《计算机应用研究》|Application Research of Computers

缠论和相似灰色模型的预测方法在股价拐点预测中的研究应用

Research and application of prediction method based on entanglement theory and similar grey model in prediction of stock price inflection point

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作者 田红丽,李成群,闫会强
机构 河北工业大学 a.人工智能与数据科学学院;b.经济管理学院,天津 300130
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文章编号 1001-3695(2020)06-012-1666-04
DOI 10.19734/j.issn.1001-3695.2018.11.0904
摘要 针对股价拐点预测研究中拐点序列重构和振荡序列预测问题,提出一种缠论和相似灰色模型结合的预测方法。首先,在缠论基础上系统地给出序列重构的基本理论,再针对灰色理论在振荡序列中预测的不足,提出纵向残差和横向偏差相关系数与灰色理论相结合的相似灰色预测模型;然后利用纵向偏差—横向残差相关系数对历史数据进行匹配计算,得到预测误差最小的灰色模型参数,以加权求和的方式实现具有振荡特性的股价拐点预测。最后两组股价拐点预测实验表明,所归纳的序列重构理论是有效的,与其他常用灰色模型对比表明,相似灰色模型可有效提高振荡序列的预测精度。
关键词 拐点预测; 缠论; 灰色模型; 相关系数; 振荡序列
基金项目 河北省自然科学基金资助项目(F2017202145)
河北省高等学校创新创业教育教学改革研究与实践项目(2017CXCY012)
本文URL http://www.arocmag.com/article/01-2020-06-012.html
英文标题 Research and application of prediction method based on entanglement theory and similar grey model in prediction of stock price inflection point
作者英文名 Tian Hongli, Li Chengqun, Yan Huiqiang
机构英文名 a.School of Artificial Intelligence,b.School of Economics & Management,Hebei University of Technology,Tianjin 300130,China
英文摘要 Aiming at the problem of inflection point sequence reconstruction and oscillation sequence prediction in stock price inflection point prediction research, this paper proposed a prediction method combining entanglement theory and similar gray model. First, based on the entanglement theory, it systematically gave the basic theory of sequence reconstruction. Aiming at the shortcomings of grey theory prediction in oscillation sequence, it proposed a similar grey prediction model combining longitudinal residual and lateral deviation correlation coefficient with grey theory. Second, it used the longitudinal deviation-transverse residual correlation coefficient to calculate the historical data, and obtained the gray model parameters with the smallest prediction error. Then, it realized stock price inflection point prediction with oscillation characteristics by weighted summation. The last two sets of stock price inflection point prediction experiments show that the summarized sequence reconstruction theory is effective. Compared with other common gray models, the similar gray model can effectively improve the prediction accuracy of the oscillation sequence.
英文关键词 turning point prediction; entanglement theory; grey model; correlation coefficient; oscillating sequence
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收稿日期 2018/11/14
修回日期 2019/1/8
页码 1666-1669,1678
中图分类号 TP399
文献标志码 A