随机过程的阈交方法在分析股票涨跌周期中的应用  

The Application of Random Process with Threshold Cross on Stock rise-fall period Prediction

作　　者：蔡军伟[1] 荆广珠[1] 

机构地区：[1]宁波工程学院基础部,浙江宁波315016

出　　处：《数学的实践与认识》2006年第6期81-85,共5页Mathematics in Practice and Theory

基　　金：国家自然科学基金(10571025)

摘　　要：提出了运用随机过程的阈交方法来分析股票的平均涨跌周期,用实例得到了中国石化(600028)股票的平均涨跌周期为2天.并提出了中国股市的日涨跌幅限制在7%的想法,用实例说明了这种想法的合理性.In this paper, a method of random process with threshold cross is proposed to predict stock mean rise and fall period. Fact ensample show fully that stock rise and fall period of 600028 stock is two days. A idea of stock daily rise and fall seven percent restriction for chinese stock market is proposed, fact ensample show that this idea is feasible and efficient for Chinese stock market.

关 键 词：闽交 涨跌周期 正态平稳随机过程 SPSS 

分 类 号：F224[经济管理—国民经济]