The style characteristic of China's stock market: an application to PCA for interval symbolic data.
Dingmu CaoWen LongPublished in: HDSDA (2011)
Keyphrases
- stock market
- symbolic data
- principal component analysis
- interval data
- listed companies
- monetary policy
- chinese stock market
- principal components
- symbolic data analysis
- stock exchange
- stock price
- dimensionality reduction
- short term
- feature space
- financial time series
- stock index futures
- data clustering
- dimension reduction
- feature extraction
- stock trading
- stock data
- financial news
- multivariate data
- financial data
- data sets
- stock returns
- shortest path problem
- trading rules
- complex data
- low dimensional
- stock market data
- garch model
- numerical data
- hong kong
- high dimensional
- face recognition
- financial markets
- temporal data
- multi objective
- image processing
- developed countries
- k means
- evolutionary algorithm