哈尔滨工程大学学报2011，Vol.32Issue(11)：1518-1521,4.DOI:10.3969/j.issn.1006-7043.2011.11.022
混沌映射同步的上市公司聚类分析
Clustering analysis of listed companies in stock market based on chaotic map synchronization
摘要
Abstract
Identification and clustering analysis for the listed companies in stock market is helpful to set down portfolio optimization strategies. In this paper, chaotic map clustering algorithm was used to establish correlated maps based on the stock prices of the listed companies, and the coupling strength associated with maps was related to the correlation coefficients of the financial time series. A pairwise clustering approach is applied to identify similarity of the listed companies which constituted Hang Seng mainland 25 index by using their stock prices. This empirical study shows that the simulation of a chaotic map dynamics leads to a natural partition of the data, since companies involving in the same industrial branch are usually grouped together.关键词
昆沌映射/聚类算法/上市公司/恒生中国内地25指数Key words
chaotic map/ clustering algorithms/ listed companies/ Hang Seng mainland 25 index分类
管理科学引用本文复制引用
李嵩松,惠晓峰..混沌映射同步的上市公司聚类分析[J].哈尔滨工程大学学报,2011,32(11):1518-1521,4.基金项目
国家自然科学基金资助项目(70773028) （70773028）
高等学校博士学科点专项科研基金资助项目(200802130048). （200802130048）
