论文信息 - Finding Patterns of Stock Returns Based on Sequence Alignment

Finding Patterns of Stock Returns Based on Sequence Alignment

Abstract In this paper, we propose the method based on sequence alignment to find patterns of stock returns. We use 5 minutes high frequency data of CSI 300 index to test this method, and find we can predict the sharply rise or drop for the stock returns according to patterns of the sample symbol sequence. The empirical analysis suggests it is possible to find and predict patterns in stock returns based on the method of sequence alignment.

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