ISSN : 2319-7323


Open Access


Title : Reveal Motif Patterns from Financial Stock Market
Authors : Prakash Kumar Sarangi, Birendra Kumar Nayak
Keywords : Alignment matrix, Consensus Score, Profile matrix, Motif finding problem
Issue Date : September 2014
Abstract : In this paper we propose a novel approach for identification of stock motif patterns inform of DNA patterns and study how they behave. As we know the stock market fluctuates (i.e. Day to day increasing and non-increasing of market index) is as natural as the rising and falling down. How many times in a month the stock market index rises or falls or remains steady and if there is any consistency occurs in the months the queries addressed by motif patterns in this paper. The fluctuation is characterized by a number 0 and 1, 0 denoting non-increasing state and 1 denoting an increasing state. The behavior of the stock market is put into sequence of 0s and 1s which was converted to the sequence of nucleotides A, T, C, G. Using such sequences, we formulate the motif finding problem as a stock motif pattern search algorithm to generate consensus string which maximizes the consensus score. Here we study the behavior of these consensus strings which can be mapped into the behavior of stock market in day to day basis. Possibility using this similarity to predict the stock market behavior is explored.
Page(s) : 258-263
ISSN : 2319-7323
Source : Vol. 3, No.5