In the final chapter, we mine stock trading data using time series method, find out the model and outliers in the data and, at last, we show the more exact forecasting model and outlier mining method.
第五章利用时间序列的方法对证券交易数据进行了挖掘，找出了数据中的模式和异常，相对传统方法而言，给出了更精确的预测模型和异常挖掘方法。
A stock price plasticity model including high-frequency trading data is established by econometrical methods to analyze the theory of plasticity of stock price.
建立包含高频交易数据的股价塑性理论的计量经济模型。
A nonlinear statistical model which describes a relationship between the return and the relative rate of trading volume in stock market is presented in this paper.
本文提出了一个描述股市收益率与成交量变化率的关系的非线性统计模型。
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