The canonical correlation analysis of interval data and its application in the stock market

A kind of advanced complicated data analysis technology - Symbolic Data Analysis (SDA) - has been used in this paper, regarding style indices of Chinese international trust & investment Co. (CITIC) as the research object, and the relationship between financial statement and market behavior in Chinese stock market is analyzed by using canonical correlation analysis method. The research result indicates that the relationship between financial statement and market behaviour in Chinese stock is significantly dependent, the status quo of yield, the ability to pay its debt, the capital management ability and the factor of value/growing-ability determine the behavior of stock, and behavior characteristics differ remarkably in different style indices and in different industries. The computational analysis has showed that, by the method of Symbolic Data Analysis, the research result is very consistent with the realistic characteristics of Chinese stock market, which proves that it is very effective to simplify the multidimensional dynamic data system with the help of SDA method.