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  • 标题:A Comparison Of K-Means And Fuzzy C-Means Clustering Methods For A Sample Of Gulf Cooperation Council Stock Markets
  • 作者:Salam Al-Augby ; Sebastian Majewski ; Agnieszka Majewska
  • 期刊名称:Folia Oeconomica Stetinensia
  • 印刷版ISSN:1730-4237
  • 电子版ISSN:1898-0198
  • 出版年度:2014
  • 卷号:14
  • 期号:2
  • 页码:19-36
  • DOI:10.1515/foli-2015-0001
  • 出版社:Walter de Gruyter GmbH
  • 摘要:

    The main goal of this article is to compare data-mining clustering methods (k-means and fuzzy c-means) based on a sample of banking and energy companies on the Gulf Cooperation Council (GCC) stock markets. We examined these companies for a pattern that reflected the effect of news on the bank sector’s stocks throughout October, November, and December 2012. Correlation coefficients and t-statistics for the good news indicator (GNI) and the bad news indicator (BNI) and financial factors, such as PER, PBV, DY and rate of return, were used as diagnostic variables for the clustering methods.

  • 关键词:news ; k-means ; GCC ; stock market ; fuzzy c-means JEL classification: A12 ; A13 ; C02 ; C63 ; G11
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