A Method Based on Independent Component Analysis Used for Stock Market Analysis

To study the independent component analysis for stock market analysis,the paper first introduced the theory of independent component analysis,then introduced a specific algorithm——Fastica algorithm.In order to analyze the factors influencing the stock turnover,the ICA separation experiments were performed for several stocks′ turnover,and experimental results are analyzed to find some important factors which affect the volume of stock transactions.The reaslt demonstrated that ICA is an effective means to reveal the hidden reasons,and is very suitable for the analysis of the stock market.