CN106780017A - A kind of stock for aiding in selecting stocks is classified liveness computational methods - Google Patents
A kind of stock for aiding in selecting stocks is classified liveness computational methods Download PDFInfo
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- CN106780017A CN106780017A CN201611013122.XA CN201611013122A CN106780017A CN 106780017 A CN106780017 A CN 106780017A CN 201611013122 A CN201611013122 A CN 201611013122A CN 106780017 A CN106780017 A CN 106780017A
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Abstract
Liveness computational methods are classified the invention discloses a kind of stock for aiding in selecting stocks.Method quantifies to the ups and downs amplitude of stock first, and the statistics of occurrence number is then carried out to quantized value, finally by the classification liveness for calculating each interval number of times accounting and the cumulative accounting acquisition stock of forward direction.Selecting stocks when method can be used to aiding in after stock disaster to rebound, the aspect such as select stocks between strong correlation stock.
Description
Technical field
The present invention relates to stock certificate data digging technology field, work is classified more particularly, to a kind of stock for aiding in selecting stocks
Jerk computational methods.
Background technology
Shares turnover is one kind of popularity in the market index, and the chip that it shows market is changed hands within certain period
Situation.Usual turnover rate is higher, it is meant that the characteristic of stock of this strand is more active, is readily available, and also easily sells；Conversely, then characteristic of stock
It is more dull.Turnover rate stock higher is generally market fancy stock, but turnover rate stock counter investment risk high is also big, is situated between
It is fashionable to need with caution.
The height of turnover rate often means that so several situations：L the turnover rate of () stock is higher, it is meant that this stock
Trading for ticket is more active, and the wish that people buy this stock is higher, belongs to fancy stock；Conversely, the turnover rate of stock is lower, then
Show the few people's concern of this stock, belong to stock receiving little attention.(2) turnover rate is high generally means that stock circulation is good, passes in and out market ratio
It is easier to, is not in want to can't buy, the phenomenon that does not sell wanted, with stronger cashability.(3) by turnover rate with
The trend of stock prices is combined, and can make certain prediction and judgement to following share price.The turnover rate of certain stock flies up,
Exchange hand is amplified, and might mean that investor is largely buying, and share price may raise up therewith.If on certain stock continues
Rise after a period, turnover rate is again rapid to be risen, then might mean that some gainers want arbitrage, and share price may drop.
Shares turnover describes the active degree of stock from the frequency of transaction.The inventive method is by from the transaction width of stock
Spend to carry out the description of stock liveness, the classification liveness index for being proposed has the function similar with shares turnover index
With use investment risk.
The content of the invention
Liveness computational methods are classified the invention discloses a kind of stock for aiding in selecting stocks.Method is first to stock
Ups and downs amplitude is quantified, and the statistics of occurrence number is then carried out to quantized value, finally by the number of times accounting for calculating each interval
With the classification liveness that the cumulative accounting of forward direction obtains stock.Method can be used for aid in stock disaster after rebound when select stocks, strong correlation stock
The aspect such as select stocks between ticket.
The inventive method is a kind of new index calculating method, can be the provided auxiliary decision support of selecting stocks of user.
Assuming that stock list is S, S=[S1, S2,…,Si,…,Sm], m is the quantity of stock in stock pond, such as in China
The quantity of city's stock or the quantity of listed stock of the U.S..
For every stock Sm, m=1 ..., n, the inventive method calculates classification liveness and comprises the following steps that：
（1）Ups and downs amplitude to stock quantifies；
（2）The number of times that quantized value occurs is counted；
（3）The classification liveness of stock is obtained by the cumulative accounting of number of times accounting and forward direction for calculating each interval；
（4）Typical application is carried out to be classified liveness index.
Wherein, the process quantified to the ups and downs amplitude of stock of step (1) is specially：Since obtaining certain time point
（Such as on January 1st, 2005）Data, then the amount of increase and amount of decrease data to stock quantify, i.e., four houses five are carried out to ups and downs amplitude
Enter operation, form integer value；An array for stock amount of increase and amount of decrease integer value is so eventually formed.
Wherein, step (2) is counted to the number of times that quantized value occurs, and quantized value is taken absolute value first specially, this
A little absolute values have the interval integer in 11 kinds of situations, i.e. [0,10].One array for there are 11 grooves is set, and traversal advance versus decline is whole
Numerical value array, the occurrence number according to amount of increase and amount of decrease integer value absolute value carries out cumulative statistics, and is put into corresponding groove.
Wherein, the calculating process of the classification liveness of step (3) is divided into two sub-steps.
First, the interval number of times accounting situation of each statistics is calculated.The occurrence number that [0,10] each interval is obtained is divided by total
Occurrence number, obtains the number of times accounting value V in each intervalk, k=[0,10].Total occurrence number is the summation of each interval occurrence number.
If total occurrence number is too small, i.e., the stock belongs to just listing stock soon, then the classification liveness for skipping the stock is calculated.
Secondly, to cumulative accounting situation before calculating.Assuming that the quantized value of stock is represented with D, then | D |>=0 represents in groove 0
Forward direction adds up accounting, | D |>=1 represents the cumulative accounting of forward direction in groove 1, | D |>=j represents the cumulative accounting of forward direction in groove j, with this
Analogize.The calculating publicity of the respective value of the cumulative accounting of forward direction is：
The cumulative accounting of forward directions at different levels for finally obtaining is classification liveness.
Wherein, step (4) to be classified liveness index carries out typical application, specific to provide two kinds of typical application models.
（a）Selecting stocks when being rebounded after stock disaster.Classification liveness can be used to select least more preferable stock.When user
After many stocks of initial option, more good quality stocks are obtained followed by classification liveness relatively more at different levels.Most of situation
Under, if the classification liveness of stock is drawn as into a curve, curve will not intersect, and such case is easy to select, work at different levels
The comparative result of jerk is all consistent, selects liveness stock high.A few cases lower curve can intersect, and the two of curve intersection
Stock actually difference less, at this moment selects the classification high-grade middle liveness of liveness stock high.
（b）Selecting stocks between strong correlation stock.Strong correlation stock refer to stock in one aspect, such as long-term tendency, in the recent period
The aspects such as tendency, exchange hand tendency, similarity is very high, so that these stocks are divided into a class.Classification liveness can be used for
The selection of good quality stock in strong correlation stock class.According to user to the hobby of movement in stock and share amplitude, enlivening for a certain rank is selected
Degree, such as | D |>=2 liveness, after each stock in strong correlation stock class is calculated and sorted, picks out liveness maximum
Stock alternatively.
Brief description of the drawings
Fig. 1 is the flow chart that stock of the present invention for aiding in selecting stocks is classified liveness computational methods.
Fig. 2 is the result schematic diagram that classification liveness is calculated a certain stock based on the inventive method.Specially stock ten thousand
As a example by section -000002.
Specific embodiment
Below in conjunction with the accompanying drawings and example, the present invention is described in detail.
The inventive method defines a kind of stock liveness computational methods of classification, and is applied to after stock disaster when rebounding
Select stocks, the aspect such as select stocks between strong correlation stock.
Assuming that stock list is S, S=[S1, S2,…,Si,…,Sm], m is the quantity of stock in stock pond, such as in China
The quantity of city's stock or the quantity of listed stock of the U.S..
For every stock Sm, m=1 ..., n, its classification liveness specific calculation procedure it is as follows.
First, the ups and downs amplitude to stock quantifies.
Since obtaining certain time point（Such as on January 1st, 2005）Data, then to the amount of increase and amount of decrease data amount of carrying out of stock
Change, i.e., the operation that rounds up is carried out to ups and downs amplitude, form integer value；A stock amount of increase and amount of decrease integer value is so eventually formed
Array.
2nd, quantized value occurrence number statistics.
Because stock has amount of increase and amount of decrease to limit, the integer value after quantization has the interval integer in 21 kinds of situations, i.e. [- 10,10].It is right
Quantized value takes absolute value, and is at this moment only left the interval integer in 11 kinds of situations, i.e. [0,10].
One array for there are 11 grooves is set, advance versus decline width integer value array is traveled through, according to amount of increase and amount of decrease integer value absolute value
Occurrence number carry out cumulative statistics, and be put into corresponding groove.
3rd, classification liveness is calculated.
3.1 calculate each interval number of times accounting.
The occurrence number that [0,10] each interval is obtained obtains the number of times accounting value V in each interval divided by total occurrence numberk,
k=[0,10].Total occurrence number is the summation of each interval occurrence number.If total occurrence number is too small, i.e., the stock belongs on just
City's stock soon, the then classification liveness for skipping the stock is calculated.
3.2 calculate preceding to cumulative accounting.
Assuming that the quantized value of stock is represented with D, then | D |>=0 represents the cumulative accounting of forward direction in groove 0, | D |>=1 represents
The cumulative accounting of the forward direction of groove 1, | D |>=j represents the cumulative accounting of forward direction in groove j, by that analogy.
The calculating publicity of the cumulative accounting respective value of forward direction is：
…
By that analogy.
The cumulative accounting of forward directions at different levels for finally obtaining is classification liveness.Similar statistics is carried out to every other stock
Calculate, respectively obtain 11 classification liveness of rank.
4th, typical case's application of classification liveness index.
Selecting stocks when being rebounded after 4.1 stock disasters.
When stock market continuously slumps, or after a period of time is checked and regulated in bottom, next typically have bounce-back.Classification liveness can
For selecting least more preferable stock.
When user's initial option after many stock, obtain more excellent followed by classification liveness relatively more at different levels
Matter stock.In most cases, if the classification liveness of stock is drawn as into a curve, curve will not intersect, such case
It is easy to select, the comparative result of liveness at different levels is all consistent, selects liveness stock high.
A few cases lower curve can intersect, and two stocks actually difference of curve intersection less, is at this moment selected classification and lived
The high-grade middle liveness of jerk stock high.
Selecting stocks between 4.2 strong correlation stocks.
Strong correlation stock refer to stock in one aspect, in terms of such as long-term tendency, recent tendency, exchange hand tendency, phase
It is very high like degree, so that these stocks are divided into a class.After doing cluster calculation to stock, or carry out stock classification, then may be used
Form strong correlation stock class.
Classification liveness can be used for the selection of good quality stock in strong correlation stock class.According to user to movement in stock and share amplitude
Hobby, selects the liveness of a certain rank, such as | D |>=2 liveness, is calculated simultaneously each stock in strong correlation stock class
After sequence, the maximum stock of liveness is picked out alternatively.
In sum, the present invention proposes a kind of stock for aiding in selecting stocks and is classified liveness computational methods.Method institute
The classification liveness index of acquisition can be applied with being similar to the turnover rate index of stock, and it describes stock from different perspectives
Active degree, can be user provided auxiliary decision support of selecting stocks.
The inventive method is similarly applied to security class has the data of time series feature, such as fund, futures.Cause
This, although disclosing specific embodiments and the drawings of the invention for the purpose of illustration, its object is to help understand in of the invention
Hold and implement according to this, but it will be appreciated by those skilled in the art that：The essence of claim of the invention and appended is not being departed from
In god and scope, various replacements, to change and modifications all be impossible.Therefore, the present invention should not be limited to most preferred embodiment and
Accompanying drawing disclosure of that.Presently disclosed embodiment should be understood illustrative rather than it be claimed in all respects
Scope limitation.
Claims (3)
1. a kind of stock for aiding in selecting stocks is classified liveness computational methods, it is characterised in that methods described includes following step
Suddenly：
（1）Ups and downs amplitude to stock quantifies；
（2）The number of times that quantized value occurs is counted；
（3）The classification liveness of stock is obtained by the cumulative accounting of number of times accounting and forward direction for calculating each interval；
（4）Typical application is carried out to be classified liveness index.
2. a kind of stock for aiding in selecting stocks according to claim 1 is classified liveness computational methods, it is characterised in that
Classification liveness index is not finally a numerical value, a but array, and each value of array represents forward direction of each classification
Cumulative accounting situation.
3. a kind of stock for aiding in selecting stocks according to claim 1 is classified liveness computational methods, it is characterised in that
Will classification liveness index when being used to select stocks, be classified liveness between different stocks be relatively by being drawn as curve, and
Whether afterwards difference judgement treatment is carried out according to the intersecting two kinds of situations in interval.
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| CN201611013122.XA CN106780017A (en) | 2016-11-18 | 2016-11-18 | A kind of stock for aiding in selecting stocks is classified liveness computational methods |
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| CN201611013122.XA CN106780017A (en) | 2016-11-18 | 2016-11-18 | A kind of stock for aiding in selecting stocks is classified liveness computational methods |
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Cited By (1)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| WO2019205381A1 (en) * | 2018-04-28 | 2019-10-31 | 平安科技（深圳）有限公司 | Stock screening method and device, and computer-readable storage medium |
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- 2016-11-18 CN CN201611013122.XA patent/CN106780017A/en active Pending
Cited By (1)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| WO2019205381A1 (en) * | 2018-04-28 | 2019-10-31 | 平安科技（深圳）有限公司 | Stock screening method and device, and computer-readable storage medium |
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