Clustering in stock market based on fractal theory

Author

Xiu, Zeng ; Hong, Peng ; Zhen, Zeng

Author_Institution

Dept. of Comput. Sci. & Inf. Technol., Guangzhou Maritime Coll., Guangzhou, China

Volume

1

fYear

2009

fDate

12-15 July 2009

Firstpage

161

Lastpage

164

Abstract

The K-line, which reflects the trend of stock, is fractal graphics with a stable fractal dimension; we use the stable fractal dimension as an important parameter in the research of stock cluster analysis. We have made an empirical research on the A-stock market of Shanghai. And the result shows that the same kind of stocks, which is clustered by the stock fractal theory, has an extremely similar trend. The method of stock clustering is very empirical, and the user can cluster stocks into different kinds according to the various given threshold of T. Thus, the character of the stocks can be found through analysis, and the investor will know how to operate in the stock market to avoid losing money.

Keywords

fractals; pattern clustering; stock markets; K-line; fractal graphics; stable fractal dimension; stock fractal theory; stock market clustering; Computer graphics; Computer science; Cybernetics; Educational institutions; Euclidean distance; Fractals; Information technology; Machine learning; Relays; Stock markets; Clustering; Fractal dimension; Self-coherence function; Stock market;

fLanguage

English

Publisher

ieee

Conference_Titel

Machine Learning and Cybernetics, 2009 International Conference on

Conference_Location

Baoding

Print_ISBN

978-1-4244-3702-3

Electronic_ISBN

978-1-4244-3703-0

Type

conf

DOI

10.1109/ICMLC.2009.5212496

Filename

5212496