DocumentCode
2970549
Title
Symbolic Analysis of Shanghai Stock Market Returns
Author
Xu, Mei ; Huang, Chao
Author_Institution
Sch. of Manage., Tianjin Univ., Tianjin, China
fYear
2011
fDate
12-14 Aug. 2011
Firstpage
1
Lastpage
4
Abstract
Symbolic time series analysis method is introduced into the study of financial market returns. On the basis of symbolizing time series and coding the symbolic time series, the characteristics of symbolic series can be described by symbolic series histogram and symbolic tree. The method proposed is used to analyze the daily return characteristics of some indices of Shanghai Stock Market including Shanghai stock exchange´s composite index, industrials index, commercial index, real estate index and utilities index.
Keywords
stock markets; time series; Shanghai Stock Market; commercial index; composite index; financial market returns; industrials index; real estate index; symbolic analysis; symbolic series histogram; symbolic time series analysis; symbolic tree; utilities index; Encoding; Histograms; Indexes; Noise; Probability; Stock markets; Time series analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Management and Service Science (MASS), 2011 International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-6579-8
Type
conf
DOI
10.1109/ICMSS.2011.5998564
Filename
5998564
Link To Document