| 基于自组织算法的股市预测 |
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| 引用本文： | 俞海,刘庆伟. 基于自组织算法的股市预测[J]. 系统管理学报, 2005, 14(3): 231-234 |
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| 作者姓名： | 俞海 刘庆伟 |
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| 作者单位： | 1. 中国科学院,数学与系统科学研究院,北京,100080
2. 中国科学院,研究生院,北京,100039 |
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| 摘 要： | 在简要地介绍GMDH算法的基础上,讨论了基于自组织算法的股市预测问题。建立带移动平均的预测模型,使预测值可以逐个地得到。以上证指数为应用实例,实验结果表明了GMDH算法在股市预测中的有效性。
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| 关 键 词： | 数据分组处理方法 自组织算法 股市预测 上证指数 |
| 文章编号： | 1005-2542(2005)03-0231-04 |
| 修稿时间： | 2002-11-29 |
The Forecast of Stock Market Based on the Self-Organizing Algorithm |
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| YU Hai,Liu Qing-wei. The Forecast of Stock Market Based on the Self-Organizing Algorithm[J]. Systems Engineering Theory·Methodology·Applications, 2005, 14(3): 231-234 |
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| Authors: | YU Hai Liu Qing-wei |
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| Abstract: | On the base of a brief introduction of GMDH algorithm, this paper discusses the problems of the forecast of stock market based on the self-organizing algorithm. We set up the forecast model with move average variables, which can obtain forecast data one by one. The application of the model to forecasting the Shanghai compound index has shown that using GMDH algorithm in the forecast of stock market is efficient. |
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| Keywords: | group method of hading(GMDH) self-organizing algorithm forecast of stock market Shanghai compound index |
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