System Development & Application
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App. Res. of Comp. Printed Article
Vol. 38, 2021 No. 4
1108-1112,1118

Prediction method of stock market mutation point prediction with willingness calculation

Yao Hongliang
Dong Weiwei
Wang Hao
Yang Jing
School of Computer & Information, Hefei University of Technology, Hefei 230601, China
DOI: 10.19734/j.issn.1001-3695.2020.04.0140

Abstract

Because the traditional piecewise linear representation method does not consider the stock market data distribution changes, which leads to unreasonable segmentation. Meanwhile the locality of the stock market mutation point related characteristics makes the mutation point difficult to predict effectively. Therefore, based on the piecewise linear representation method, this paper proposed a prediction method of stock market mutation point with willingness calculation(WC-WSVM). Firstly, it gave a piecewise linear representation(V-PLR) method of volatility distribution change, and the volatility distribution change optimized the PLR segmentation threshold. Secondly, itextracted the stock market characteristics related to the main willingness to buy and sell stocks to quantify, using logistic regression(LR) to fuse the extracted features to obtain the willingness calculation results. Finally, it brought the willingness calculation results and the PLR-WSVM algorithm input features into the WSVM together, to predict the mutation point. Experimental results on real data show that the algorithm is more adaptable and the prediction accuracy is effectively improved.

Foundation Support

安徽省关键研究与开发计划资助项目(201904a05020073)
国家自然科学基金面上项目(61876206)

Publish Information

DOI: 10.19734/j.issn.1001-3695.2020.04.0140
Publish at: Application Research of Computers Printed Article, Vol. 38, 2021 No. 4
Section: System Development & Application
Pages: 1108-1112,1118
Serial Number: 1001-3695(2021)04-027-1108-05

Publish History

[2021-04-05] Printed Article

Cite This Article

姚宏亮, 董伟伟, 王浩, 等. 意愿计算的股市突变点预测方法 [J]. 计算机应用研究, 2021, 38 (4): 1108-1112,1118. (Yao Hongliang, Dong Weiwei, Wang Hao, et al. Prediction method of stock market mutation point prediction with willingness calculation [J]. Application Research of Computers, 2021, 38 (4): 1108-1112,1118. )

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  • Application Research of Computers Monthly Journal
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Application Research of Computers, founded in 1984, is an academic journal of computing technology sponsored by Sichuan Institute of Computer Sciences under the Science and Technology Department of Sichuan Province.

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