摘要
个股价格短期内的变化量一般可通过股票技术指标间接反映出来,且这些指标间有着一定的相关性;另外,股票价格模型具有Takagi-Sugeno(TS)模糊模型所研究问题的非线性、时变性特点,基于此,本研究将TS模糊模型与分析出的股票常用技术指标相结合进行股价预测。结果显示预测出的价格与股票实际价格近似一致,精度高,因此研究具有一定的实用价值。
In short term, the stock price changes has strong correlation with technical indexes, and stock price models have nonlinear and time-varying characteristics as Takagi-Sugeno（Abbr. TS） fuzzy model requires. We combine TS Model and common technical indexes in stock price predicting model. Appling TS fuzzy model, we have found that the predicting stock prices have a high degree of conformity with the stock history prices, so this study is of practical significance.
出处
《价值工程》
2013年第36期1-2,共2页
Value Engineering
基金
国家自然科学基金(71273131)
江苏省高校社科基金重点项目(2011ZDIXM052)
南航青年科技创新基金:W1063-GS
校人才科研启动经费:YAH11029
关键词
TS模糊模型
预测
个股股价
短期
Takagi-Sugeno Fuzzy Model
prediction
stock price
short term
