Dynamic Features Extraction in Soybean Futures Market of China
By applying symbolic data analysis (SDA), this paper investigates the dynamic features of soybean futures market of Dalian Commodity Exchange (DCE) during 2002 to 2004. First, interval data is created by classifying mass futures contracts as different years and different residual time to their deadlines; and then DIV clustering method is applied on these interval data which produces further simplified cubic time series table of interval symbolic data and greatly reduces the dimension of the sample space.Based on that, factor analysis of interval data is adopted to extract dynamic principal characteristics of soybean futures, which reduces the dimension of the variable space. The results of the case study, which are rightly coincident with the realities, verify the application value of SDA in analyzing mass, dynamic and complex data.
Mass data Soybean futures Cubic time series table Interval data Factor analysis
Meng Jie Wang Huiwen
School of Economics and Management, Beihang University, Beijing, P.R.China, 100083
国际会议
第六届管理学国际会议(Proceedings of ICM2007 the 6th International on Management)
武汉
英文
431-436
2007-08-03（万方平台首次上网日期，不代表论文的发表时间）