| 证券市场信息熵技术指标构建与应用 |
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| 引用本文： | 王保山,邵明星,丁爱亮,徐炳振.证券市场信息熵技术指标构建与应用[J].宁波大学学报(理工版),2012,25(3):79-82. |
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| 作者姓名： | 王保山 邵明星 丁爱亮 徐炳振 |
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| 作者单位： | 宁波大学理学院,浙江宁波,315211 |
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| 基金项目： | 基金项目:国家自然科学基金 |
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| 摘 要： | 选取上证每个交易日的日线数据，并对其进行统计分析．首先利用小波降噪技术，得出信息熵技术指标，然后适当选取信息熵阈值进行分析，得出价格走势以及市场特点对应的信息熵指标，进而指出其对长线投资信息熵技术指标的应用具有很好的参考价值．
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| 关 键 词： | 信息熵 小波分析 熵阈值 |
Construction and Application of Information Entropy Index for Securities Market |
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| WANG Bao-shan,SHAO Ming-xing,DING Ai-liang,XU Bing-zhen.Construction and Application of Information Entropy Index for Securities Market[J].Journal of Ningbo University(Natural Science and Engineering Edition),2012,25(3):79-82. |
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| Authors: | WANG Bao-shan SHAO Ming-xing DING Ai-liang XU Bing-zhen |
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| Institution: | *(Faculty of Science,Ningbo University,Ningbo 315211,China) |
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| Abstract: | This article selects the data from each trading day of Shanghai Securities to conduct statistical analysis.First,we use the wavelet technique with noise reduction to obtain the information entropy of technical indicators,and then choose the appropriate information entropy threshold for carrying out the analysis.In so doing,we come up with the corresponding information entropy index of the price movements and market characteristics. |
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| Keywords: | information entropy wavelet analysis entropy threshold |
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