计算机应用研究2016,Vol.33Issue(6):1637-1641,1647,6.DOI:10.3969/j.issn.1001-3695.2016.06.009
K 线能量计算的股市生命期态势预测方法
K line energy calculation method for stock market lifetime prediction
摘要
Abstract
In the stock market,K line feature is the causal information for the rise and fall of stock price.Stock price predic-tion model of support vector machine (SVM),which does not consider K line features,can not predict the stock trend effec-tively.Based on K line energy calculation,this paper put forward a lifetime support vector machine (LPF-SVM)algorithm, forecasting stock market situation.First,it extracted the typical K line,with the introduction of maturity and explosive force definition,obtained the K line feature of support vector machine algorithm (KLF-SVM).Then on the basis of KLF-SVM,it defined typical energy calculation model,gave a kind of SVM prediction algorithm for K line energy calculation.In order to predict the situation effectively,it introduced the lifetime concept of stock price volatility.The stage of lifetime of the stock price could be judged through the K line combination features,and then combing with the timing effect relationship of life stage,it gave a stock price trend prediction algorithm based on lifetime.The experimental results on the Shanghai and Shenz-hen data set show that,the LPF-SVMalgorithm can predict the rising and falling band of stock price effectively.关键词
K 线特征/孕育成熟度/爆发力/能量/股市生命期Key words
K line feature/maturity/explosive force/energy/lifetime of the stock分类
信息技术与安全科学引用本文复制引用
姚宏亮,周光辉,李俊照..K 线能量计算的股市生命期态势预测方法[J].计算机应用研究,2016,33(6):1637-1641,1647,6.基金项目
国家自然科学基金资助项目 ()