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To Analyze Business Financial Status And Stock Price Swings By Method Of Fuzzy Clustering

Posted on:2012-03-03Degree:MasterType:Thesis
Country:ChinaCandidate:C B TanFull Text:PDF
GTID:2210330338962016Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
Fuzzy Sets Theory has been put fruitful use into many fields. And Cluster Analysis is a non-parametric statistics which calculates the distance of sample space based on the relevant data of the samples and then classifies the samples. Its' advantage is that the property of the samples can be analyzed without the samples submitting to some special distribution. Therefore, it's significant for the blooming of the real life.Recently, with the depth and breadth extending of the research, fuzzy clustering method is increasingly used to all aspects of social production and life. It, which has constantly been improved and solves numerous realistic issues, is becoming one of the most powerful instruments of scientific research.After investigating the financial situations of 9 listed non-ferrous metal companies of the stock markets of Shanghai and Shenzhen, the paper classifies them into 3 sorts via the fussy clustering method, and analyzes them dynamically on a quarterly basis. The financial situations and its improvements of the companies can be estimated via the analysis, which, in a certain degree, is helpful and directive for the investors (e.g. banks and other investment institutions).On the basis of analysis of their financial situations, considering the relevant factors such as the stock prices and turnover rates, the paper does further study. According to the clustering changes of the stocks, the paper, by means of dynamic clustering analysis, explores and distinguishes in advance the stocks which vary greatly in price,which, to some extent, is helpful and directive for the investors.The research will play important roles in practice. A new forecasting method of stock price movements will be discovered by means of changing the selected analytical index, and the fussy clustering method will be enriched and developed in theory and practice.
Keywords/Search Tags:Fuzzy Theory, Cluster Analysis, Stock Price, Fuzzy Forecasting
PDF Full Text Request
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