Disciplines
Business | Computer Sciences | Mathematics | Statistics and Probability
Abstract (300 words maximum)
The stock market provides an abundant source of data. However, when the amount of raw data becomes overwhelming it grows increasingly difficult to know how the stocks interact with each other. Stock data visualization as a market graph serves as one of the most popular way of summarizing important information. When modelling the data as a graph, vertices correspond to stocks and edges correspond to strong correlation in their pricing in a certain period of time. This project presents a technique to find stocks that behave very similarly. Such information helps investors make decisions on which stocks to purchase next. The investors can utilize this information to select a valuable portfolio of stocks showing an increasing price trend. On the other hand, it can also help stock owners to make decisions on whether or not they should sell their stocks.
Academic department under which the project should be listed
CCSE - Data Science and Analytics
Primary Investigator (PI) Name
Dr. Joseph DeMaio
Included in
Business Commons, Computer Sciences Commons, Mathematics Commons, Statistics and Probability Commons
Finding similar stocks by detecting cliques in market graphs
The stock market provides an abundant source of data. However, when the amount of raw data becomes overwhelming it grows increasingly difficult to know how the stocks interact with each other. Stock data visualization as a market graph serves as one of the most popular way of summarizing important information. When modelling the data as a graph, vertices correspond to stocks and edges correspond to strong correlation in their pricing in a certain period of time. This project presents a technique to find stocks that behave very similarly. Such information helps investors make decisions on which stocks to purchase next. The investors can utilize this information to select a valuable portfolio of stocks showing an increasing price trend. On the other hand, it can also help stock owners to make decisions on whether or not they should sell their stocks.