Stock market data analysis method based on key stock set identification

A stock market and data analysis technology, applied in the field of forecasting, which can solve problems such as inability to accurately estimate future changes in stock indices

Inactive Publication Date: 2013-08-07
NANJING UNIV
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  • Description
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  • Application Information

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Problems solved by technology

If there is a fair game, only based on the historical data and trend curve of the stock price index, the future changes of the stock index cannot be accurately estimated

Method used

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  • Stock market data analysis method based on key stock set identification
  • Stock market data analysis method based on key stock set identification
  • Stock market data analysis method based on key stock set identification

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Embodiment Construction

[0033] figure 1 Shown is the overall technical framework of the stock market data analysis method based on key stock set identification. The input of the method is the transaction data of all stocks in the stock market in the near future, and the output of the method is the quantitative forecast of the future trend of the stock market. The method of the present invention comprises three processing modules: first, according to the stock market transaction data, calculate the association relationship between the trading volume of the stock, and use the stock as a node and the association relationship as a side to construct a stock association network; then in the stock association network, iteratively The method uses a mature search algorithm to identify a key stock set; finally, according to the recent price trend of key stocks, with the trading volume as the weight, calculate the trend expectation of the market, and estimate the rising or falling trend of the market.

[0034]...

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Abstract

The invention discloses a stock market data analysis method based on key stock set identification. The method comprises the following steps that (1) data is collected, the association relationship among the stock trading volume is calculated, and a stock association network is built; (2) in the stock association network, a key stock set is identified by a search algorithm in an iteration mode; and (3) the market trend expectation is calculated by using the trading volume as the weight according to the key stock price trend. The method has the advantages that the association relationship among the stock trading volume is fully excavated, stocks which are in an active state and have an influence effect can be accurately judged according to the trading condition of the stock market, and the accuracy of the stock market trend prediction is improved. The calculation is simple, timeliness, flexibility and expansibility are realized, the historical data processing requirement can be regulated, and the method is suitable for conditions with great stock market data quantity and frequent stock trading changes.

Description

technical field [0001] The invention relates to a forecasting method, especially a method for accurately predicting market trends in the stock market; the method identifies key stocks that are currently active and influential based on the correlation between stock trading volumes, and completes the market forecast accordingly. Trend forecast. Background technique [0002] The general trend of the stock market is usually reflected in the changes of the stock price index. In order to calculate the stock price index, the common method is to select a representative group of stocks, and carry out weighted average or simple arithmetic average on the trading prices of these stocks according to the trading volume or the total value of the stock price, etc., based on the selected historical price baseline above, obtained by calculating the percentage of the current total market capitalization relative to the baseline total value. Common stock price indexes include the Dow Jones Ind...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/06
Inventor 顾庆李孔文陈道蓄
Owner NANJING UNIV
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