| 基于Kaplan-Meier算法的上证指数涨跌天数研究 |
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| 引用本文： | 毕建欣.基于Kaplan-Meier算法的上证指数涨跌天数研究[J].河南师范大学学报(自然科学版),2011,39(3):26-28,32. |
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| 作者姓名： | 毕建欣 |
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| 作者单位： | 浙江万里学院,信息与计算科学系,浙江宁波315100 |
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| 摘 要： | 运用Kaplan-Meier算法对上证指数连续上涨和下跌天数进行研究,研究了在不同的市场交易制度(即T+0,T+1和涨停板制度)对上证指数涨跌天数的影响,其结果表明Kaplan-Meier算法对于分析股市的变动是有效的.
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| 关 键 词： | Kaplan-Meier算法 生存模型 上证指数 天数 |
Days of Shanghai Stock Index Successive Rises and Fall Based on Kaplan-Meier Algorithms |
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| BI Jian-xin.Days of Shanghai Stock Index Successive Rises and Fall Based on Kaplan-Meier Algorithms[J].Journal of Henan Normal University(Natural Science),2011,39(3):26-28,32. |
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| Authors: | BI Jian-xin |
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| Institution: | BI Jian-xin(Department of Information and Computation Science,Zhejiang Wanli University,Ningbo 315100,China) |
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| Abstract: | In this paper,Days of Shanghai Stock Index Successive rises and fall are analyzed by Kaplan-Meier Algorithms.It demonstrates the policy effect on days of Shanghai Stock Index successive rises and fall,such as" T + 0","T + 1"and"soaring deadline system".It also reveals that Kaplan-Meier Algorithms is valid for analyzing the changes of the stock market. |
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| Keywords: | Kaplan-Meier Algorithms survival model Shanghai stock index days |
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