山东农业大学学报（自然科学版）Issue(z1)：102-105,4.DOI:10.3969/j.issn.1000-2324.2014.z.024
数据挖掘技术在证券中的应用教学
Teaching Application of Data Mining Technology in Stock
梁道雷 1张悦1
作者信息
- 1. 浙江理工大学理学院数学系，浙江 杭州 310018
- 折叠
摘要
Abstract
Based on 4A Teaching platform and in the teaching of data mining, the following research was done. Based on the closing price and technical indicators from September 21,2009 to April 24,2014 of Shanghai securities composite indexes. Firstly, this paper made the prediction and comparison to lowest price of the daily closing price of Shanghai securities composite indexes at minutes by using RBF neural network. By comparing the prediction results with actual values of Shanghai securities closing price, we find that the neutral network model has shown a satisfying performance in predicting the long-term stock trends. Based on the normalized data, the sum of squared errors is relatively small. Secondly, we get the Shang securities closing price and technical indicators are significantly related. We made analysis to technical indicators and get that three technical indicators RSI, DMI, FSL are not significantly related each other. On this basis, we construct a decision tree with RSI, DMI, FSL as described attribute and the Shanghai securities index closing price as the class attribute. Model results suggest that the maximum of information gain is RSI. And we can get the specific category programs.关键词
数据挖掘/教学研究/RBF神经网络/证券Key words
Data mining/teaching research/RBF neural network/stock分类
信息技术与安全科学引用本文复制引用
梁道雷,张悦..数据挖掘技术在证券中的应用教学[J].山东农业大学学报（自然科学版）,2014,(z1):102-105,4.
