The Study On Difference Between GEM And Main Board Listed Companies Based On Data Mining

GEM and main board are booming in China. Although the two markets’trading rules, investors and listed companies feature are different, but the twomarkets are consistent with Chinese market, we can identify characteristicssignificantly different between Main Board and GEM. And then we analyzedGEM business growth characteristics based on the different characteristics. Therewere provided some reference for the development of entrepreneurial ifrms.In this paper, we study the difference of Gem and main board byclassification and regression trees, random forests, and Bagging model. I irst, thispaper introduces the theory of data mining technology and its advantages in theapplication of this article. Secondly, it introduces the principle of the threemining algorithms; while building the index system model in order to achieve theclassification of the differences between the two markets and the differentcharacteristics; Finally, we select GEM and Shanghai and Shenzhen300stocks in2011and2012，respectively, as the training and test sets, we use the R to achievethe goal.For GEM and the Main Board, the classification results of the test setreached more than80%accuracy by three models. Classification methodsachieved the purpose of dimension reduction and got three significant differencesindicators. We analyzed the growth characteristics of GBM.