Visualizing Stock Market Data with Self-Organizing Map
Joseph, Joel (Grant MacEwan University) | Indratmo, Indratmo (Grant MacEwan University)
Finding useful patterns in stock market data requires tremendous analytical skills and effort. To help investors manage their portfolios, we developed a tool for clustering and visualizing stock market data using an unsupervised learning algorithm called Self-Organizing Map. Our tool is intended to assist users in identifying groups of stocks that have similar price movement patterns over a period of time. We performed a visual analysis by comparing the resulting visualization with Yahoo Finance charts. Overall, we found that the Self-Organizing Map algorithm can analyze and cluster the stock market data reasonably.
May-19-2013