摘要
提出一种基于混沌理论进行股票价格多步预测的方法 .只需要考虑系统是否混沌 ,然后依据混沌理论给出了进行股票价格多步预测明确的最大时间尺度 .
This paper proposed a new method for stock market forecast. The chaotic theory is used to discover chaos in stock price time series. By calculating its Lyapunov exponent we found the max steps we could predict the price of stock market.This method could also be used to other nonlinear system forecast.
出处
《信息与控制》
CSCD
北大核心
2000年第2期177-181,共5页
Information and Control
关键词
混沌理论
多步预测
股票市场
非线性系统
stock market forecast, chaotic theory, nonlinear system modeling
