Research on Comprehensive Analysis Method of Stock KDJ Index based on K-means Clustering
Baoyu Ding, Ling Li, Yunliang Zhu, Hui Liu, Junfeng Bao, Zezhu Yang
Available Online April 2019.
- https://doi.org/10.2991/icmeit-19.2019.78How to use a DOI?
- cluster analysis, K-means, KDJ index, stock analysis forecast.
- This paper proposed a K-means measure to cluster stocks, and predicted the investment of strong profitability objects through comprehensive analysis of KDJ indicators. The paper analyzed the clustering hierarchy diagram, as well as the inter-cluster similarity structure diagram of different cluster numbers. It is found that the clusters can be effectively distinguished for each type of stock. The comprehensive prediction precision of KDJ are better than each single index. The feasibility and effectiveness of the suggested method are verified by the example of the constituents of the CSI 800 Index. The quantitative investment model established by the analytical method in this paper has better prediction effect.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Baoyu Ding AU - Ling Li AU - Yunliang Zhu AU - Hui Liu AU - Junfeng Bao AU - Zezhu Yang PY - 2019/04 DA - 2019/04 TI - Research on Comprehensive Analysis Method of Stock KDJ Index based on K-means Clustering PB - Atlantis Press SP - 484 EP - 491 SN - 2352-538X UR - https://doi.org/10.2991/icmeit-19.2019.78 DO - https://doi.org/10.2991/icmeit-19.2019.78 ID - Ding2019/04 ER -