英文标题：
《Tangled String for Multi-Scale Explanation of Contextual Shifts in Stock
Market》
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作者：
Yukio Ohsawa, Teruaki Hayashi, Takaaki Yoshino
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最新提交年份：
2019
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英文摘要：
The original research question here is given by marketers in general, i.e., how to explain the changes in the desired timescale of the market. Tangled String, a sequence visualization tool based on the metaphor where contexts in a sequence are compared to tangled pills in a string, is here extended and diverted to detecting stocks that trigger changes in the market and to explaining the scenario of contextual shifts in the market. Here, the sequential data on the stocks of top 10 weekly increase rates in the First Section of the Tokyo Stock Exchange for 12 years are visualized by Tangled String. The changing in the prices of stocks is a mixture of various timescales and can be explained in the time-scale set as desired by using TS. Also, it is found that the change points found by TS coincided by high precision with the real changes in each stock price. As TS has been created from the data-driven innovation platform called Innovators Marketplace on Data Jackets and is extended to satisfy data users, this paper is as evidence of the contribution of the market of data to data-driven innovations.
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中文摘要：
这里最初的研究问题一般由营销人员提出，即如何解释市场所需时间尺度的变化。Tangled String是一种基于隐喻的序列可视化工具，将序列中的上下文与字符串中的缠结药丸进行比较，在此扩展并转移到检测触发市场变化的股票，以及解释市场中上下文变化的场景。在这里，12年来东京证交所第一部分周涨幅前10位的股票序列数据是由复杂的字符串可视化的。股票价格的变化是各种时间尺度的混合，可以使用TS在所需的时间尺度集中进行解释。此外，还发现TS找到的变化点与每个股票价格的实际变化具有很高的精度。由于TS是从数据驱动创新平台“数据夹克创新者市潮（Innovators Marketplace on data Jackets）创建的，并扩展到满足数据用户的需要，因此本文证明了数据市场对数据驱动创新的贡献。
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分类信息：

一级分类：Computer Science 计算机科学
二级分类：Computational Engineering, Finance, and Science 计算工程、金融和科学
分类描述：Covers applications of computer science to the mathematical modeling of complex systems in the fields of science, engineering, and finance. Papers here are interdisciplinary and applications-oriented, focusing on techniques and tools that enable challenging computational simulations to be performed, for which the use of supercomputers or distributed computing platforms is often required. Includes material in ACM Subject Classes J.2, J.3, and J.4 (economics).
涵盖了计算机科学在科学、工程和金融领域复杂系统的数学建模中的应用。这里的论文是跨学科和面向应用的，集中在技术和工具，使挑战性的计算模拟能够执行，其中往往需要使用超级计算机或分布式计算平台。包括ACM学科课程J.2、J.3和J.4（经济学）中的材料。
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一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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