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Z.-C. Xu, Y.-C. Liang and X.-H. Shi, “Analysis Method of SOM-Based of Stock Clustering,” Computer Engineering and Design, Vol. 29, No. 9, 2008, pp. 2426-2428.

has been cited by the following article:

• TITLE: Clustering Analysis of Stocks of CSI 300 Index Based on Manifold Learning

  AUTHORS: Ruiling Liu, Hengjin Cai, Cheng Luo

  KEYWORDS: Manifold Learning; Isomap; Nonlinear Dimensionality Reduction; Stock Clustering

  JOURNAL NAME: Journal of Intelligent Learning Systems and Applications, Vol.4 No.2, May 23, 2012

  ABSTRACT: As an effective way in finding the underlying parameters of a high-dimension space, manifold learning is popular in nonlinear dimensionality reduction which makes high-dimensional data easily to be observed and analyzed. In this paper, Isomap, one of the most famous manifold learning algorithms, is applied to process closing prices of stocks of CSI 300 index from September 2009 to October 2011. Results indicate that Isomap algorithm not only reduces dimensionality of stock data successfully, but also classifies most stocks according to their trends efficiently.