正在加载图片...
第3期 吴朝阳:改进的灰色模型与ARMA模型的股指预测 .281. MA模型的组合模型, gray system and its application to population forecasting [J].Mathematics in Practice and Theory,2002,32(5): 参考文献: 813-820. [1]朱宁,徐标,仝殿波.上证指数的时间序列预测模型[J刀· [8]邓聚龙.灰色系统基本方法[M].武汉:华中理工大学出 桂林电子工业学院学报,2006,26(2):124-128. 版杜,1988. ZHU Ning,XU Biao,TONG Dianbo.Time-series predic- [9]袁嘉祖.灰色系统理论及其应用[M].北京:科学出版 tion model of Shanghai composite index[J].Journal of Gui- 社,1991. lin University of Electronic Technology,2006,26(2):124- [10]李国平,林敬松.一种改进的灰色模型在股票价格中的 128. 应用[J].商场现代化,2005(10):188-189, [2]POTERBA J M,SUMMERS L H.The persistence of volatil- [11]刘虹,张岐山.基于微粒群算法的GM(1,1,λ)模型的 ity and stock market fluctuations[J].American Economic 机械产品寿命预测[J].机械设计,2007,24(10):4- Review,1986,76:1143-1151. 5,61. [3]郭宁,向凤红.灰色理论和神经元网络在证券市场中的 LIU Hong,ZHANG Qishan.Life-span prediction on me- 应用[J].自动化技术与应用,2008,27(10):13. chanical products of GM (1,1,A)model based on particle GUO Ning,XIANG Fenghong.Application of grey model swarm algorithm[J].Journal of Machine Design,2007, and neural network in the stock-market[J].Techniques of 24(10):4-5,61. Automation and Applications,2008,27(10):1-3. [12]谢开贵,李春燕,周家启.基于遗传算法的GM(1,1,λ) 4]FRENCH K R.SCHWERT G W,STAMHAUGH R F.Ex- 模型[J].系统工程学报,2000,15(2):168-172. pected stock returs and volatility[J].Journal of Financial XIE Kaigui,LI Chunyan,ZHOU Jiaqi.Gray model (GM Economics,1987,19:3-29. (1,1,A))based on genetic algorithm[J].Journal of Sys- [5]李国平,于广青,陈森发.中国股票价格灰色预测研究综 tems Engineering,2000,15(2):168-172. 述[J].东南大学学报:哲学社会科学版,2005,7(2): [13]陈举华,史岩彬,沈学会.GM优化方法在机械系统寿 28-30,126. 命预测中的应用[J].山东大学学报:工学版,2003,33 LI Guoping,YU Guangqing,CHEN Senfa.A review of re- (4):379-381. search on stock price gray forecast in China[J].Journal of CHEN Juhua,SHI Yanbin,SHEN Xuehui.Application of Southeast University:Philosophy and Social Science,2005, GM(1,1,methods in the life prediction of mechani- 7(2):28-30,126. cal systems J].Joumal of Shandong University:Engi- [6]吴庚申,染平,龙新峰.基于GM-ARMA的年电力负荷组 neering Science,2003,33(4):379-381. 合模型[J].湖北电力,2005,29(2):21-23. 作者简介: WU Gengshen,LIANG Ping,LONG Xinfeng.An annual 吴朝阳,男,1975年生,工程师,主 electric consumption combined model based on GM-ARMA 要研究方向为灰色理论、时间序列和小 [J].Hubei Electric Power,2005,29(2):21-23. 波变换的股票预测。 [7]郝永红,王学萌.灰色动态模型及其在人口预测中的应 用[J].数学的实践与认识,2002,32(5):813820. HAO Yonghong,WANG Xuemeng.The dynamic model of
<<向上翻页
©2008-现在 cucdc.com 高等教育资讯网 版权所有