| 基于股票市场交易数据流的场景记忆模型 |
| |
| 引用本文： | 于宁莉,易东云,刘海波,周润.基于股票市场交易数据流的场景记忆模型[J].系统工程,2006,24(10):67-71. |
| |
| 作者姓名： | 于宁莉 易东云 刘海波 周润 |
| |
| 作者单位： | 国防科学技术大学,数学与系统科学系,湖南,长沙,410073 |
| |
| 基金项目： | 国家自然科学基金;国家重点基础研究发展计划(973计划) |
| |
| 摘 要： | 设计一种基于场景记忆的多层推理模型，构造生活在高维资本市场内部交易数据流中的感知交易主体，从市场的内部研究市场的交易行为。把人脑的记忆机制巧妙地应用到股票市场，利用记忆、回忆等独特功能帮助投资者分析股市的变化趋势及特点，从而指导决策。通过计算机程序实验，我们设定的两种模式下的历史记忆情况清晰明了，并且该模式样本点的后续走势分布图有很大的参考价值。
|
| 关 键 词： | 股票市场 交易数据流 场景记忆 模式 |
| 文章编号： | 1001-4098（2006）10-0067-05 |
| 收稿时间： | 2006-05-19 |
| 修稿时间： | 2006-05-192006-08-31 |
Episodic Memory Model Based on Trade Data Stream in Stock Market |
| |
| YU Ning-li,YI Dong-yun,LIU Hai-bo,ZHOU Run.Episodic Memory Model Based on Trade Data Stream in Stock Market[J].Systems Engineering,2006,24(10):67-71. |
| |
| Authors: | YU Ning-li YI Dong-yun LIU Hai-bo ZHOU Run |
| |
| Institution: | National University of Defense Technology, Changsha 410073,China |
| |
| Abstract: | in this paper,we design a kind of multi-discursion model based on episodic memory, construct the trading agent living in the flow of trade data stream in high-dlmension capital market to research the market activeness inside. Apply memory mechanism of human brain skillfully to stock market, and help investors to analyze the change trade and trait of stock market by memory and recall, accordingly guide decision-making. According to the computer program, the preterit memory of the two pattern we designd exhibit explicitly, at the same time, the posterior distributing chart of those pattern dots have very important reference value. |
| |
| Keywords: | Stock Market Trade Data Stream Episodic Memory Pattern |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
