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用分形方法预测股票价格

发表时间:2012-01-15  浏览量:18176  下载量:9046
全部作者: 吴莎莎,王仲君
作者单位: 武汉理工大学理学院
摘 要: 为克服大量分形现象无法用常维分形模型描述的困难,采用变维分形的概念预测股票价格,以避免对影响因素估计不准确而影响预测结果。针对实际应用中分形维数不恒定的问题,提出解决方案,并给出中国石化股票价格的预测实例。
关 键 词: 数理统计学;分形;分形维;预测;股票价格
Title: Forecasting stock prices by fractal methods
Author: WU Shasha, WANG Zhongjun
Organization: School of Science, Wuhan University of Technology
Abstract: A lot of fractal phenomena can’t be described by constant dimension fractal models. To resolve this problem, the paper adopts variable dimension fractals for forecasting stock prices in order to prevent the error of the results caused by inaccurate estimation of influence factors. Aiming to the problem that the fractal dimensions are not constant, the paper gives solution and takes China Petrochemical Corp stock price forecasting as an example.
Key words: mathematical statistics; fractals; fractal dimension; forecast; stock price
发表期数: 2012年1月第1期
引用格式: 吴莎莎,王仲君. 用分形方法预测股票价格[J]. 中国科技论文在线精品论文,2012,5(1):32-35.
 
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