發(fā)布時(shí)間：2018-01-02 10:26

  本文關(guān)鍵詞：基于理性指標(biāo)的馬爾可夫鏈股市態(tài)勢(shì)預(yù)測(cè)方法　出處：《計(jì)算機(jī)工程與應(yīng)用》2017年22期 　論文類型：期刊論文

  更多相關(guān)文章： 理性指標(biāo) 馬爾可夫鏈 特征背離 主成分分析

【摘要】：由于股票市場(chǎng)存在人為擾動(dòng)性,使得基于情緒的股市預(yù)測(cè)算法效果不佳。針對(duì)股市的誘多誘空問題,提出一種基于理性指標(biāo)的馬爾可夫鏈股市態(tài)勢(shì)預(yù)測(cè)算法(RI_MCA)。提取股市的主要理性特征,并對(duì)這些理性特征進(jìn)行量化;通過主成分分析將這些理性特征融合成理性指標(biāo),并利用理性指標(biāo)獲取股市的買賣點(diǎn);將買賣點(diǎn)所對(duì)應(yīng)的股市狀態(tài)引入到馬爾可夫鏈中,實(shí)現(xiàn)股市態(tài)勢(shì)預(yù)測(cè)。在理性指標(biāo)和股市狀態(tài)相背離情況下會(huì)降低買賣點(diǎn)的可靠性,因而通過將特征背離引入到RI_MCA算法中提出了RICD_MCA算法,RICD_MCA算法根據(jù)特征背離程度對(duì)RI_MCA算法的結(jié)果進(jìn)行調(diào)整優(yōu)化。在上證指數(shù)上的實(shí)驗(yàn)比較與分析結(jié)果表明,RICD_MCA算法具有更高的預(yù)測(cè)精度。
[Abstract]:Due to the existence of the stock market disturbance, the stock market sentiment prediction algorithm based on the induced effect of poor Youkong stock market, put forward a prediction algorithm of Markov chain based on rational stock market trend index (RI_MCA). The main reason for feature extraction of the stock market, and to quantify these rational characteristics; through principal component analysis, the rational features into a rational and rational use of indicators, indicators of access to stock market trading; trading at the stock market will be introduced to the state in the Markov chain, prediction of stock market trend in the rational index and the stock market deviates from the state will lower reliability point of sale, so the characteristic deviation is introduced into RI_MCA algorithm is put forward according to the results of the RICD_MCA algorithm, RI_MCA algorithm on the deviation from the characteristics of the adjustment and optimization of the RICD_MCA algorithm. Compared with the Shanghai index on the experiment The analysis results show that the RICD_MCA algorithm has a higher prediction accuracy.

【作者單位】： 合肥工業(yè)大學(xué)計(jì)算機(jī)與信息學(xué)院;
【基金】：國(guó)家自然科學(xué)基金(No.61175051,No.61175033) 國(guó)家重點(diǎn)基礎(chǔ)研究發(fā)展規(guī)劃(973)(No.2013CB329604)
【分類號(hào)】：F832.51;O211.62
【正文快照】： 1引言股票市場(chǎng)是一個(gè)不穩(wěn)定的非線性動(dòng)態(tài)變化的復(fù)雜系統(tǒng)[1],有效地預(yù)測(cè)股市態(tài)勢(shì)是一個(gè)公開的難題[2]。同時(shí),由于股市存在人為擾動(dòng)現(xiàn)象,如誘多和誘空,使得股市的有效預(yù)測(cè)更加困難。技術(shù)指標(biāo)在股市態(tài)勢(shì)預(yù)測(cè)中起到了重要的作用,普通股民和投資機(jī)構(gòu)都會(huì)考慮技術(shù)因素;因而,研究者也，

本文編號(hào)：1368819