摘要
边缘点分析方法是我们为了研究金融数据中蕴含的历史事件之间的相关性问题所提出的一种创新方法。该方法基于重构相空间理论,通过探测金融数据的递归图中历史数据之间的相近程度,把时间序列中点与点之间的关系问题转化为历史事件之间的关系问题,实现探测影响金融市场任一时间区域的重大历史事件的目的。本文,我们将此方法应用于美国股票市场的分析当中,得到的结果与现实情况很吻合。
The Border Point Analysis is a creative method, which is put forward when we study the correlation between the financial data and the historical affairs. Based on the reconstruction of phase space theory, the method has probed the similarity of the historical data in the financial data recursive graph, turned the point-to-point relation in the time series into the relation of historical affairs, and thus achieved the goals of finding the important historical affairs which influenced the financial market in any period. In this article, We use this method to analyze the American stock market, we get the results that fit the history and reality very well.
出处
《特区经济》
2016年第5期54-57,共4页
Special Zone Economy
关键词
金融市场
股票价格指数
递归图
类分形结构
边缘点分析
Financial Market
Stock Price Index
Recursive Graph
Fractal-like Structure
Border Point Analysis
