基于时序数据挖掘的期货分析与预测

Futures Analysis and Forecasting Based on Time-Series Data Mining

简述期货预测的发展过程,概述基于时间序列分析与挖掘的相关理论和量化模型,指出期货预测建模理论的发展趋势和模型实践的方向。

This paper first discusses the progress of future＇s price forecast, then describes the quantificational theories and models based on time-series data mining for futures forecasting, and finally indicates the trends of the modeling theory and the directions of modeling practice.