| 期货价格曲线模拟中确定分形插值垂直比例因子的方法研究 |
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| 引用本文： | 向炎春,龙伦海. 期货价格曲线模拟中确定分形插值垂直比例因子的方法研究[J]. 海南大学学报(自然科学版), 2009, 27(2): 123-125,128 |
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| 作者姓名： | 向炎春 龙伦海 |
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| 作者单位： | 海南大学信息科学技术学院,海南海口,570228;海南大学信息科学技术学院,海南海口,570228 |
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| 基金项目： | 海南省自然科学基金资助项目，海南省教育厅基金资助项目 |
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| 摘 要： | 找出了满足一定条件的分形插值函数的不动点，并通过假设某种理想状况推理出了各自由变量在模拟期货价格曲线时的表达式．通过调节最终得到了一种新的简洁的确定各自由变量的方法，最后以模拟一段具体的期货价格曲线为例对得到的结论进行了检验，取得了较好的效果．
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| 关 键 词： | 迭代函数系 分形插值函数 自由变量 期货价格曲线 |
Method to Get Vertical Scale Factor of Fractal Interpolation in Simulation of Futures Price Curve |
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| XIANG Yan-chun,LONG Lun-hai. Method to Get Vertical Scale Factor of Fractal Interpolation in Simulation of Futures Price Curve[J]. Natural Science Journal of Hainan University, 2009, 27(2): 123-125,128 |
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| Authors: | XIANG Yan-chun LONG Lun-hai |
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| Affiliation: | College of Information Science & Technology;Hainan University;Haikou 570228;China |
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| Abstract: | In the paper,the fixed points of interpolation functions satisfying some certain conditions were found out,and the expressions of all the free variables in simulating the Futures Curve was deduced by the assumption of an ideal situation.Then,a new simple method was got to determine the free variables through some regulations.Finally,the results were tested by simulating a certain Futures Price Curve. |
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| Keywords: | iterated function system interpolation function the free variables Futures price Curve |
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