摘要
针对传统投资分析方法的局限性和一定程度的片面性 ,提出将遗传算法运用于股票短期投资分析 ,具体解释了染色体、适应值等参数在股市分析中的实际意义 ,并设计了选择、杂交、变异算子的使用方案 ,同时改进了算法——提出“伸展算子”.最后以上海股票市场为例 ,进行实证研究 ,通过实验数据和结果的分析 ,说明算法的有效性 .
In order to correct the locality and partiality in the classical analysis method for investment, a genetic algorithm used in short-term stock investment analysis is proposed. Significance of chromosome, adapt value parameter in the stock market is explained and an applied scheme of selection, crossbreed, and variation operator is designed. We propose an improved calculation method 'extended operator'. After application of the method in Shanghai stock market, it has been confirmed that the calculation method is correct and effective.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2003年第2期7-13,共7页
Systems Engineering-Theory & Practice
