摘要
通过Web统计信息挖掘研究股市反应是网络金融课题,属于典型的计算机和金融的交叉学科。文中通过挖掘Web股市信息强度,发现当Web股市信息强度变化较小时,股价变动也常常较小,股市相对平静;当Web股市信息强度变化较大时,股价变动常常也较大,股市相对波动。文中提出了基于自适应标准差的Web股市信息强度变化挖掘方法,并使用股市数据进行了验证。该挖掘方法简单有效,有助于了解股市的微观结构。
The stray of stock volatility based on Web statistic information mining is a typical computer science and finance interdisciplinary subject. Mining on stock information intensity finds that when the stock information intensity on Web changes little, the stock prices are also placid relatively; and when the stock information intensity on Web changes drastically, the stock prices are also greatly. An adaptive mean- std method for judging the change of stock information intensity, is presented and it is validated by using the market data. Them ethod is simple yet effective. It is helpful to understand the microstructure of the stock market
出处
《微机发展》
2005年第8期81-84,共4页
Microcomputer Development
