%0 Journal Article
%T The Canonical Correlation Analysis of Interval Data and Its Application in the Stock Market<br>区间数据典型相关分析技术及其在股市分析中的应用
%A WANG Li-yuan
%A HU Yan
%A WANG Hui-wen
%A <br>王立元
%A 胡艳
%A 王惠文
%J 系统工程理论与实践
%D 2005
%I 
%X A kind of advanced complicated data analysis technology -Symbolic Data Analysis (SDA)-has been used in this paper, regarding style indices of Chinese international trust & investment company (CITIC) as the research object, and the relationship between financial statement and market behavior in Chinese stock market is analyzed by using canonical correlation analysis method. The research result indicates that the relationship between financial statement and market behaviour in Chinese stock is significantly dependent, the status quo of yield , the ability to pay its debt, the capital management ability and the factor of value/growing-ability determine the behavior of stock., and behavior characteristics differ remarkably in different style indices and in different industries. The computational analysis has showed that, by the method of Symbolic Data Analysis, the research result is very consistent with the realistic characteristics of Chinese stock market, which proves that it is very effective to simplify the multidimensional dynamic data system with the help of SDA method.
%K symbolic data analysis(SDA)
%K canonical correlation analysis
%K stock market
%K style indices<br>符号数据分析(SDA)
%K 典型相关分析
%K 股票市场
%K 风格指数
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=1C35B8818A8E280B&yid=2DD7160C83D0ACED&vid=C5154311167311FE&iid=CA4FD0336C81A37A&sid=1F199509C0B6C4D6&eid=76B5E24D6EC46B4B&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=17