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First Presentation, Final Year Project, 2013. Analyzing Stock Quotes using Data Mining Techniques. Name of Student: To Yi Fun University Number: 2010149103. Flow of Presentation. Aim of the this classification for stock trade Theory of Classification Decision Tree making
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First Presentation, Final Year Project, 2013 Analyzing Stock Quotes using Data Mining Techniques Name of Student: To Yi Fun University Number: 2010149103
Flow of Presentation • Aim of the this classification for stock trade • Theory of Classification • Decision Tree making • Introduction of the application • Structure and techs used in this application • Preparation • Interface
Flow of Presentation • Demonstration • Data Analysis • What to do next • Q&A
Aim • Find a model for class attribute as a function of others to group a class for previously unseen records • e.g. find out the classifier for historic stock price; Group companies into different classes for inspection • classier: decision tree, rule-based classifier
Theory for Decision Tree • A series of test conditions making to sort the instances into class • Greedy, split record based on attribute that best suit the criterion • Attribute (discrete) setting, 2-way split; multiple-way split
Theory for Decision Tree • Best split -Gini Index, generalization of variance impurity -Entropy, amount of impurity on a set • Aim: using a training set to provide a classifier for classifying testing set
Application Structure CSV2MYSQLGENERATOR Processed Data Download Filter Query (Splitting) Information presentation and arithmetic operation Raw data Data processing
Preparation • Downloading the stock historic data: for 30 DOM shares e.g. Pfizer, Bank of America, America Express, Exxon • Convert to .csv file to be processed by the CSV2MYSQLGENERATOR program, the result is a lengthy sql commands
Data Processing • Categories into different type of stock by its industries • Dow 30 as training set and 8 more stocks as testing set, mainly large scale company
Data Processing • Downloading the stock historic data: for 30 DOM shares e.g. Pfizer, Bank of America, America Express, Exxon • Convert to .csv file to be processed by the CSV2MYSQLGENERATOR program, the result is a lengthy sql commands
Data Processing Class: -B_RiseMore3Perc5Day: Buy Signal • Attributes Setting -HL_30DaysAverage: Tendency -HL_ChangeDaily: Change -HL_ChangePerc: Difference -HL_VolChange: Popularity
Data Processing • Attributes Setting
User Interface • Make Use of the mysql connector to input the processed data into the C# • Three Major Components: • -Input • -Result Log • -Test
Demonstration • Make Use of the mysql connector to input the processed data into the C# • Three Major Components: • -Input • -Result Log • -Test
Result Analysis Attributes Setting -HL_30DaysAverage: Tendency -HL_ChangeDaily: Change -HL_ChangePerc: Difference -HL_VolChange: Popularity
What to do Next • Implement a more user friendly UI for presenting the stock price, visualize the tree and provide query service • Implement an splitting Algorithm using Gini and compare the difference of the results generated by these Algorithms