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用分形方法预测股票价格

Using fractal methods in stock price

中文摘要英文摘要

在分形方法中,分维数为常量,而自然界根本不存在严格满足这种分形关系的现象。因此大量的分形现象都无法用常维分形模型来描述。为克服这一困难,本文采用了变维分形的概念来预测股票价格,以避免对影响因素估计不准确而影响预测结果。针对实际应用中分形维数不恒定的问题,提出了解决方案,并给出中国石化股票价格的预测实例。

In fractal methods,the fractal demensions are costants.However it doesn‘t exist the phenomenon of fractal connection at all in the natural world. So a lot of fractal phenomenon can’t be described by costant demesion fractal models.To resolve the problem that the fractal demension doesn‘t hold the line in practice,the paper gives the solution and takes China Petrochemical Corp price forecasting as an example.

吴莎莎、王仲君

数学财政、金融

分形分形维预测股票价格

fractalsfractal demensionforcastestock price

吴莎莎,王仲君.用分形方法预测股票价格[EB/OL].(2010-07-09)[2025-08-02].http://www.paper.edu.cn/releasepaper/content/201007-185.点此复制

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