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基于小波变换的股市上涨行情识别

Recognition of Rising Stock Market Based on Wavelet Transform
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摘要 针对传统技术分析在识别股市上涨行情时存在时间滞后和平滑程度难以掌握的缺点,提出一种基于小波变换的股市分析方法.利用小波变换的多分辨率分析特点,提取出股市数据的高频突变信息,并在相空间进行无延迟重构,从而真实、同步地揭示股市的内在变化规律。通过对沪深两市绩优股龙头五粮液进行实例分析,该方法准确且无时延地识别出上涨行情的演化过程,对指导投资者理性投资具有较强的实用价值. In regard to the defects of delay and uncontrol in traditional technology analysis of rising stock market, a sort of analyzing technique basing on wavelet transform is put forword. In order to reveal the internal rule of stock variety, using the multiresolution character of wavelet transform, the high frequency break information of stock data is distilled and reconstructed undelayed in phase-space .Through the instance analysis to the preferred stock 'Wu Liang Ye', the technique shows great precision on identifying the evolving process of rising market,and provides practical value to rational investors.
出处 《光电子技术与信息》 2003年第5期38-41,共4页 Optoelectronic Technology & Information
关键词 股市 上涨行情 小波变换 突变信息 stocks rising market wavelet transform breaking information
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参考文献3

  • 1中国证监会从业资格考试委员会办公室.证券投资分析[M].上海:上海财经大学出版社,2001..
  • 2Johnson M A. The Random Walk and Beyond:An Inside Guide to the Stock Market[M]. New York: John Wiley & Sons, 1988.
  • 3Meste O. Detection of late potentials by means of wavelet transform[J]. Proc.IEEE/EMBS Annual Conf, 1989:0028-0029.

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