Financial market analysis using big data techniques

Financial market analysis using big data techniques

Eszter Katalin Bognar Thesis Work 111OverviewBig Data in the financial sectorOracle Big Data technologies Oracle Advanced AnalyticsFinancial time series analysis common forecast modelsFinancial dashboard application demo

2/11Big DataBig Data:Huge amount of data from various sources structured or unstructured format cant be handled with the traditional technologies.

3/113

Financial data sourcesOHLC (Open, High, Low, Close) and Volume data structured format, high volume, real time processing

Economic news unstructed format, new methods needed to store and process

4/11

Oracle Big Data technologiesOracle Advanced Analytics:Oracle Data MiningOracle R Enterprise

In-database analysis no need to move data Embedded R execution running R scripts on the database serverEasy integration with visualization tools OBIEE, APEX

5/11

Financial time series analysisTime series decompositionTime series modelsSmoothing techniquesTime series forecast

6/11

Technical analysisCommon indicatorsMoving Average (MA)Price rate of change (ROC)Relative strength indicator (RSI)

Technical ChartsLine chartBar chartCandlestick chart

7/11

Oracle Application Express (Apex)Part of the Oracle DatabaseApplication development and run via web browserRapid application developmentResponsive web design8/118Financial dashboard applicationDatabase model

9/11

Demohttp://oracle121.db.bme.hu:8080/ords/

10/11

Summary, future workChallenges in processing financial dataOracle Big Data technology overviewFinancial time series analysisData model designELT process implementationFinancial dashboard application, visualization

Future workExtension of the time series forecast with data mining and sentiment analysisImprovement of the financial dashboard application11/11

12

13

14

15

16