基于混沌游戏表示和自适应仿射传播聚类的股票板块分类
F832.5; 为对我国A股进行板块分类,首先用混沌游戏表示算法对股票日收益率数据进行降维,再用自适应仿射传播聚类算法得到将所有股票分为5类和11类两种板块的分类结果.与证监会行业分类中类内外平均相关系数差0.0140相比,分5类时类内外相关系数差均值为0.0284,分11类时,类内外相关系数差均值为0.0270,均比证监会行业分类区分度高....
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| Veröffentlicht in: | 财会月刊 2020 (19), p.152-155 |
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| creator | 张紫璇 段红梅 |
| description | F832.5; 为对我国A股进行板块分类,首先用混沌游戏表示算法对股票日收益率数据进行降维,再用自适应仿射传播聚类算法得到将所有股票分为5类和11类两种板块的分类结果.与证监会行业分类中类内外平均相关系数差0.0140相比,分5类时类内外相关系数差均值为0.0284,分11类时,类内外相关系数差均值为0.0270,均比证监会行业分类区分度高. |
| doi_str_mv | 10.19641/j.cnki.42-1290/f.2020.19.022 |
| format | Article |
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| source | 国家哲学社会科学学术期刊数据库 (National Social Sciences Database) |
| title | 基于混沌游戏表示和自适应仿射传播聚类的股票板块分类 |
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