Application of Clustering Analysis on Stock Market
碩士 === 靜宜大學 === 財務與計算數學系 === 102 === We use clustering analysis to investigate the possible trends of share prices fluctuation for financial holding company in the Taiwanese stock market. Euclidean distance and recently proposed distance correlation are used as similarity measure for clustering anal...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/32505014052656089360 |
| Summary: | 碩士 === 靜宜大學 === 財務與計算數學系 === 102 === We use clustering analysis to investigate the possible trends of share prices fluctuation for financial holding company in the Taiwanese stock market. Euclidean distance and recently proposed distance correlation are used as similarity measure for clustering analysis. Lowess smoothing methods are used to smooth the fluctuation as well as visualization of the trends for share prices. Our clustering strategy is applied to financial industry to observe whether there exists subsequent linked effect to stocks within same cluster.
|
|---|