摘要
探讨把超球面模型（ＭＤＳＭ），一种基于定义了向量除法的多维空间的数据分析技术，应用于股票排序的可能性．ＭＤＳＭ把股票市场作为多维指数增长系统，用多元向量表示股市状态，并定义余弦向量的商为多维即时趋势，以表示股票市场的动态．
The MultiDimensional Sphere Model (MDSM), a new data analysis method based on multivariate space ( m space), is applied to stock market data for temporal dynamic analysis. MDSM uses multicomponent vectors ( m vector) to express the state of the market. The rotation of the vector is used to express the dynamics of the market. The quotient of the cosine values of the vectors is defined as Multivariate Instantaneous Trend (MIT), and the stocks are ranked by their trend values.
出处
《内蒙古大学学报（自然科学版）》
CAS
CSCD
1999年第3期312-315,共4页
Journal of Inner Mongolia University：Natural Science Edition
关键词
MDSM
超球面模型
股票回报率
排序
股票市场
MDSM, m space
m vector
multivariate instantaneous trend
ShangGao Index
System monitorying
multivariate exponential equation
