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基于小波变换的股市技术分析模型与仿真
Model and Simulation of Technique Analysis in Stock Market Based on Wavelet Transformation
【摘要】 传统的移动平均线方法在指示股票最佳交易时刻时具有无法避免的时间滞后性。该文建立了股市技术分析中的移动平均与小波变换的数学模型 ,然后采用db5小波用股市数据进行仿真 ,所得结果明显优于移动平均线方法 ,显示了小波变换在股市技术分析中的应用价值
【Abstract】 MA method has its inevitable defect-time lag. In this paper, MA method and wavelet transformation models are established, then stock market data is simulated using db5 wavelet. The result shows the latter method is much better than MA method, which shows the practical value of wavelet transformation in technical analysis for the stock market.
【关键词】 小波变换;
股市;
技术分析;
模型;
仿真;
【Key words】 Wavelet transformation; Stock market; Technique analysis; Model; Simulation;
【Key words】 Wavelet transformation; Stock market; Technique analysis; Model; Simulation;
- 【文献出处】 计算机仿真 ,Computer Simulation , 编辑部邮箱 ,2003年04期
- 【分类号】TP391.9
- 【被引频次】8
- 【下载频次】195