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dc.contributor.advisor谭忠
dc.contributor.author吴文燚
dc.date.accessioned2018-12-05T01:40:21Z
dc.date.available2018-12-05T01:40:21Z
dc.date.issued2017-12-27
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/170036
dc.description.abstract随着社会的发展与科学的进步,人们的物质生活水平日益提高,股票投资也逐渐走进千家万户,成为人们生活密不可分的一部分。由于股票投资具有高收益的特点,使得人们对此趋之若鹜,但是伴随着股票的高收益,股票的高风险性也是不可忽视的一点。因此,如何科学地利用股票市场已有的信息来预测股票市场的变化,尽可能地规避风险与提高收益,也成为了一项重要的课题。 本文是基于灰色系统理论和支持向量机理论,以上证指数的周期数据为研究对象来展开研究的。股票市场中作为一种本征能量系统,包含有大量的历史数据,其高度非线性的特点又使得常用的线性回归方法难以奏效,因此我们采用的方法是灰色系统理论中的GM(1,1)模型,为了让模型更加...
dc.description.abstractWith the development of society and the progress of science, people's material standard of living is improving day by day, and the stock investment has gradually entered into thousands of households. Because the stock investment has the characteristic of high income, it makes people rush for it, but with the high income of the stock, the high risk of the stock can not be ignored. Therefore, how to...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=58277&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=60738
dc.subject股市预测
dc.subject灰色理论
dc.subject支持向量机
dc.subjectStock market forecast
dc.subjectGrey theory
dc.subjectSupport vector machine
dc.title基于灰色系统理论的股票市场模型预测及其改进
dc.title.alternativePrediction and improvement of stock market model based on Grey System Theory
dc.typethesis
dc.date.replied2017-05-26
dc.description.note学位:理学硕士
dc.description.note院系专业:数学科学学院_应用数学
dc.description.note学号:19020141152631


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