基于股票价格的股票差异性与相关性获取方法研究

Research on Difference of Stock and Mining Method for Correlation of Stock Based on Stock Price

为获取股票市场中正常交易的相关性股票集,本文基于股票价格序列的差异性,定义了股票价格序列的距离。通过对股票价格序列距离的泛化,实现了股票差异性的定量计算。为基于可视化方法分析市场中正常交易股票的相关性,采用多尺度分析方法建立了股票价格序列的k维欧式空间。进一步,本文在讨论了股票股价相关的基础上定义了股票的β相关,并给出了获取β(α)相关股票的方法。实验表明,本文提出的方法可以用于基于股票价格序列的相关性股票的有效获取与可视化。

In order to get the relevant stock set for stocks which are normally traded in the stock market,the distance of the stock price sequence based on the stock price sequence is defined in the paper. With the generalization for the distance of the stock price sequence,the quantitative calculation of the stock difference is realized. To analyze the correlation of normal trading stocks in the market based on visualization analysis methods,multi-scale analysis method is used to establish the k-dimensional Euclidean space of stock price sequence. Furthermore,this paper also defines the β correlation of the stock based on the discussion about correlation for stock price sequence,and the method of β(α) related stock mining is given too. Experiments show that proposed methods can be used to obtain and visualize the relevant stock based on the stock price sequence.