区间数据典型相关分析技术及其在股市分析中的应用

采用一种针对大规模复杂数据的分析技术——符号数据分析方法(SymbolicDataAnalysis简称SDA),以中信证券风格指数作为研究对象,对2002年中国股票市场的财务指标与市场表现进行典型相关分析.研究结果表明,中国股市财务状况与市场表现相关性明显,上市公司的收益状况、偿债能力、资金管理能力及价值/成长因素决定股票的运行状况,不同风格股票在财务-市场关系方面差异性显著,行业特征明显.通过分析可以看到,运用符号数据对中国股市运行特征进行的分析结论与客观现实非常吻合,从而证明使用符号数据的典型相关分析技术对大规模多维动态数据系统进行统计分析是十分有效的.

The Canonical Correlation Analysis of Interval Data and Its Application in the Stock Market

A kind of advanced complicated data analysis technology -Symbolic Data Analysis (SDA)-has been used in this paper, regarding style indices of Chinese international trust & investment company (CITIC) as the research object, and the relationship between financial statement and market behavior in Chinese stock market is analyzed by using canonical correlation analysis method. The research result indicates that the relationship between financial statement and market behaviour in Chinese stock is significantly dependent, the status quo of yield , the ability to pay its debt, the capital management ability and the factor of value/growing-ability determine the behavior of stock., and behavior characteristics differ remarkably in different style indices and in different industries. The computational analysis has showed that, by the method of Symbolic Data Analysis, the research result is very consistent with the realistic characteristics of Chinese stock market, which proves that it is very effective to simplify the multidimensional dynamic data system with the help of SDA method.