Clustering Analysis of Stocks of CSI 300 Index Based on Manifold Learning

Liu, Ruiling and Cai, Hengjin and Luo, Cheng (2012) Clustering Analysis of Stocks of CSI 300 Index Based on Manifold Learning. Journal of Intelligent Learning Systems and Applications, 04 (02). pp. 120-126. ISSN 2150-8402

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Abstract

As an effective way in finding the underlying parameters of a high-dimension space, manifold learning is popular in nonlinear dimensionality reduction which makes high-dimensional data easily to be observed and analyzed. In this paper, Isomap, one of the most famous manifold learning algorithms, is applied to process closing prices of stocks of CSI 300 index from September 2009 to October 2011. Results indicate that Isomap algorithm not only reduces dimensionality of stock data successfully, but also classifies most stocks according to their trends efficiently.

Item Type: Article
Subjects: STM Open Press > Engineering
Depositing User: Unnamed user with email support@stmopenpress.com
Date Deposited: 01 Feb 2023 07:48
Last Modified: 29 Jul 2024 10:48
URI: http://journal.submissionpages.com/id/eprint/198

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