Features extraction in the copper futures market of China based on DIV clustering method of interval data

@article{Meng2010FeaturesEI,
  title={Features extraction in the copper futures market of China based on DIV clustering method of interval data},
  author={Jie Meng},
  journal={Proceedings of the 29th Chinese Control Conference},
  year={2010},
  pages={5555-5558}
}
  • Jie Meng
  • Published in
    Proceedings of the 29th Chinese Control…
    2010
In futures market, daily trading records of numerous contracts compose a large scale database. How to integrate the mass data, extract the general features, and find out the underlying operational regularity of the market are significant to instruct the sound development of the market. For that research motivation, this paper utilizes the symbolic data analysis (SDA) methodology to model on the large scale database of the copper futures contracts in Shanghai Futures Exchange (SHFE). First… CONTINUE READING