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中国股票市场的非线性确定性预测
引用本文:朱梅,王海燕. 中国股票市场的非线性确定性预测[J]. 安徽工程科技学院学报:自然科学版, 2004, 19(2): 10-13
作者姓名:朱梅  王海燕
作者单位:1. 安徽工程科技学院,应用数理系,安徽,芜湖,241000
2. 东南大学,经济管理学院系统工程研究所,江苏,南京,210096
摘    要:运用混沌动力学理论对上证综合指数进行非线性建模预测,首先相对于传统的取对数后相减的消除趋势方法采用对数线性去趋势方法,其次,用延迟重构技术计算得到嵌入维数和延迟时间间隔,预测结果表明所采用方法无论用局部线性预测法,还是用局部常数预测法或神经网络预测法都能更好地对股价指数进行预测,并初步推测了预测效果得到改进的原因.

关 键 词:股票  非线性  预测  中国  股票市场  非线性  定性预测  stock market  prediction  改进  预测效果  股价指数  神经网络  线性预测法  常数  局部  预测结果  延迟时间间隔  嵌入维数  计算  重构技术  去趋势  方法
文章编号:1672-2477(2004)02-0010-04
修稿时间:2003-09-11

Nonlinear deterministic prediction in stock market of China
ZHU Mei,WANG Hai-yan. Nonlinear deterministic prediction in stock market of China[J]. Journal of Anhui University of Technology and Science, 2004, 19(2): 10-13
Authors:ZHU Mei  WANG Hai-yan
Affiliation:ZHU Mei~1,WANG Hai-yan~2
Abstract:This paper predicted Shanghai Composite Index (SCI) using nonlinear predicting models based on chaos dynamics theory. We have made improvements to the prediction methods in reference[1]. At first, logarithmic linear detrend methods are applied, instead of the traditional ones. Then, the embedding dimension and time delay are obtained by reconstraction technique. Compared with previous ones, we find that the methods used in the paper can predict more precisely the price index of stock market. In the end, we analyze the factors influencing the predicting results in stock market of China.
Keywords:stock  nonlinear  prediction
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