| Autor: |
Bock, H. -H., Gaul, W., Vichi, M., Arabie, Ph., Baier, D., Critchley, F., Decker, R., Diday, E., Greenacre, M., Lauro, C., Meulman, J., Monari, P., Nishisato, S., Ohsumi, N., Opitz, O., Ritter, G., Schader, M., Weihs, C., Brito, Paula, Cucumel, Guy |
| Zdroj: |
Selected Contributions in Data Analysis & Classification; 2007, p619-627, 9p |
| Abstrakt: |
By applying Symbolic Data Analysis (SDA), this paper investigates the dynamic features of soybean futures market of Dalian Commodity Exchange (DCE) of China during 2002 to 2004. First, interval data is created by classifying mass futures contracts by different years and different maturity dates; and then DIV clustering method is applied on these interval data which produces further simplified three-way interval symbolic data and greatly reduces the sample size. Based on that, factor analysis of interval data is adopted to extract dynamic principal characteristics of soybean futures, which reduces the dimension of the variable space. The results of the empirical research, which are rightly coincident with the realities, verify the application value of SDA in analyzing mass, dynamic and complex data. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
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