Symbolic analysis of Shanghai Stock Market returns

摘要：

Symbolic time series analysis method is introduced into the study of financial market returns. On the basis of symbolizing time series and coding the symbolic time series, the characteristics of symbolic series can be described by symbolic series histogram and symbolic tree. The method proposed is used to analyze the daily return characteristics of some indices of Shanghai Stock Market including Shanghai stock exchanges composite index, industrials index, commercial index, real estate index and utilities index.

作者: Mei Xu Chao Huang

作者单位: School of Management Tianjin University, TJU Tianjin, China

会议类型: 国际会议

会议名称: International Conference on Management and Service Science(2011年第五届管理与服务科学国际会议 MASS 2011)

会议地点: 武汉

会议语种:英文

页码: 1-4

在线出版日期: 2011-08-12（万方平台首次上网日期，不代表论文的发表时间）