论文标题
证券交易所股票排名和二进制压缩编码
Stock exchange shares ranking and binary-ternary compressive coding
论文作者
论文摘要
本文提出了一种对交易所交易股票的投资吸引力进行排名的方法，该股票的投资风险与波动率指标无关，而与压缩时间序列变化的指标有关。该文章详细描述了排名算法，提供了一个示例，即对道琼斯股票指数中所有公司的股份进行排名。本文还比较了通过波动和压缩对这些股票进行排名的结果，并显示了第二个指标的优势，第二个指标的优势是使用历史财务数据的二元 - 局部压缩方法形成的。
This paper proposes a method for ranking the investment attractiveness of exchange-traded stocks where investment risk is not related to the volatility indicator but instead is related to the indicator of compression of the time series of price changes. The article describes in detail the ranking algorithm, provides an example of ranking the shares of all companies included in the Dow Jones stock index. The paper additionally compares the results of ranking these stocks by volatility and compression and also shows the strengths of the second indicator, which is formed using the method of binary-ternary compression of historical financial data.
