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Finding Trading Patterns in Stock Market Data
September/October 2004 (vol. 24 no. 5)
pp. 45-55
Keith V. Nesbitt, Charles Sturt University
Data mining large abstract data sets for useful patterns is an attractive proposition. It might, for example, reveal useful trading rules in stock market data. Perceptual data mining tools present the data to the user's senses (vision, hearing, touch) in a way that the user can search for useful patterns. This article describes the design of a new visual and auditory display for stock market data. The display is designed as a tool to help day traders detect new rules for trading depth of market data. An experimental evaluation of the display revealed that nonexperts could use it to predict stock price movements significantly better then by chance.

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Index Terms:
multisensory, visualization, sonification, stock market, data mining
Citation:
Keith V. Nesbitt, Stephen Barrass, "Finding Trading Patterns in Stock Market Data," IEEE Computer Graphics and Applications, vol. 24, no. 5, pp. 45-55, Sept.-Oct. 2004, doi:10.1109/MCG.2004.28
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