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  • 标题:Correlation Analysis on Increasing and Decreasing of Futures Price
  • 本地全文:下载
  • 作者:XingYu ; Wei Hu ; Zhenyan Li
  • 期刊名称:International Journal of Information and Communication Technology Research
  • 电子版ISSN:2223-4985
  • 出版年度:2012
  • 卷号:2
  • 期号:12
  • 出版社:IRPN Publishers
  • 摘要:To hold the mixed futures directly decide whether people can better profit in the futures trading of futures price, so it is more and more important to study the situation of futures price. In view of this situation, this article studies the degree of correlation and its classification of eight kinds of material which take the date provided by the Shanghai futures exchange for promise, it true and reliable response to these eight kinds of material change, and for the investors to continue futures operations provided a basis. Firstly, according to various materials of different contracts unified planning, through data processing and using means of various materials, all contracts of various materials represent a unified (Table 2 ). Then using of statistical methods in clustering analysis method to classify eight kinds of materials, combined with K means clustering algorithm, and using of SPSS and Matlab software to get the classification results as follows: The first class AL?AU?FU?RB Second kinds CU Third kinds RU?WR?ZN
  • 关键词:mean value method; cluster analysis; K means clustering algorithm; SPSS software; Matlab software
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