高级检索

    陈月军, 王行愚, 林大正, 刘益民. 基于模拟退火原理的模糊C-均值聚类在证券市场中的应用[J]. 华东理工大学学报(自然科学版), 2005, (4): 538-541.
    引用本文: 陈月军, 王行愚, 林大正, 刘益民. 基于模拟退火原理的模糊C-均值聚类在证券市场中的应用[J]. 华东理工大学学报(自然科学版), 2005, (4): 538-541.
    Application of Fuzzy C-Means Clustering Based on Simulated Annealing to Stock Market[J]. Journal of East China University of Science and Technology, 2005, (4): 538-541.
    Citation: Application of Fuzzy C-Means Clustering Based on Simulated Annealing to Stock Market[J]. Journal of East China University of Science and Technology, 2005, (4): 538-541.

    基于模拟退火原理的模糊C-均值聚类在证券市场中的应用

    Application of Fuzzy C-Means Clustering Based on Simulated Annealing to Stock Market

    • 摘要: 通过将模拟退火技术与模糊C-均值聚类相结合,提出了一种新的具有全局优化的模糊C-均值聚类算法,用于解决一般动态聚类方法中聚类结果对初始中心的敏感性问题。利用该方法,对上证50指数分类,并对分类结果的特征进行了分析。仿真结果表明该方法是一个具有全局最优解聚类方法。

       

      Abstract: A new fuzzy C-means algorithm based on simulated annealing is presented. The problem of sensitivity with initial clustering center is solved by the global optimization capable of simulated annealing. This paper analyzes the Index 50 of SSE by the clustering model. The paper also studies their characteristics respectively. The performance of the proposed method is demonstrated by an example.

       

    /

    返回文章
    返回