Analysis and Display Tool for Stock Exchange Data in Frequency Domain

Abstract

An integrated analysis, data display, and anomaly detection system for stock exchange data in the frequency domain is presented. The primary goal of the study is to design a comprehensive system that utilizes Fourier transform for frequency analysis and localized frequency information extraction. By incorporating interactive displays, such as time and frequency plots, users can explore and analyze market trends, while the anomaly detection module with two different algorithms used identifies irregularities and outliers in the data set. Experimental evaluation using real-world data from 'Borsa Istanbul' demonstrated the system's effectiveness and visualization. The research contributed to the field of financial analysis by providing a usable tool for understanding and interpreting stock market dynamics from a frequency domain perspective, with a different capability of detecting anomalies. © 2024 Elsevier B.V., All rights reserved.