金融市场数据挖掘

1——jiaweiHan2——1Intelligentminerfordata2SASdatamining——186396323200045——————1——23412341****yyy2***——————12****5——*********SAS**SAS——uniformseedseed[01]*————sj1sj22LogisticLogisticLogisticSASproclogisticdescendingdata=sasuser.sj00;modely=y1-y15/selection=stepwise;run;3ProbirProbitProbitProbitSASprocprobitdata=sasuser.sj1;classy;(Logistic)modely=x1-x6;run;),,,,(262221ttttyxxx−−−)()|1(661100xxxyPPααα+++Φ===::P0.1St46/56=82.146/55=83.6St428/504=84.9419/504=83.1)()|1(145.1489.4571.811310.28754.3454.6315.30654321zxyPPxxxxxxz−Φ===+−+−−+=4∑−=−−=iippyIppppyIlog)(loglog)(2211x0x0xx)(),(21yIyI)]()([)()(2211yIqyIqyIxgain+−=21,qq0x0x——****