| 基于模糊-遗传杂合算法对证券投资市场时机预测的研究 |
| |
| 引用本文： | 李波,张世英.基于模糊-遗传杂合算法对证券投资市场时机预测的研究[J].天津大学学报(英文版),2000,6(1):28-31. |
| |
| 作者姓名： | 李波 张世英 |
| |
| 作者单位： | 天津大学管理学院,天津,300072 |
| |
| 基金项目： | National Natural Science Foundation of China!(No.69874 0 2 8) |
| |
| 摘 要： | 基于证券市场和国家经济数据密切相关的思想提出一种根据国家综合经济数据对证券投资市场时机进行指导预测的方法 .采用模糊逻辑和遗传算法相结合来描述综合经济数据和各种资产类之间的相关关系 ,模糊逻辑表征经济数据的上下波动在多大程度上影响这种相关关系预测的准确性 ,而遗传算法的全局搜索能力保证得到综合经济数据与证券投资之间在最小风险条件下的投资时机决策关系 .最后 ,用该方法对股市实例进行仿真实验 ,得到较为理想的结果
|
| 关 键 词： | 模糊逻辑 遗传算法 证券投资 市场时机 经济数据 |
FUZZY-GENETIC HYBRID ALGORITHM FOR MARKET TIMING PREDICTION OF STOCK INVESTMENT |
| |
| LI Bo,ZHANG Shi-ying.FUZZY-GENETIC HYBRID ALGORITHM FOR MARKET TIMING PREDICTION OF STOCK INVESTMENT[J].Transactions of Tianjin University,2000,6(1):28-31. |
| |
| Authors: | LI Bo ZHANG Shi-ying |
| |
| Abstract: | Market timing prediction of stock investment is an important decision problem with uncertainty and risk in the financial activity.An algorithm for market timing prediction of stock investment is proposed in this paper.Considering the close relationship in the stock market and the economic data,we find the correlation of synthetical economic data and the equity returns with the help of the combination of fuzzy logic and genetic algorithm.Finally,the application of stock market is included to test the effectiveness of the algorithm. |
| |
| Keywords: | fuzzy logic genetic algorithm market timing economic data |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
