It is always expected that a correlation exists between the movement of stock prices (technical analysis) and news sentiment (fundamental analysis). If we can determine such a correlation, further interesting research directions will certainly be generated. In this paper, a system prototype is proposed for investigating the correlation between stock prices and news sentiment. Our primary target market is Hong Kong and the system is customized for Chinese language. Different methods and the impacts of various design parameters are tested in the experiments.

SB-Tree is a binary tree data structure proposed to represent time series according to the importance of data points. Its use in stock data management is distinguished by preserving the critical data points' attribute values, retrieving time series data according to the importance of data points and facilitating multi-resolution time series retrieval. As new stock data are available continuously, an effective updating mechanism for SB-Tree is needed. In this paper, a study of different updating approaches is reported. Three families of updating methods are proposed. They are periodic rebuild, batch update and point-by-point update. Their efficiency, effectiveness and characteristics are compared and reported.

Beside their original functions, mobile devices are now enabled with increasing computational power and wireless communication technology that can facilitate many different applications. One valuable application is about the mobile access of financial data and a major task involved is to provide the historical stock price movement so that the market players can make appropriate investment decisions. However, due to the limitations of this new environment (e.g. screen size, bandwidth for data exchange, storage and computational power), adaptation is needed for time series visualization. In this paper, a progressive time series visualization method, with additional compression ability, for the mobile environment is proposed. The proposed method is based on a perceptually important point (PIP) identification scheme so that the time series data points can be disseminated in the order of importance for the changing (data access) requirements. The application of the proposed method to stock price time series visualization in mobile devices is demonstrated.

Time series data, due to their numerical and continuous nature, are difficult to process, analyze, and mine. However, these tasks become easier when the data can be transformed into meaningful symbols. Most recent works on time series only address how to identify a given pattern from a time series and do not consider the problem of identifying a suitable set of time points for segmenting the time series in accordance with a given set of pattern templates (e.g., a set of technical patterns for stock analysis). However, the use of fixed-length segmentation is an oversimplified approach to this problem; hence, a dynamic approach (with high controllability) is preferable so that the time series can be segmented flexibly and effectively according to the needs of the users and the applications. In view of the fact that this segmentation problem is an optimization problem and evolutionary computation is an appropriate tool to solve it, we propose an evolutionary time series segmentation algorithm. This approach allows a sizeable set of pattern templates to be generated for mining or query. In addition, defining similarity between time series (or time series segments) is of fundamental importance in fitness computation. By identifying the perceptually important points directly from the time domain, time series segments and templates of different lengths can be compared and intuitive pattern matching can be carried out in an effective and efficient manner. Encouraging experimental results are reported from tests that segment both artificial time series generated from the combinations of pattern templates and the time series of selected Hong Kong stocks.

Stock data in the form of multiple time series are difficult to process, analyze and mine. However, when they can be transformed into meaningful symbols like technical patterns, it becomes easier. Most recent work on time series queries concentrates only on how to identify a given pattern from a time series. Researchers do not consider the problem of identifying a suitable set of time points for segmenting the time series in accordance with a given set of pattern templates (e.g., a set of technical patterns for stock analysis). On the other hand, using fixed length segmentation is a primitive approach to this problem; hence, a dynamic approach (with high controllability) is preferred so that the time series can be segmented flexibly and effectively according to the needs of users and applications. In view of the fact that such a segmentation problem is an optimization problem and evolutionary computation is an appropriate tool to solve it, we propose an evolutionary time series segmentation algorithm. This approach allows a sizeable set of stock patterns to be generated for mining or query. In addition, defining the similarity between time series (or time series segments) is of fundamental importance in fitness computation. By identifying perceptually important points directly from the time domain, time series segments and templates of different lengths can be compared and intuitive pattern matching can be carried out in an effective and efficient manner. Encouraging experimental results are reported from tests that segment the time series of selected Hong Kong stocks.

Time series data are difficult to manipulate. When they can be transformed into meaningful symbols, it becomes an easy task to query and understand them. While most recent works in time series query only concentrate on how to identify a given pattern from a time series, they do not consider the problem of identifying a suitable set of time points based upon which the time series can be segmented in accordance with a given set of pattern templates, e.g., a set of technical analysis patterns for stock analysis. On the other hand, using fixed length segmentation is only a primitive approach to such kind of problem and hence a dynamic approach is preferred so that the time series can be segmented flexibly and effectively. In view of the fact that such a segmentation problem is actually an optimization problem and evolutionary computation is an appropriate tool to solve it, we propose an evolutionary segmentation algorithm in this paper. Encouraging experimental results in segmenting the Hong Kong Hang Seng Index using 22 technical analysis patterns are reported.