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均匀设计抽样在股市投资决策上的应用
UNIFORM DESIGN SAMPLING AND ITS APPLICATION TO STOCK MARKET
【摘要】 本文首先给出了在区域D(b)={(x,y):0≤y≤x≤b}上的均匀设计抽样,以及利用均匀设计抽样求取函数在D的最大值的序贯方法,最后把此方法应用于股市的技术分析中,即把此序贯方法与股票的动态分析相结合,给出了在香港股市应用动态分析的最佳参数。
【Abstract】 This paper firstly provides the sample of uniform design sampling in the domain D(b)={(x,y):0≤y≤x≤b}, and then gives a sequential method to find the extreme value of a given function in domain D. Finally, combining this method with a technical analysis indexdynamic index this paper gets the best combination of that index’s parameters.
【关键词】 均匀设计;
均匀设计抽样;
动态指数;
恒生指数;
三角邻域;
【Key words】 Uniform design; uniform design sampling; dynamic index; Hangseng index; triangle-neighborhood;
【Key words】 Uniform design; uniform design sampling; dynamic index; Hangseng index; triangle-neighborhood;
- 【文献出处】 应用数学学报 ,Acta Mathematicae Applicatae Sinica , 编辑部邮箱 ,2001年02期
- 【分类号】F224
- 【被引频次】5
- 【下载频次】199