Una aproximación a la predicción del valor de acciones en la bolsa de valores aplicando técnicas de Data Mining

La predicción del valor de las acciones en la bolsa de valores ha sido un tema importante en el campo de inversiones, que por varios años ha atraído tanto a académicos como a inversionistas. Esto supone que la información disponible en el pasado de la compañía que cotiza en bolsa tiene alguna implicación en el futuro del valor de la misma. Este trabajo está enfocado en ayudar a un persona u organismo que decida invertir en la bolsa de valores a través de gestión de compra o venta de acciones de una compañía a tomar decisiones respecto al tiempo de comprar o vender basado en el conocimiento obtenido de los valores históricos de las acciones de una compañía en la bolsa de valores. Esta decisión será inferida a partir de un modelo de regresión múltiple que es una de las técnicas de datamining. Para llevar conseguir esto se emplea una metodología conocida como CRISP-DM aplicada a los datos históricos de la compañía con mayor valor actual del NASDAQ.---ABSTRACT---The prediction of the value of shares in the stock market has been a major issue in the field of investments, which for several years has attracted both academics and investors. This means that the information available in the company last traded have any involvement in the future of the value of it. This work is focused on helping an investor decides to invest in the stock market through management buy or sell shares of a company to make decisions with respect to time to buy or sell based on the knowledge gained from the historic values of the shares of a company in the stock market. This decision will be inferred from a multiple regression model which is one of the techniques of data mining. To get this out a methodology known as CRISP-DM applied to historical data of the company with the highest current value of NASDAQ is used.

Extracción de conocimientos de la diabetes tipo 1 utilizando la metodología de "Data Mining"

La diabetes mellitus es un trastorno en la metabolización de los carbohidratos, caracterizado por la nula o insuficiente segregación de insulina (hormona producida por el páncreas), como resultado del mal funcionamiento de la parte endocrina del páncreas, o de una creciente resistencia del organismo a esta hormona. Esto implica, que tras el proceso digestivo, los alimentos que ingerimos se transforman en otros compuestos químicos más pequeños mediante los tejidos exocrinos. La ausencia o poca efectividad de esta hormona polipéptida, no permite metabolizar los carbohidratos ingeridos provocando dos consecuencias: Aumento de la concentración de glucosa en sangre, ya que las células no pueden metabolizarla; consumo de ácidos grasos mediante el hígado, liberando cuerpos cetónicos para aportar la energía a las células. Esta situación expone al enfermo crónico, a una concentración de glucosa en sangre muy elevada, denominado hiperglucemia, la cual puede producir a medio o largo múltiples problemas médicos: oftalmológicos, renales, cardiovasculares, cerebrovasculares, neurológicos… La diabetes representa un gran problema de salud pública y es la enfermedad más común en los países desarrollados por varios factores como la obesidad, la vida sedentaria, que facilitan la aparición de esta enfermedad. Mediante el presente proyecto trabajaremos con los datos de experimentación clínica de pacientes con diabetes de tipo 1, enfermedad autoinmune en la que son destruidas las células beta del páncreas (productoras de insulina) resultando necesaria la administración de insulina exógena. Dicho esto, el paciente con diabetes tipo 1 deberá seguir un tratamiento con insulina administrada por la vía subcutánea, adaptado a sus necesidades metabólicas y a sus hábitos de vida. Para abordar esta situación de regulación del control metabólico del enfermo, mediante una terapia de insulina, no serviremos del proyecto “Páncreas Endocrino Artificial” (PEA), el cual consta de una bomba de infusión de insulina, un sensor continuo de glucosa, y un algoritmo de control en lazo cerrado. El objetivo principal del PEA es aportar al paciente precisión, eficacia y seguridad en cuanto a la normalización del control glucémico y reducción del riesgo de hipoglucemias. El PEA se instala mediante vía subcutánea, por lo que, el retardo introducido por la acción de la insulina, el retardo de la medida de glucosa, así como los errores introducidos por los sensores continuos de glucosa cuando, se descalibran dificultando el empleo de un algoritmo de control. Llegados a este punto debemos modelar la glucosa del paciente mediante sistemas predictivos. Un modelo, es todo aquel elemento que nos permita predecir el comportamiento de un sistema mediante la introducción de variables de entrada. De este modo lo que conseguimos, es una predicción de los estados futuros en los que se puede encontrar la glucosa del paciente, sirviéndonos de variables de entrada de insulina, ingesta y glucosa ya conocidas, por ser las sucedidas con anterioridad en el tiempo. Cuando empleamos el predictor de glucosa, utilizando parámetros obtenidos en tiempo real, el controlador es capaz de indicar el nivel futuro de la glucosa para la toma de decisones del controlador CL. Los predictores que se están empleando actualmente en el PEA no están funcionando correctamente por la cantidad de información y variables que debe de manejar. Data Mining, también referenciado como Descubrimiento del Conocimiento en Bases de Datos (Knowledge Discovery in Databases o KDD), ha sido definida como el proceso de extracción no trivial de información implícita, previamente desconocida y potencialmente útil. Todo ello, sirviéndonos las siguientes fases del proceso de extracción del conocimiento: selección de datos, pre-procesado, transformación, minería de datos, interpretación de los resultados, evaluación y obtención del conocimiento. Con todo este proceso buscamos generar un único modelo insulina glucosa que se ajuste de forma individual a cada paciente y sea capaz, al mismo tiempo, de predecir los estados futuros glucosa con cálculos en tiempo real, a través de unos parámetros introducidos. Este trabajo busca extraer la información contenida en una base de datos de pacientes diabéticos tipo 1 obtenidos a partir de la experimentación clínica. Para ello emplearemos técnicas de Data Mining. Para la consecución del objetivo implícito a este proyecto hemos procedido a implementar una interfaz gráfica que nos guía a través del proceso del KDD (con información gráfica y estadística) de cada punto del proceso. En lo que respecta a la parte de la minería de datos, nos hemos servido de la denominada herramienta de WEKA, en la que a través de Java controlamos todas sus funciones, para implementarlas por medio del programa creado. Otorgando finalmente, una mayor potencialidad al proyecto con la posibilidad de implementar el servicio de los dispositivos Android por la potencial capacidad de portar el código. Mediante estos dispositivos y lo expuesto en el proyecto se podrían implementar o incluso crear nuevas aplicaciones novedosas y muy útiles para este campo. Como conclusión del proyecto, y tras un exhaustivo análisis de los resultados obtenidos, podemos apreciar como logramos obtener el modelo insulina-glucosa de cada paciente. ABSTRACT. The diabetes mellitus is a metabolic disorder, characterized by the low or none insulin production (a hormone produced by the pancreas), as a result of the malfunctioning of the endocrine pancreas part or by an increasing resistance of the organism to this hormone. This implies that, after the digestive process, the food we consume is transformed into smaller chemical compounds, through the exocrine tissues. The absence or limited effectiveness of this polypeptide hormone, does not allow to metabolize the ingested carbohydrates provoking two consequences: Increase of the glucose concentration in blood, as the cells are unable to metabolize it; fatty acid intake through the liver, releasing ketone bodies to provide energy to the cells. This situation exposes the chronic patient to high blood glucose levels, named hyperglycemia, which may cause in the medium or long term multiple medical problems: ophthalmological, renal, cardiovascular, cerebrum-vascular, neurological … The diabetes represents a great public health problem and is the most common disease in the developed countries, by several factors such as the obesity or sedentary life, which facilitate the appearance of this disease. Through this project we will work with clinical experimentation data of patients with diabetes of type 1, autoimmune disease in which beta cells of the pancreas (producers of insulin) are destroyed resulting necessary the exogenous insulin administration. That said, the patient with diabetes type 1 will have to follow a treatment with insulin, administered by the subcutaneous route, adapted to his metabolic needs and to his life habits. To deal with this situation of metabolic control regulation of the patient, through an insulin therapy, we shall be using the “Endocrine Artificial Pancreas " (PEA), which consists of a bomb of insulin infusion, a constant glucose sensor, and a control algorithm in closed bow. The principal aim of the PEA is providing the patient precision, efficiency and safety regarding the normalization of the glycemic control and hypoglycemia risk reduction". The PEA establishes through subcutaneous route, consequently, the delay introduced by the insulin action, the delay of the glucose measure, as well as the mistakes introduced by the constant glucose sensors when, decalibrate, impede the employment of an algorithm of control. At this stage we must shape the patient glucose levels through predictive systems. A model is all that element or set of elements which will allow us to predict the behavior of a system by introducing input variables. Thus what we obtain, is a prediction of the future stages in which it is possible to find the patient glucose level, being served of input insulin, ingestion and glucose variables already known, for being the ones happened previously in the time. When we use the glucose predictor, using obtained real time parameters, the controller is capable of indicating the future level of the glucose for the decision capture CL controller. The predictors that are being used nowadays in the PEA are not working correctly for the amount of information and variables that it need to handle. Data Mining, also indexed as Knowledge Discovery in Databases or KDD, has been defined as the not trivial extraction process of implicit information, previously unknown and potentially useful. All this, using the following phases of the knowledge extraction process: selection of information, pre- processing, transformation, data mining, results interpretation, evaluation and knowledge acquisition. With all this process we seek to generate the unique insulin glucose model that adjusts individually and in a personalized way for each patient form and being capable, at the same time, of predicting the future conditions with real time calculations, across few input parameters. This project of end of grade seeks to extract the information contained in a database of type 1 diabetics patients, obtained from clinical experimentation. For it, we will use technologies of Data Mining. For the attainment of the aim implicit to this project we have proceeded to implement a graphical interface that will guide us across the process of the KDD (with graphical and statistical information) of every point of the process. Regarding the data mining part, we have been served by a tool called WEKA's tool called, in which across Java, we control all of its functions to implement them by means of the created program. Finally granting a higher potential to the project with the possibility of implementing the service for Android devices, porting the code. Through these devices and what has been exposed in the project they might help or even create new and very useful applications for this field. As a conclusion of the project, and after an exhaustive analysis of the obtained results, we can show how we achieve to obtain the insulin–glucose model for each patient.

Nuevos Esquemas de Visualizaciones para Mejorar la Comprensibilidad de Modelos de Data Mining

La gran cantidad de datos que se registran diariamente en los sistemas de base de datos de las organizaciones ha generado la necesidad de analizarla. Sin embargo, se enfrentan a la complejidad de procesar enormes volúmenes de datos a través de métodos tradicionales de análisis. Además, dentro de un contexto globalizado y competitivo las organizaciones se mantienen en la búsqueda constante de mejorar sus procesos, para lo cual requieren herramientas que les permitan tomar mejores decisiones. Esto implica estar mejor informado y conocer su historia digital para describir sus procesos y poder anticipar (predecir) eventos no previstos. Estos nuevos requerimientos de análisis de datos ha motivado el desarrollo creciente de proyectos de minería de datos. El proceso de minería de datos busca obtener desde un conjunto masivo de datos, modelos que permitan describir los datos o predecir nuevas instancias en el conjunto. Implica etapas de: preparación de los datos, procesamiento parcial o totalmente automatizado para identificar modelos en los datos, para luego obtener como salida patrones, relaciones o reglas. Esta salida debe significar un nuevo conocimiento para la organización, útil y comprensible para los usuarios finales, y que pueda ser integrado a los procesos para apoyar la toma de decisiones. Sin embargo, la mayor dificultad es justamente lograr que el analista de datos, que interviene en todo este proceso, pueda identificar modelos lo cual es una tarea compleja y muchas veces requiere de la experiencia, no sólo del analista de datos, sino que también del experto en el dominio del problema. Una forma de apoyar el análisis de datos, modelos y patrones es a través de su representación visual, utilizando las capacidades de percepción visual del ser humano, la cual puede detectar patrones con mayor facilidad. Bajo este enfoque, la visualización ha sido utilizada en minería datos, mayormente en el análisis descriptivo de los datos (entrada) y en la presentación de los patrones (salida), dejando limitado este paradigma para el análisis de modelos. El presente documento describe el desarrollo de la Tesis Doctoral denominada “Nuevos Esquemas de Visualizaciones para Mejorar la Comprensibilidad de Modelos de Data Mining”. Esta investigación busca aportar con un enfoque de visualización para apoyar la comprensión de modelos minería de datos, para esto propone la metáfora de modelos visualmente aumentados. ABSTRACT The large amount of data to be recorded daily in the systems database of organizations has generated the need to analyze it. However, faced with the complexity of processing huge volumes of data over traditional methods of analysis. Moreover, in a globalized and competitive environment organizations are kept constantly looking to improve their processes, which require tools that allow them to make better decisions. This involves being bettered informed and knows your digital story to describe its processes and to anticipate (predict) unanticipated events. These new requirements of data analysis, has led to the increasing development of data-mining projects. The data-mining process seeks to obtain from a massive data set, models to describe the data or predict new instances in the set. It involves steps of data preparation, partially or fully automated processing to identify patterns in the data, and then get output patterns, relationships or rules. This output must mean new knowledge for the organization, useful and understandable for end users, and can be integrated into the process to support decision-making. However, the biggest challenge is just getting the data analyst involved in this process, which can identify models is complex and often requires experience not only of the data analyst, but also the expert in the problem domain. One way to support the analysis of the data, models and patterns, is through its visual representation, i.e., using the capabilities of human visual perception, which can detect patterns easily in any context. Under this approach, the visualization has been used in data mining, mostly in exploratory data analysis (input) and the presentation of the patterns (output), leaving limited this paradigm for analyzing models. This document describes the development of the doctoral thesis entitled "New Visualizations Schemes to Improve Understandability of Data-Mining Models". This research aims to provide a visualization approach to support understanding of data mining models for this proposed metaphor visually enhanced models.

Uso de Data Mining e do ECR para incremento da competitividade de pequenas e médias empresas: um estudo multicaso sobre varejo e indústria alimentícia

O setor supermercadista sofreu grandes alterações nos últimos anos, principalmente com o avanço das tecnologias, a competição, a concentração e algumas insuficiências em seus processos. Estes e outros fatores favoreceram ao surgimento do movimento de ECR (Resposta de Consumidor Eficiente) que procura criar um relacionamento mais forte entre indústria e varejo através de novas visões para suas estratégias operacionais. A evolução das tecnologias de informação permitiram ao setor varejista gerar uma maior volume de dados a partir, principalmente, de seus check-outs. Entretanto, estes dados nem sempre são armazenados de forma correta ou utilizados de forma a se aproveitar a plenitude das informações neles contidas. O processo de transformar os dados em informação e conhecimento vem evoluindo constantemente. Uma das atuais metodologias de trabalhar dados é o Data Mining ou Mineração de Dados, que pode ser descrito como sendo uma variedade de ferramentas e estratégias que processam dados aumentando a utilidade destes em bancos de dados. Este trabalho analisa através de um estudo multicaso exploratório na região de Ribeirão Preto, no interior de São Paulo, a avaliação da capacidade do uso da tecnologia Data Mining para o fortalecimento do movimento ECR, principalmente em pequenos e médios varejistas e indústrias alimentícias, no sentido de oferecer a estes um diferencial de negociação para formação de alianças estratégias.

Diseño y desarrollo de un servicio big data en la nube para búsqueda, compartición de ficheros y data mining

En esta memoria se presenta el diseño y desarrollo de una aplicación en la nube destinada a la compartición de objetos y servicios. El desarrollo de esta aplicación surge dentro del proyecto de I+D+i, SITAC: Social Internet of Things – Apps by and for the Crowd ITEA 2 11020, que trata de crear una arquitectura integradora y un “ecosistema” que incluya plataformas, herramientas y metodologías para facilitar la conexión y cooperación de entidades de distinto tipo conectadas a la red bien sean sistemas, máquinas, dispositivos o personas con dispositivos móviles personales como tabletas o teléfonos móviles. El proyecto innovará mediante la utilización de un modelo inspirado en las redes sociales para facilitar y unificar las interacciones tanto entre personas como entre personas y dispositivos. En este contexto surge la necesidad de desarrollar una aplicación destinada a la compartición de recursos en la nube que pueden ser tanto lógicos como físicos, y que esté orientada al big data. Ésta será la aplicación presentada en este trabajo, el “Resource Sharing Center”, que ofrece un servicio web para el intercambio y compartición de contenido, y un motor de recomendaciones basado en las preferencias de los usuarios. Con este objetivo, se han usado tecnologías de despliegue en la nube, como Elastic Beanstalk (el PaaS de Amazon Web Services), S3 (el sistema de almacenamiento de Amazon Web Services), SimpleDB (base de datos NoSQL) y HTML5 con JavaScript y Twitter Bootstrap para el desarrollo del front-end, siendo Python y Node.js las tecnologías usadas en el back end, y habiendo contribuido a la mejora de herramientas de clustering sobre big data. Por último, y de cara a realizar el estudio sobre las pruebas de carga de la aplicación se ha usado la herramienta ApacheJMeter.

Towards a model-driven engineering approach of data mining

Nowadays, data mining is based on low-level specications of the employed techniques typically bounded to a specic analysis platform. Therefore, data mining lacks a modelling architecture that allows analysts to consider it as a truly software-engineering process. Here, we propose a model-driven approach based on (i) a conceptual modelling framework for data mining, and (ii) a set of model transformations to automatically generate both the data under analysis (via data-warehousing technology) and the analysis models for data mining (tailored to a specic platform). Thus, analysts can concentrate on the analysis problem via conceptual data-mining models instead of low-level programming tasks related to the underlying-platform technical details. These tasks are now entrusted to the model-transformations scaffolding.

Integrating the development of data mining and data warehouses via model-driven engineering

Data mining is one of the most important analysis techniques to automatically extract knowledge from large amount of data. Nowadays, data mining is based on low-level specifications of the employed techniques typically bounded to a specific analysis platform. Therefore, data mining lacks a modelling architecture that allows analysts to consider it as a truly software-engineering process. Bearing in mind this situation, we propose a model-driven approach which is based on (i) a conceptual modelling framework for data mining, and (ii) a set of model transformations to automatically generate both the data under analysis (that is deployed via data-warehousing technology) and the analysis models for data mining (tailored to a specific platform). Thus, analysts can concentrate on understanding the analysis problem via conceptual data-mining models instead of wasting efforts on low-level programming tasks related to the underlying-platform technical details. These time consuming tasks are now entrusted to the model-transformations scaffolding. The feasibility of our approach is shown by means of a hypothetical data-mining scenario where a time series analysis is required.

Open business intelligence: on the importance of data quality awareness in user-friendly data mining

Citizens demand more and more data for making decisions in their daily life. Therefore, mechanisms that allow citizens to understand and analyze linked open data (LOD) in a user-friendly manner are highly required. To this aim, the concept of Open Business Intelligence (OpenBI) is introduced in this position paper. OpenBI facilitates non-expert users to (i) analyze and visualize LOD, thus generating actionable information by means of reporting, OLAP analysis, dashboards or data mining; and to (ii) share the new acquired information as LOD to be reused by anyone. One of the most challenging issues of OpenBI is related to data mining, since non-experts (as citizens) need guidance during preprocessing and application of mining algorithms due to the complexity of the mining process and the low quality of the data sources. This is even worst when dealing with LOD, not only because of the different kind of links among data, but also because of its high dimensionality. As a consequence, in this position paper we advocate that data mining for OpenBI requires data quality-aware mechanisms for guiding non-expert users in obtaining and sharing the most reliable knowledge from the available LOD.

Ferramentas open source de Data Mining

Em época de crise financeira, as ferramentas open source de data mining representam uma nova tendência na investigação, educação e nas aplicações industriais, especialmente para as pequenas e médias empresas. Com o software open source, estas podem facilmente iniciar um projeto de data mining usando as tecnologias mais recentes, sem se preocuparem com os custos de aquisição das mesmas, podendo apostar na aprendizagem dos seus colaboradores. Os sistemas open source proporcionam o acesso ao código, facilitando aos colaboradores a compreensão dos sistemas e algoritmos e permitindo que estes o adaptem às necessidades dos seus projetos. No entanto, existem algumas questões inerentes ao uso deste tipo de ferramenta. Uma das mais importantes é a diversidade, e descobrir, tardiamente, que a ferramenta escolhida é inapropriada para os objetivos do nosso negócio pode ser um problema grave. Como o número de ferramentas de data mining continua a crescer, a escolha sobre aquela que é realmente mais apropriada ao nosso negócio torna-se cada vez mais difícil. O presente estudo aborda um conjunto de ferramentas de data mining, de acordo com as suas características e funcionalidades. As ferramentas abordadas provém da listagem do KDnuggets referente a Software Suites de Data Mining. Posteriormente, são identificadas as que reúnem melhores condições de trabalho, que por sua vez são as mais populares nas comunidades, e é feito um teste prático com datasets reais. Os testes pretendem identificar como reagem as ferramentas a cenários diferentes do tipo: performance no processamento de grandes volumes de dados; precisão de resultados; etc. Nos tempos que correm, as ferramentas de data mining open source representam uma oportunidade para os seus utilizadores, principalmente para as pequenas e médias empresas, deste modo, os resultados deste estudo pretendem ajudar no processo de tomada de decisão relativamente às mesmas.

Fuzzy logic in web data mining for website assessment

This paper proposes a novel application of fuzzy logic to web data mining for two basic problems of a website: popularity and satisfaction. Popularity means that people will visit the website while satisfaction refers to the usefulness of the site. We will illustrate that the popularity of a website is a fuzzy logic problem. It is an important characteristic of a website in order to survive in Internet commerce. The satisfaction of a website is also a fuzzy logic problem that represents the degree of success in the application of information technology to the business. We propose a framework of fuzzy logic for the representation of these two problems based on web data mining techniques to fuzzify the attributes of a website.

Electricity market price spike forecast with data mining techniques

Electricity market price forecast is a changeling yet very important task for electricity market managers and participants. Due to the complexity and uncertainties in the power grid, electricity prices are highly volatile and normally carry with spikes. which may be (ens or even hundreds of times higher than the normal price. Such electricity spikes are very difficult to be predicted. So far. most of the research on electricity price forecast is based on the normal range electricity prices. This paper proposes a data mining based electricity price forecast framework, which can predict the normal price as well as the price spikes. The normal price can be, predicted by a previously proposed wavelet and neural network based forecast model, while the spikes are forecasted based on a data mining approach. This paper focuses on the spike prediction and explores the reasons for price spikes based on the measurement of a proposed composite supply-demand balance index (SDI) and relative demand index (RDI). These indices are able to reflect the relationship among electricity demand, electricity supply and electricity reserve capacity. The proposed model is based on a mining database including market clearing price, trading hour. electricity), demand, electricity supply and reserve. Bayesian classification and similarity searching techniques are used to mine the database to find out the internal relationships between electricity price spikes and these proposed. The mining results are used to form the price spike forecast model. This proposed model is able to generate forecasted price spike, level of spike and associated forecast confidence level. The model is tested with the Queensland electricity market data with promising results. Crown Copyright (C) 2004 Published by Elsevier B.V. All rights reserved.

Data mining and simulation: a grey relationship demonstration

Fuzzy data has grown to be an important factor in data mining. Whenever uncertainty exists, simulation can be used as a model. Simulation is very flexible, although it can involve significant levels of computation. This article discusses fuzzy decision-making using the grey related analysis method. Fuzzy models are expected to better reflect decision-making uncertainty, at some cost in accuracy relative to crisp models. Monte Carlo simulation is used to incorporate experimental levels of uncertainty into the data and to measure the impact of fuzzy decision tree models using categorical data. Results are compared with decision tree models based on crisp continuous data.

IJDWM Special Issue: Advances in Data Mining Applications

This special issue is a collection of the selected papers published on the proceedings of the First International Conference on Advanced Data Mining and Applications (ADMA) held in Wuhan, China in 2005. The articles focus on the innovative applications of data mining approaches to the problems that involve large data sets, incomplete and noise data, or demand optimal solutions.