【摘要】 本文把股票日收益率时间序列看作一维时间信号 ,构造了新的小波母函数作为滤波器 ,对此时间信号做滤波处理 ,消除了数据的奇异性 ,从而可以宏观地预测股票日收益率走势 .更多还原

【Abstract】 In this paper we consider stock market data as a one-dimension time signal and build a new band-limited mother wavelet function as the polish function. The continuous wavelet transform is used to filter the stock data in order to remove the singularity of the data. Then we can predict the trend of stock data from macroscopic aspect.更多还原