我国股指期货监控模式研究  

Research on Monitoring Patten of Stock Index Futures in China

作　　者：崔晓健[1] 佟伟民[2] 

机构地区：[1]哈尔滨工业大学管理学院,黑龙江哈尔滨150001 [2]中国金融期货交易所交易部,上海200122

出　　处：《北京工商大学学报（社会科学版）》2008年第4期60-63,共4页JOURNAL OF BEIJING TECHNOLOGY AND BUSINESS UNIVERSITY:SOCIAL SCIENCES

基　　金：国家自然科学基金资助项目(基金编号:70501009)

摘　　要：在我国股指期货推出之际,对股指期货操纵行为的监管研究也日益显得重要,根据股指期货交易数据的噪声性、隐周期性、二重性、多粒度性和实体差异性,我们建立了基于数据挖掘的股指期货"数据—方法—指标"的监控方法,并给出了加强体制和制度创新的建议。On the point of issuing stock index futures in China market, the research on monitoIing 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.

关 键 词：股指期货 监控 操纵 

分 类 号：F830.9[经济管理—金融学]