独立成分分析法及其在股票分析中的应用  

Independent Component Analysis and its Application in the Analysis of Stock Market

作　　者：张林华[1] 汪学兵[1] 

机构地区：[1]重庆大学数理学院,重庆400044

出　　处：《计算机工程与应用》2005年第28期203-206,222,共5页Computer Engineering and Applications

摘　　要：从信息论和最优化的角度阐述了用于信号分离、特征提取以及金融数据分析的独立成分分析法,并结合中国股票市场的特点用独立成分分析法对各阶段股票走势和收益进行了分析和预测。From the point of theory of information and optimization,we made a summary of Independent Component Analysis which had been used for signal separation,feature extraction and financial data analysis.Furthermore,in virtue of independent component analysis,we analyze and predict, the trend of stocks and the returns of stocks by phases with demonstration of stocks market of china.

关 键 词：信息论 独立成分分析(ICA) 盲源信号分离 股票收益 

分 类 号：TP39[自动化与计算机技术—计算机应用技术]