JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
Price Fluctuation Analysis Using Dynamic Adaptation of Sampling Period of Moving Average
Hiroki MATSUIItsuki NODAHiwon YOON
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RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2008 Volume 2008 Issue FIN-001 Pages 02-

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Abstract

In this paper, we propose a method to adapt sampling period of moving average dynamically and to analyze the kind of price changes. We also show  ̄nding trends as experimental results of price °uctuation analysis using the proposed method.

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