| 时间序列分析方法在股票市场中的应用 |
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| 引用本文： | 翟志荣,白艳萍.时间序列分析方法在股票市场中的应用[J].太原师范学院学报(自然科学版),2011,10(1):38-40. |
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| 作者姓名： | 翟志荣 白艳萍 |
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| 作者单位： | 中北大学理学院,山西太原,030051 |
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| 摘 要： | 近年来预测股市的未来变化是一个热门的研究课题.文章从技术分析的角度出发,利用股票市场的基础数据作为研究的对象,建立相应的时间序列模型,并与BP网络算法比较,结果表明该时间序列方法对股市短期预测精度较高.
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| 关 键 词： | 时间序列 技术分析 BP网络 股票市场 |
The Application of Time Series Analysis Method in the Stock Market |
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| Zhai Zhirong,Bai Yanping.The Application of Time Series Analysis Method in the Stock Market[J].Journal of Taiyuan Normal University:Natural Science Edition,2011,10(1):38-40. |
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| Authors: | Zhai Zhirong Bai Yanping |
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| Institution: | Zhai Zhirong Bai Yanping(Department of Mathematics,North University of China,Taiyuan 030051,China) |
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| Abstract: | In recent years,predicting the future changes of the stock market is a hot topic of research.From the perspective of the technical analysis,using stock market data as the basis of the object of study,we establish corresponding time series model and compare them with BP neural network algorithm.It shows that time series method is of high accuracy for short-term forecast of stock market. |
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| Keywords: | time series technical analysis BP network stock market |
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