| 基于小波的股票收盘价分析 |
| |
| 引用本文： | 喻枫.基于小波的股票收盘价分析[J].襄樊职业技术学院学报,2007,6(5):42-44. |
| |
| 作者姓名： | 喻枫 |
| |
| 作者单位： | 襄樊职业技术学院,湖北,襄樊,441021 |
| |
| 摘 要： | 论文以上海航空股票157个交易日收盘价作为原始数据,用小波分析理论和Matlab为工具,采用coif5和db4小波对股票进行技术分析,结果表明:与传统分析方法相比,改进后的模型能得到更多的买卖信息,而且价差更大,效果显著,充分显示了小波分析在股市技术分析中的强大生命力。
|
| 关 键 词： | 小波变换 股票收盘价 买入信号 卖出信号 |
| 文章编号： | 1671-914X（2007）05-0042-03 |
| 修稿时间： | 2007-05-30 |
Analysis of the Stock Closing Price on the Basis of Wavelet Theory |
| |
| YU Feng.Analysis of the Stock Closing Price on the Basis of Wavelet Theory[J].Journal of Xiangfan Vocational and Technical College,2007,6(5):42-44. |
| |
| Authors: | YU Feng |
| |
| Institution: | Xiangfan Vocational and Technical College, Xiangfan Hubei 441021,China |
| |
| Abstract: | This paper has established the stock operation Model I-IV based on Matlab using the wavelets coif5 and db4 on the original stock price data of 600591 during 157 trade days from 10th Novemberm,2004 to 8th July.More information of buying and selling can be obtained,the price difference is great and the efficiency is notable compared with the traditional stock technical analysis method.These show fully that wavelet analysis has strong lifeblood in the stock technical analysis. |
| |
| Keywords: | Matlab |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
