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《Journal of Beijing Technology and Business University(Social Science)》 2008-04
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Research on Monitoring Patten of Stock Index Futures in China

Cui Xiao-jian1 & Tong Wei-min2 (1.School of Management, Harbin Institute of Technology, Harbin, Heilongjiang 150001,China; 2.China Financial Futures Exchange Exchange Department, Shanghai 200122,China)  
On the point of issuing stock index futures in China market, the research on monitoring the manipulation behaviors of stock index futures becomes increasingly important. According to inherent noising, implicit periodicity, duality, multi-granularity and entity difference in the trading data of stock index futures, a "data-method-index" monitoring model has been established for stock index futures based on data mining. Moreover, this paper gives some suggestions on how to strengthen and innovate the monitoring system.
【Fund】: 国家自然科学基金资助项目(基金编号:70501009)
【CateGory Index】: F832.51
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