摘要
从理论上建立了股票操作模型 -模型 ,并以小波分析和 Matlab为工具 ,采用coif5和 db4小波对股票进行技术分析 ,所得结果明显高出传统分析方法 。
Stock operation ModelⅠ-ModelⅣ have been established on theories and the wavelets oif5 and db4 based on Matlab have been used to operate discrete transform on the original stock price data of 600688 from 2000/7/27 to 2001/3/22 which sum 154 trade days. The low frequency parts are got to replace the traditional motive average lines to analyze the data, The price difference obtained approximately reach the best. These show fully that wavelets analysis has strong lifeblood in the stock technical analysis.
出处
《系统工程》
CSCD
北大核心
2001年第5期86-91,共6页
Systems Engineering
关键词
股票市场
小波分析
MATLAB
技术分析
Mathematical Model Matlab
Wavelets Transform
Stock Price Data
Buy or Sale Signal
