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1. WO2020113897 - CHINESE STOCK MARKET SCALE AND VALUE INDEX CONSTRUCTION METHOD

Publication Number WO/2020/113897
Publication Date 11.06.2020
International Application No. PCT/CN2019/084311
International Filing Date 25.04.2019
IPC
G06Q 40/04 2012.01
GPHYSICS
06COMPUTING; CALCULATING OR COUNTING
QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
40Finance; Insurance; Tax strategies; Processing of corporate or income taxes
04Exchange, e.g. stocks, commodities, derivatives or currency exchange
G06K 9/62 2006.01
GPHYSICS
06COMPUTING; CALCULATING OR COUNTING
KRECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
9Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
62Methods or arrangements for recognition using electronic means
CPC
G06K 9/6218
GPHYSICS
06COMPUTING; CALCULATING; COUNTING
KRECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
9Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
62Methods or arrangements for recognition using electronic means
6217Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation
6218Clustering techniques
G06K 9/6267
GPHYSICS
06COMPUTING; CALCULATING; COUNTING
KRECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
9Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
62Methods or arrangements for recognition using electronic means
6267Classification techniques
G06Q 30/0201
GPHYSICS
06COMPUTING; CALCULATING; COUNTING
QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
30Commerce, e.g. shopping or e-commerce
02Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
0201Market data gathering, market analysis or market modelling
G06Q 40/04
GPHYSICS
06COMPUTING; CALCULATING; COUNTING
QDATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
40Finance; Insurance; Tax strategies; Processing of corporate or income taxes
04Exchange, e.g. stocks, commodities, derivatives or currency exchange
Applicants
  • 上海鸣石投资管理有限公司 SHANGHAI MINGSHI INVESTMENT MANAGEMENT CO., LTD [CN]/[CN]
Inventors
  • 袁宇 YUAN, Yu
  • 刘佳楠 LIU, Jia'nan
  • 斯坦博·罗伯特 STAMBAUGH, Robert F.
Agents
  • 深圳市中科创为专利代理有限公司 SHENZHEN SHI ZHONGKECHUANGWEI ZHUANLI DAILI YOUXIAN GONGSI
Priority Data
201811472200.103.12.2018CN
Publication Language Chinese (ZH)
Filing Language Chinese (ZH)
Designated States
Title
(EN) CHINESE STOCK MARKET SCALE AND VALUE INDEX CONSTRUCTION METHOD
(FR) ÉCHELLE DE MARCHÉ BOURSIER CHINOIS ET PROCÉDÉ DE CONSTRUCTION D'INDICE DE VALEUR
(ZH) 一种中国股票市场规模和价值指数构建方法
Abstract
(EN)
Disclosed by the present invention is a Chinese stock market scale and value index construction method; in the present invention, Chinese stock A shares are divided according to scale, value, and like dimensions to construct several different indexes: small-scale value, medium-scale value, large-scale value, small-scale mixing, medium-scale mixing, large-scale mixing, small-scale growth, medium-scale growth, and large-scale growth; blocks of the A shares are subdivided such that same are more targeted so as to guide a stock market participant; at the same time, samples ranked at the bottom are discarded when samples of the index in the present application dynamically change such that the index thereof remains true.
(FR)
La présente invention concerne un procédé de construction d'indice de valeur et d'échelle de marché boursier chinois. Dans la présente invention, des actions A chinoises sont divisées en fonction de l'échelle, de la valeur, et des dimensions similaires pour construire plusieurs indices différents : une valeur à échelle réduite, une valeur à échelle moyenne, une valeur à grande échelle, un mélange à échelle réduite, un mélange à échelle moyenne, un mélange à grande échelle, une croissance à échelle réduite, une croissance à échelle moyenne et une croissance à grande échelle ; des blocs des actions A sont subdivisés de telle sorte que ceux-ci sont plus ciblés de façon à guider un participant au marché boursier ; en même temps, des échantillons classés au niveau du fond sont supprimés lorsque des échantillons de l'indice dans la présente application changent de manière dynamique de telle sorte que l'indice de celui-ci reste vrai.
(ZH)
本发明公开一种中国股票市场规模和价值指数构建方法,本发明将中国股票A股依据规模、价值等维度划分构建九个不同的指数:小规模价值、中规模价值、大规模价值、小规模混合、中规模混合、大规模混合、小规模成长、中规模成长、大规模成长,细分了A股的区块,使其更有针对性的用以指导股票市场参与者,同时,本申请中指数的样本动态变化,将排名靠后的加以剔除,使其指数保持真实。
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