| 股票数据流的相关性计算方法 |
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| 引用本文： | 彭宏,刘洋,邓维维,郑启伦.股票数据流的相关性计算方法[J].华南理工大学学报(自然科学版),2006,34(1):86-89. |
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| 作者姓名： | 彭宏 刘洋 邓维维 郑启伦 |
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| 作者单位： | 华南理工大学,计算机科学与工程学院,广州,广东,510640 |
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| 基金项目： | 广东省科技攻关项目;广东省广州市科技攻关项目 |
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| 摘 要： | 相关性分析在股票投资、监测、预测中起着非常重要的作用．为定量计算各股票间的相关性，文中提出了一种股票数据流的相关性计算方法，它基于高效的单遍数据集扫描算法，能在有限的内存空间中计算出各股票间的相关性．与传统的计算方法相比，不管是在空间复杂度还是在时间复杂度上，所提出的方法都只需付出更小的代价．实验证明，这种相关性计算方法在同步股票报价中是有效的．
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| 关 键 词： | 股票 数据流 相关性 |
| 文章编号： | 1000-565X（2006）01-0086-04 |
| 收稿时间： | 2005-04-05 |
| 修稿时间： | 2005-04-05 |
Computing Method of Correlation of Stock Data Streams |
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| Peng Hong,Liu Yang,Deng Wei-wei,Zheng Qi-lun.Computing Method of Correlation of Stock Data Streams[J].Journal of South China University of Technology(Natural Science Edition),2006,34(1):86-89. |
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| Authors: | Peng Hong Liu Yang Deng Wei-wei Zheng Qi-lun |
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| Institution: | College of Computer Science and Engineering, South China Univ. of Tech. , Guangzhou 510640, Guangdong, China |
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| Abstract: | Correlation analysis plays an important role in stock investment, detection and prediction. In order to quantitatively compute the correlation among different stocks, a method of computing the correlation among stock streams is proposed based on the efficient one-pass scanning algorithm. By using the proposed method the correlation between two stocks can be computed in limited memory. Moreover, the proposed method is of lower cost in both time complexity and space complexity than the traditional method, and is efficient in the synchronous quoting of stock price, which is verified by experiments. |
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| Keywords: | stock data stream correlation |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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