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边缘点分析方法是我们为了研究金融数据中蕴含的历史事件之间的相关性问题所提出的一种创新方法。该方法基于重构相空间理论,通过探测金融数据的递归图中历史数据之间的相近程度,把时间序列中点与点之间的关系问题转化为历史事件之间的关系问题,实现探测影响金融市场任一时间区域的重大历史事件的目的。本文,我们将此方法应用于美国股票市场的分析当中,得到的结果与现实情况很吻合。
Edge point analysis is an innovative method we propose to study the correlation between historical events implied in financial data. Based on the theory of reconstructed phase space, this method transforms the relationship between points and points in the time series into the relationship between historical events by detecting the similarities between the historical data in the recursive graph of financial data, The purpose of a major historical event in a financial market for any time zone. In this paper, we apply this method to the analysis of the U.S. stock market, and the results are in good agreement with the actual situation.