| 基于符号时间序列分析法的A股上海板块网络结构分析 |
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| 引用本文： | 陈晔君.基于符号时间序列分析法的A股上海板块网络结构分析[J].科学技术与工程,2010,10(5). |
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| 作者姓名： | 陈晔君 |
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| 作者单位： | 北京工业大学经济与管理学院,北京,100124 |
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| 基金项目： | 北京市教委优秀人才培养专项经费项目(SM200710005001)资助 |
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| 摘 要： | 股票价格的变化不仅受自身基本面的制约,而且也受其他股票的影响。网络分析方法是一种用于分析复杂股票关系的工具。基于符号时间序列分析法,构建了我国A股市场上海板块网络的最小生成树及相对应的分层树,从上市公司之间关系的角度分析和解释了实证结果。
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| 关 键 词： | 符号时间序列分析法 聚类 最小生成树 分层树 |
| 收稿时间： | 2009/10/29 0:00:00 |
| 修稿时间： | 2009/11/10 0:00:00 |
Network Structure Analysis of The ShangHai Sector of A-Share Market Based On Symbolic Time Series Analysis Method |
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| CHEN Yejun.Network Structure Analysis of The ShangHai Sector of A-Share Market Based On Symbolic Time Series Analysis Method[J].Science Technology and Engineering,2010,10(5). |
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| Authors: | CHEN Yejun |
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| Institution: | Economics and Management School of Beijing University of Technology/a>;Beijing 100124/a>;P.R.China |
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| Abstract: | Stock price is not only driven by its fundanmentals,but also influenced by other relative companies.Network analysis methods are useful tools to analysis such complicated relations between stocks.Based on symbolic time series analysis method,Minimum Spanning Tree(MST)and Hierarchical Tree(HT)of the ShangHai Sector of A-share Market are constructed.And the results from a view of relations are analyses and expained between listed companies. |
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| Keywords: | symbolic time series analysis cluster analysis minimum spanning tree hierarchical tree |
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