A Forecasting of Stock Trading Price Using Time Series Information Based on Big Data

Soo-Tai Nam, Chan-Yong Jin, Seong-Yoon Shin

Abstract


Big data is a large set of structured or unstructured data that can collect, store, manage, and analyze data with existing database management tools. And it means the technique of extracting value from these data and interpreting the results. Big data has three characteristics: the size of existing data and other data (volume), the speed of data generation (velocity), and the variety of information forms (variety). The time series data are obtained by collecting and recording the data generated in accordance with the flow of time. If the analysis of these time series data, found the characteristics of the data implies that feature helps to understand and analyze time series data. The concept of distance is the simplest and the most obvious in dealing with the similarities between objects. The commonly used and widely known method for measuring distance is the Euclidean distance. This study is the result of analyzing the similarity of stock price flow using 793,800 closing prices of 1,323 companies in Korea. Visual studio and Excel presented calculate the Euclidean distance using an analysis tool. We selected “000100” as a target domestic company and prepared for big data analysis. As a result of the analysis, the shortest Euclidean distance is the code “143860” company, and the calculated value is “11.147”. Therefore, based on the results of the analysis, the limitations of the study and theoretical implications are suggested.

Keywords


Big data; Data mining; Euclidean distance; Forecasting; Stock trading; Time series



DOI: http://doi.org/10.11591/ijece.v11i3.pp%25p
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ISSN 2088-8708, e-ISSN 2722-2578