|
|||||
|
|
| 股票价格的分形拟合方法研究 | |
| 引用本文： | 刘卫霞,仝鑫,林勇.股票价格的分形拟合方法研究[J].数学的实践与认识,2011,41(2). |
| 作者姓名： | 刘卫霞 仝鑫 林勇 |
| 作者单位： | 1. 中国人民大学经济学院,北京,100872 2. 美国圣母大学,心理学系数量方向,美国 3. 中国人民大学,信息学院数学系,北京,100872 |
| 摘 要： | 主要研究股票价格的变化及对其拟合的方法.在介绍了关于分形和遗传算法的要点后,首先从理论上说明了分块分形插值的逆问题,进而做了具体的数据分析,对大量股票价格数据进行模拟,得到了较为满意的结果,说明这种方法是可行的. |
| 关 键 词： | 分块分形插值函数 确定性算法 遗传算法 |
Fractal Fitting Research on Stock Prices |
|
| LIU Wei-xia,TONG Xin,LIN Yong.Fractal Fitting Research on Stock Prices[J].Mathematics in Practice and Theory,2011,41(2). | |
| Authors: | LIU Wei-xia TONG Xin LIN Yong |
| Institution: | LIU Wei-xia~1,TONG Xin~2,LIN Yong~3 (1.School of Economics Renmin University of China,Beijing 100872,China) (2.Quantitatire Program,Department of Psychology,University of Notre Dame,USA) (3.School of informaion,Renmin Universiy of China,Chna) |
| Abstract: | This paper studies the law of stock market price and the fitting method of the price.After introducing the main point of fractal and Genetic Algorithm,the paper focuses on explaining the inverse problems of piecewise fractal interpolation theoretically at first. Then,using the method above,we analyze a large amount of stock-price data,calculate all the values of parameters,and get an image of the attractor.The result is satisfying,so it is clear that this algorithm is very effective. |
| Keywords: | pieawise fractal interpolation fnction deterministric algorithm genetic algorithm |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |