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本文基于数值分析软件MATLAB采用层次聚类法对股票进行分池,以便指导对强盈利能力对象的投资。通过获取大智慧中的财务数据,以深证A股为例验证了该方法的可行性和有效性。通过分析不同聚类数目的聚类结果簇层次结构图和簇间相似结构图,发现聚成8类时可以较好的对各类股票进行区分。该分析方法对于建立量化投资模型具有较大的实用价值。
In this paper, based on numerical analysis software MATLAB using hierarchical clustering method to pool stocks in order to guide the investment of strong profitability object. By obtaining the financial data of Great Wisdom, we take Shenzhen Stock Exchange A as an example to verify the feasibility and effectiveness of this method. By analyzing the cluster chart and the similar structure chart among clusters with different clustering numbers, it is found that all kinds of stocks can be distinguished better when they are clustered into 8 categories. This method has great practical value for establishing a quantitative investment model.