摘要
为了克服传统的股票分析方法的缺点,将独立成份分析方法用于分析影响股票走势和收益的因素。通过对几个大公司的历年K线数据的深入分析,该方法在一定程度上揭示了影响股票走势和收益的深层次的原因。这对建立和谐的金融体系、促进社会经济的良性发展以及创建和谐的社会都具有一定的现实意义。同时也表明了该方法还具有简单易行、容易理解、结果精确的特点。
In order to overcome the shortcoming ofthe traditional methods, independent component analysis （ICA） is used to analyse the factor that has influence on the trend of stocks and the returns of stocks. By analyzing the trend of the day-K-lines of the historical datum, this method shows the factor that influences the stock market and the returns. To some extent, it is important for constructing a harmonious society. At the same time, it is easy to understand and the result is precise.
出处
《计算机工程与设计》
CSCD
北大核心
2007年第6期1473-1476,共4页
Computer Engineering and Design
