股票的交易数据拟合与聚类分析-技术经济及管理专业论文.docxVIP

- - II - Abstract Abstract With the rapid development of Chinas stock market and the high degree of standardization of the market, stock varieties have a tendency to become multi-typical and multi-level. So stock market could attract more and more investors. In order to reduce investment risk and obtain high profit return, rational investors will pay more attention to the choice of stock investments. Expressing real meaning of the stock data is critical for investors. Because of stock transaction data containing a lot of information, analysis of stock transaction data is particularly important. The performance of the stock transaction data is affected by a number of factors, including a large amount of information. The stock transaction data reflect the functional characteristics on the whole. There are many limitations to use traditional time-series data analysis methods. According to this kind of the stock transaction data, we analyses them by the functional data analysis method. The main content is preprocessing and curve fitting for stock transaction data based on the functional characteristics of these data. This method could make the original data abstraction. So we can obtain a unified coefficient matrix, and then using the coefficient matrix of reflecting stock characteristics function to cluster. In the end, we draw the corresponding conclusion about stock clustering, and these conclusions were explained reasonably. Limitation of traditional analytical methods for functional data has been improved by using functional data analysis. This method not only increases the scope of the analysis of data, but also expands the applications of functional data analysis methods. In practically, fitting and cluster analysis about stock transaction data by this new method could obtain the ideal result, which reflect the validity of the method. It can provide a better basis to investors for decision. Keywords：stock, functional data, data fitting, clustering 目 目 录 - -