【作者】 方蕾；

【导师】 魏建国；

【作者基本信息】 武汉理工大学 ， 金融学， 2010， 硕士

【摘要】 自从1990上海交易所诞生以来,中国的股票市场可谓发展迅速。股票市场不仅在宏观经济调控、企业融资和社会资源配置等方面发挥着特定的作用,还为投资者创造了一个获得高额回报的机会。股票价格的研究和预测成为众多学者和投资者关注的焦点。然而,股票市场的复杂性、非线性、时变性和滞后性是我们面临的主要问题。20世纪80代以来,新技术、新理论的层出不穷为我们对股票市场行为的研究提供了新的有力工具。其中,模糊控制是一种在模糊数学的基本思想和理论的基础上利用人的控制经验(控制规则)来操纵系统工作的控制方式。众所周知,股票市场本身就是一个极其复杂的系统,它是一个由众多元素组成的集合体,股票价格的影响因素数不胜数,我们不知道这些因素影响有多大、何时影响、如何影响。像这样一种我们不能得到其精确数学模型的对象,采用模糊控制方法就可以针对性的解决。本文基于股票市场的模糊性特征的研究,为了实现计算机代替人进行股票投资决策,避免非理性操作,将模糊控制控制方法与技术分析中的移动平均线法相结合,设计出了股票投资的模糊控制器,并通过数学工具MATLAB对涉及的算法进行编程,使分析和计算过程简化,最后进行实例验证证实了该系统的可行性及精确性,给出具体的投资建议。本文的结构框架如下：第一章,主要介绍本课题的研究背景和研究意义,并对国内外研究现状进行了分析。第二章,主要介绍了模糊控制的基本理论、相关概念和目前应用的概况,初步阐述了模糊控制系统的构成,并指出了模糊控制方法在股票投资中所面临的问题。第三章,对我国股票市场模糊性特征的成因、表现及模糊控制方法应用于股票市场的必要性与可行性进行分析。第四章,具体介绍了什么是模糊控制系统以及本论文中所采用的相关股票技术指标——移动平均线。第五章,是本文的核心,对股票投资模糊控制器进行设计,并用Matlab编程来实现相关的算法,给出设计流程图。第六章,通过实例验证该系统的有效性及准确性,并给出具体的投资决策。最后一章是本文的结束语,指出创新点并对全文进行总结与展望。更多还原

【Abstract】 Since the founding of the Shanghai Stock Exchange in 1990, the development of China’s stock market can be described as rapid. The stock market not only has played a specific role in macroeconomic regulation and control, corporate finance, and social resources allocation, but also has created an opportunity for the investors to obtain high returns. Research and prediction of the stock price has become a focus of attention of many academics and investors. However, the complexity, nonlinearity, time variability and hysteresis quality of the stock market are the main problems we face. Since the 1980s, new technologies and new theories which come out in an unending flow have provided us powerful new tools for the research of the stock market behavior.Among them, fuzzy control is a controlled manner which controls the work of system based in the basic idea of fuzzy mathematics and theory. As we all know, the stock market itself is an extremely complex system, and a collection of many elements. The factors influencing the stock price are so numerous that we cannot know their extent, time and way of impact. Like this we can not get a precise mathematical model of the object, the fuzzy control method has specific solutions. In this paper, the ambiguity of the stock market is researched. In order to realize that computers can make a decision of stock investments instead of human being, and avoid the irrational transaction, this paper combines the method of fuzzy control with the moving average method of technique analysis, and designs a fuzzy control system for stock investments. Then, the algorithm involved is programmed by the mathematical tool Matlab, and so, the analysis and calculation is simplified. At last, we confirm that the system has a good feasibility and accuracy by an example, and point out the specific investment recommendations.The overall frame of the article is as follows:The first chapter mainly introduces the background and significance of this research, and analyzes the present situation of domestic and foreign research. The second chapter mainly introduces the basic theory, related concepts and overview of current applications of fuzzy control, initially describes the composition of fuzzy control system, and points out the issues facing of the fuzzy control method in the stock investment. The third chapter analyzes the causes and forms of expression of the characteristic of fuzziness, and researches the necessity and feasibility of the fuzzy control to be applied to the stock market. The fourth chapter shows the detailed description of the fuzzy control system and the moving average method of technique analysis used in the design. The fifth chapter is the core of this paper, a fuzzy control system for stock investments is designed, the algorithm involved is programmed by Matlab, and the flow chart of the design is showed. The sixth chapter we confirm that the system has a good feasibility and accuracy by an example, and point out the specific investment recommendations. The last chapter is the conclusion of this paper. It points out the innovations, and reveals the summary and outlook.更多还原