The Application Of Fuzzy Clusteirng And Grey Clustering In Chinese Securities Investment

Our country securities market with20years’ development, not onlyimportant to the construction of market economy, but also can moreobviously affect the life of people. The data of stock market is huge andthe information fuzziness, therefore investment decisions based on thebasic analysis and technical analysis with strong subjectivity can exert aprofound influence on people’s investment judgment result. The fuzzytheory and grey system theory, dealing with the effective informationwhich is not accurate and not sure, is a kind of tool, and this paper selectthe two kinds of theory to study fuzzy and uncertainty information instock market, which has important practical significance.On the basis of existing research results at home and abroad, thispaper introduces the importance of relevant theoretical knowledge. In theThird Chapter, firstly fusing Angle cosine and Euclidean distanceconstruct "Angle cosine Euclidean distance” as the similarity functions offuzzy clustering and correlation model, and then empirical research selectstock of12listed companies in the securities and futures industry. Finallyusing F-statistic to determine the optimal class providing investor withdifferent investment styles, which make them science choose stocksaccording to their investment features, and increase the investmentefficiency.The grey system theory and fuzzy theory show certainty similarity on describing and dealing with accuracy and incompleteness of datainformation. The Chapter Four, on the reference of the documents basis,explores the associativity for fuzzy clustering and grey clustering, andputs forward the interval grey numbers of grey dynamic clustering model.This method mergers the soul of fuzzy clustering, develops indicatednumbers from clear numbers to interval grey numbers, and avoidssubjective value index weight, greatly simplifies calculation process. InChapter Four, the12stock of listed companies in securities industry areanalyzed by interval grey numbers of grey dynamic cluster analysis, andmake it more in line with the objective reality, increase the accuracy ofclassification, provide certain guidance and reference for investorsscience choosing stocks and gaining satisfactory investment income.