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Mining And Empirical Analysis On Characters Of Listed Companies Classified By Industry In Shenzhen Stock Market

Posted on:2004-04-18Degree:MasterType:Thesis
Country:ChinaCandidate:J YuFull Text:PDF
GTID:2156360095953194Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
The fact of 'financial storm ' oppugns some of financial theorems. Robert Hiller appeal to practice new experience and technology on finance, 'including computer technology, internet technology, more friendly information technology facing clients, so as to make finance more democratization, in another words, to make the people make use of dynamic risk manage tools more conveniently and more abroad in the future. 'From the view of data mining, this paper discusses the structure characters of the classifying blocks of listed companies in SZ stock market based on dealing with originally dealing data and statistical calculation and empirical analysis, such to provide the market participant more friendly information based on computation.We calculate the dealing data during the period of 8/9/1998 to 7/1/2003, in which the ruler of restrict to the range of rise and fall has been carried out. At first, the dealing data has been adjusted. Then the statistical characters, value at risk, distribution of correlations and the relation between correlation and the amount of sample are discussed. And some valuable conclusions are drawn out: dispersed investment theory, Robert's doubts on 'validity of market theory', 'random stroll theory' become conscious. Some characters of the classifying blocks of listed companies in SZ stock market, such as 'quick up and slow down', 'up together and down by turn' also become conscious.
Keywords/Search Tags:data mining, classifying blocks of listed companies, structural characters, distribution of return rate, value at risk, correlation
PDF Full Text Request
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