基于二元关系模型的个股交易量转移分析  

Based on the Dual Model of the Relationship between the Amount of the Transfer of Stock Trading Analysis

作　　者：张超[1] 梁立[1] 高炜[1] 

机构地区：[1]云南师范大学计算机科学与信息技术学院,云南昆明650092

出　　处：《昆明学院学报》2008年第4期26-29,共4页Journal of Kunming University

基　　金：云南省自然科学基金重点资助项目(04F00062)

摘　　要：股市最本质的属性就是价格和交易量,而交易量就是持仓量的转移的量化表示.提出了一种量和价、时间的二元关系模型;针对个股量的转移的原理,提出了两种基于二元关系模型和马尔科夫链的个股交易量转移模型,并给出了模型建立的算法;在对这两种模型进行了理论上的分析和比较的基础上建立个股交易量转移模型,并提出了下一步研究的工作.The stock market is the most essential attribute of price and trading volume, trading volume and open interest is the transfer of quantitative said. To bring up a binary model between volume-price and volume-time; based on stock for the amount of the transfer of principle,put forward the relationship between the two based on the dual model and Markov chain model for the transfer of stock trading volume and gives the model established by the Algorithm. In the two theoretical models were analyzed and compared on the basis of the establishment of stock trading volume transfer model proposed for the next step of research.

关 键 词：二元关系 马尔科夫链 交易量 转移模型 算法 

分 类 号：TP3[自动化与计算机技术—计算机科学与技术]