限价指令驱动市场中信息聚类分析模型研究

Study on information clustering analysis model of limit order driven market

针对传统限价指令驱动市场信息聚类分析不准确,且存在耗时长的问题,提出基于信息相似度计算的限价指令驱动市场中信息聚类分析模型。首先给出信息聚类模型的模块结构图,并导入限价指令驱动条例,以条例为制约,根据信息熵获取指标权重,计算信息相似度,将每一个带有趋向性的信息进行簇源追踪,对于远离簇中心的信息进行剥离,将剩下的信息重新赋予数据族编,实现信息聚类分析模型建立。实验数据表明,构建的信息聚类分析模型能够依据信息相似度进行同源信息的聚类,聚类分析准确度较高,且耗时较短。

Since the information clustering analysis of the traditional limit order driven market is inaccurate,and has long time consumption,an information clustering analysis model of limit order driven market is put forward,which is based on information similarity calculation. The module structure diagram of the information clustering model is given,and the limit order driven regulation is imported. Taking the regulation as the restriction,the index weight is acquired according to information entropy,and the information similarity is calculated. The cluster source tracking is performed for each information with tendency. The information away from the cluster center is eliminated,and the rest of information is endowed with data family compilation renewedly to realize the establishment of information clustering analysis model. The experimental data shows that the constructed information clustering analysis model can cluster the homologous information according to information similarity,and has high clustering analysis accuracy and short time consumption.