Advances in Economics, Management and Political Sciences

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Proceedings of the 2022 International Conference on Financial Technology and Business Analysis (ICFTBA 2022), Part 1

Series Vol. 5 , 23 April 2023


Open Access | Article

Effectiveness Analysis of Stock KDJ Indicator Method based on K-means Clustering

Linhui Qin * 1
1 Department of Accounting and Finance, Middlesex University, London, The Burroughs, Hendon, London, NW4 4BT

* Author to whom correspondence should be addressed.

Advances in Economics, Management and Political Sciences, Vol. 5, 101-108
Published 23 April 2023. © 2023 The Author(s). Published by EWA Publishing
This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Citation Linhui Qin. Effectiveness Analysis of Stock KDJ Indicator Method based on K-means Clustering. AEMPS (2023) Vol. 5: 101-108. DOI: 10.54254/2754-1169/5/20220068.

Abstract

The application of data mining technology expands various techniques in stock investment. Among them, cluster analysis is one of the common means to study stock technical indicators. There is a problem in the current cluster analysis of stock technical indicators -- the lack of validation of large-scale stock technical indicators data sets. Most of them are suitable for the comprehensive analysis of technical indicators of a single stock or multiple stocks. Aiming at this problem, this paper takes "the validity analysis of the large-scale stock KDJ index set method based on K-means clustering" as the theme. Firstly, the k-means clustering algorithm was used to construct a deep analysis model (KDJ-k-means) for the KDJ index set of the Shenzhen Index component data group. Secondly, the K, D and J index sets of 2697 constituent stocks of Shenzhen Composite Index are analyzed experimentally. Finally, the results of integrated data mining are obtained. The KDJ-k-means model is an optimization scheme based on the KDJ index set using clustering technology, which provides an intuitive and efficient visual application for deep analysis of large-scale stock data groups.

Keywords

cluster analysis, visualization, K-means algorithm, KDJ, data mining

References

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Data Availability

The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.

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Volume Title
Proceedings of the 2022 International Conference on Financial Technology and Business Analysis (ICFTBA 2022), Part 1
ISBN (Print)
978-1-915371-21-8
ISBN (Online)
978-1-915371-22-5
Published Date
23 April 2023
Series
Advances in Economics, Management and Political Sciences
ISSN (Print)
2754-1169
ISSN (Online)
2754-1177
DOI
10.54254/2754-1169/5/20220068
Copyright
23 April 2023
Open Access
This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited

Copyright © 2023 EWA Publishing. Unless Otherwise Stated