摘要
股指期货的推出,为期货公司的发展提供了机遇和挑战。监管部门为促进期货公司发展提出对期货公司分类监管的思想。文章结合免疫算法和FCM方法提出适用于期货公司分类的聚类算法,为监管部门的分类监管提供新的计量模型。实证表明免疫FCM算法结果明显优于K-MEAN聚类结果。
The stock index future brings futures companies the opportunities and challenges . To develop futures companies , regulation organization plans classified regulation. With the advantages of artificial immune algorithm, the paper designed the artificial immune FCM algorithm, and applied to the futures companies classification. The result shows that the immune fcm is better than k -mean.
出处
《华东经济管理》
CSSCI
2009年第3期38-40,共3页
East China Economic Management
基金
上海期货交易所第三期合作研究计划课题"期货公司发展策略研究"
关键词
人工免疫
分类监管
聚类
artificial immune
futures classification
clustering