摘要
提出采用技术指标构造特征空间,在特征空间上用模糊核聚类算法寻找股市规律的股市技术分析方法。对1997年以来的沪深大盘指数进行了实证分析检验,识别出了市场基本趋势的演化规律,显示出该方法具有长期预测市场发展方向的能力。
This paper presents a method of analyzing stocks by fuzzy core clustering in character space formed by techno-index. After Shanghai stock index and Shenzhen stock index since 1997 being analyzed, the method intelligent recognizes some rules of essence trends of stock markets and forecasts essence direction of stock markets, not only short - time but also long- time.
出处
《数理统计与管理》
CSSCI
北大核心
2006年第4期469-475,共7页
Journal of Applied Statistics and Management
关键词
股票
技术分析
聚类
长期预测
stock
technical analysis
clustering
long - time forecast
