摘要
提出了一种改进指数光滑模型——分段指数光滑模型,并用此模型对资产的未来收益率进行预测,实证发现此预测方法比移动平均预测有更好的效果.
An improving index smoothing model-Step Index Smoothing Model was put forward and the model was used to predict the future return ratio of asset.The analysis results indicated that the effects of method is better than that of moving mean prediction.
出处
《海南大学学报（自然科学版）》
CAS
2010年第3期233-236,共4页
Natural Science Journal of Hainan University
关键词
收益率
正态分布
移动平均预测
分段指数光滑模型
return ratio
normal distribution
moving mean prediction
step index smoothing model
