell中的领域特定语言。我们展示了函数式语言的各种功能，如模式匹配，高阶函数，惰性评估，促进模式定义和实现。此外，Haskell的类型系统将程序员从用类型注释程序中解放出来。
It is an established notion among financial analysts that price moves in patterns and these patterns can be used to forecast future price. As the definitions of these patterns are often subjective, every analyst has a need to define and search meaningful patterns from historical time series quickly and efficiently. However, such discovery process can be extremely laborious and technically challenging in the absence of a high-level pattern definition language. In this paper, we propose a chart-pattern language (CPL for short) to facilitate pattern discovery process. Our language enables financial analysts to (1) define patterns with subjective criteria, through introduction of fuzzy constraints, and (2) incrementally compose complex patterns from simpler patterns. We demonstrate through an array of examples how real life patterns can be expressed in CPL. In short, CPL provides a high-level platform upon which analysts can define and search patterns easily and without any programming expertise. CPL is a domain-specific language embedded in Haskell. We show how various features of a functional language, such as pattern matching, higher-order functions, lazy evaluation, facilitate pattern definitions and implementation. Furthermore Haskell's type system frees the Programmers from annotating the programs with types.
影响因子：
14.4
作者：
ALLEN, JF
通讯作者：
ALLEN, JF