A number of statistical triggers are present in the x3 standard . they should be sufficient for normal operation . they exist for all transactional data ( orders , invoices etc 在x3标准功能中推出了大量的统计触发器。他们足够用来一般统计用的，几乎覆盖所有的交易数据，如订单，发票等。
We use ac to get some predictive patterns from share price , and then use these patterns to forecast the share price , and simulation results indicate this mining method is valid 将ac算法用于预测股价的发展趋势,是从局部的角度来挖掘交易数据中的信息,有别于以往传统计量经济学的全局性模型。
According to the characteristics of customer ' s transaction database , a novel customer temporal sequence association rules mining method was proposed which was based on prefix projected accumulation tree 摘要针对客户交易数据的特点，提出了一种基于前缀映射累加树的客户时序关联规则发现方法。
It is an expensive proposition to bring in direct exchange feeds , to develop and maintain the systems that are needed to decode and normalize the various exchange protocols so your application engines can make sense of the data 采用交易数据直接交换是昂贵的，需要开发和维护系统以解码各种协议，这样系统才能识别数据。
We carry out the theoretical research for liquidity in continuous auction market and the empirical study using china hu - shen stock exchanges " trade data in this dissertation 本文对连续竞价市场的流动性展开理论研究，并且利用中国沪深股市的交易数据进行了实证研究，将该问题的理论与实证结合在一起，对其进行了比较完整的阐述。
Using tick - by - tick trade and quote data around the onset of reduction in minimum tick size of shanghai closed - end funds , we examine the impact of the reduction in minimum tick size on market quality 本文利用上海封闭式基金最小报价单位“分改厘”之前与之后的分笔交易数据，考查了最小报价单位的减小对上海封闭式基金市场质量的影响。
In the final chapter , we mine stock trading data using time series method , find out the model and outliers in the data and , at last , we show the more exact forecasting model and outlier mining method 第五章利用时间序列的方法对证券交易数据进行了挖掘,找出了数据中的模式和异常,相对传统方法而言,给出了更精确的预测模型和异常挖掘方法。
This paper explores the liquidity difference between on - the - run and off - the - run treasury securities of 7 - year and 10 - year notes listed on shanghai stock exchange , using intra - day trading data from shanghai stock exchange 本文选择在上海证券交易所上市交易的7年期， 10年期和20年期国债，利用日内交易数据，实证研究了新券与旧券的流动性问题。
