Abstract

The objective of this paper is identifying a warehouse model to build an analytical framework and analyze different important parameters which directly impact the changes of share market. We identify parameters that represent different viewing windows and perspectives towards stock market performance and movement trends. We categorize and define many intrinsic as well as external factors that may affect stock market as a whole. Sensex and Nifty are used as the pulse of Indian stock market. In this paper, we focus on defining a suitable OLAP model which can cater all the parameters that affect share market. We also identify different applications of this analytical model for forecasting information to help decision making.

Highlights

  • Data warehouses (DW) have been used by almost all the businesses for their decision support systems as well as in strategic business intelligence systems

  • Share prices of stocks vary throughout the day as well as throughout time depending on a lot of factors

  • Basic working of stock market depends on the individual perception on the future price of some company’s share

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Summary

A Data Warehouse Based Modelling Technique for Stock Market Analysis

1,5A.K. Choudhury School of Information Technology, University of Calcutta, India 2Department of Electrical Engineering, Asansol Polytechnic 713302, India 3Ryutsu Keizai University, Japan

Introduction
Lattice of Cuboids
Data Warehouse and OLAP
Related Work
Proposed Framework to Analyze Stock Market by Forming Suitable DW Schema
Dimensions for Share Market Analysis
Schema of Share Market Warehouse
Concept Hierarchies of the Selected Dimensions
Lattice of Cuboids for Share Market
Conclusion and Future Work
Full Text
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