Aggregated Information Representation for Technical Analysis on Stock Market with Csiszár Divergence

  • Ryszard Szupiluk
  • Piotr Wojewnik
  • Tomasz Ząbkowski
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6071)


The paper presents a new method for multidimensional representation of financial information in the context of technical analysis. Typically, technical analysis of given financial instrument does not take into account a broader view on the market. We want to analyze the information about the environment of the primary instrument. Hence, there is the problem of the results synthesis in a coherent and a transparent way. In this paper we propose aggregation of the information from different sources into a single aggregate graph which enables a technical analysis. The complete information is obtained with the p-norms approach. To assess the impact of particular information on the primary instrument we applied divergence measures such as Csiszár divergence and Beta divergence. Practical experiment on the stock exchange data confirmed the validity of proposed approach.


information representation data transformation technical analysis 


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Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  • Ryszard Szupiluk
    • 1
    • 2
  • Piotr Wojewnik
    • 1
    • 2
  • Tomasz Ząbkowski
    • 1
    • 3
  1. 1.Polska Telefonia Cyfrowa LtdWarsawPoland
  2. 2.Warsaw School of EconomicsWarsawPoland
  3. 3.Warsaw University of Life SciencesWarsawPoland

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