三次Hermite插值方法在证券投资分析中的应用

An Application of Cubic Hermit Interpolation in Stock Investment Analysis

利用三次Hermite插值公式给出了寻找曲线之间相似程度的算法,对于给定股票的任意一段曲线形状,文章利用该算法找出走势与之相似的股票,将原来只能寻找股价曲线满足特定形状(如W底)的股票的方法进行了推广,对于证券投资者来说是一个有效的工具.同时文章将相似算法应用于利用某只股票的历史走势来预测该股票价格的将来走势,具有有效的投资指导意义.实验证明,文章给出的算法是行之有效的.

This thesis give an algorithm based on piecewise cubic Hermit interpolation to find out the similax degree between two curves, which make us find some stocks whose price curves are the most similar to ones of the given stock in some given days. It＇s a more powerful tool for securities investor decision-making becuase it develops the old algorithm which is limited in special curves such as W-bottom. On the other hand, we can apply the algorithm to forecast the price trend of the given stocks. By expriment we show the algorithm is effective and simple.