摘要
建立了一个股票投资模型,该模型对定长移动平均在股价跌涨中的预测效果进行了分析,然后提出了变长移动平均算法和基于股价波动因子的卖出准则,并对其进行了模拟检验,其结果显示新的方法在盈利率和盈利概率上都明显优于定长移动平均的投资结果.
This article first presents a mathematical model of stock investment.The effect of fixed-length moving average system on predicting the trend of the stock price is analyzed.The variable-length moving average and selling rule based on price fluctuating factor are introduced.The simulation,results illustrate that new approaches are much better than the one based on fixed-length average both in profit ratio and profit probability of investment.
出处
《电子科技大学学报》
EI
CAS
CSCD
北大核心
2007年第S1期466-469,共4页
Journal of University of Electronic Science and Technology of China
基金
四川省教育厅自然科学基金重点项目([2006]A067)
关键词
变长移动平均
股价波动因子
卖出准则
盈利率
盈利概率
variable-length moving average
price fluctuating factor
selling rule
profit ratio
profit probability
