{"title":"基于k均值聚类的股票KDJ指数综合分析方法研究","authors":"Baoyu Ding, Ling Li, Yunliang Zhu, Hui Liu, Junfeng Bao, Zezhu Yang","doi":"10.2991/ICMEIT-19.2019.78","DOIUrl":null,"url":null,"abstract":"This paper proposed a K-means measure to cluster stocks, and predicted the investment of strong profitability objects through comprehensive analysis of KDJ indicators. The paper analyzed the clustering hierarchy diagram, as well as the inter-cluster similarity structure diagram of different cluster numbers. It is found that the clusters can be effectively distinguished for each type of stock. The comprehensive prediction precision of KDJ are better than each single index. The feasibility and effectiveness of the suggested method are verified by the example of the constituents of the CSI 800 Index. The quantitative investment model established by the analytical method in this paper has better prediction effect.","PeriodicalId":223458,"journal":{"name":"Proceedings of the 3rd International Conference on Mechatronics Engineering and Information Technology (ICMEIT 2019)","volume":"22 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"Research on Comprehensive Analysis Method of Stock KDJ Index based on K-means Clustering\",\"authors\":\"Baoyu Ding, Ling Li, Yunliang Zhu, Hui Liu, Junfeng Bao, Zezhu Yang\",\"doi\":\"10.2991/ICMEIT-19.2019.78\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper proposed a K-means measure to cluster stocks, and predicted the investment of strong profitability objects through comprehensive analysis of KDJ indicators. The paper analyzed the clustering hierarchy diagram, as well as the inter-cluster similarity structure diagram of different cluster numbers. It is found that the clusters can be effectively distinguished for each type of stock. The comprehensive prediction precision of KDJ are better than each single index. The feasibility and effectiveness of the suggested method are verified by the example of the constituents of the CSI 800 Index. The quantitative investment model established by the analytical method in this paper has better prediction effect.\",\"PeriodicalId\":223458,\"journal\":{\"name\":\"Proceedings of the 3rd International Conference on Mechatronics Engineering and Information Technology (ICMEIT 2019)\",\"volume\":\"22 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-04-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the 3rd International Conference on Mechatronics Engineering and Information Technology (ICMEIT 2019)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2991/ICMEIT-19.2019.78\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 3rd International Conference on Mechatronics Engineering and Information Technology (ICMEIT 2019)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2991/ICMEIT-19.2019.78","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Research on Comprehensive Analysis Method of Stock KDJ Index based on K-means Clustering
This paper proposed a K-means measure to cluster stocks, and predicted the investment of strong profitability objects through comprehensive analysis of KDJ indicators. The paper analyzed the clustering hierarchy diagram, as well as the inter-cluster similarity structure diagram of different cluster numbers. It is found that the clusters can be effectively distinguished for each type of stock. The comprehensive prediction precision of KDJ are better than each single index. The feasibility and effectiveness of the suggested method are verified by the example of the constituents of the CSI 800 Index. The quantitative investment model established by the analytical method in this paper has better prediction effect.