股票技术指标相似性与有效性研究  

Similarity and Effectiveness of Security's Technical Index

作　　者：方匡南[1] 纪宏[2] 路逊[3] 

机构地区：[1]厦门大学计划统计系,福建厦门361005 [2]首都经济贸易大学统计学院,北京100026 [3]北京大学汇丰商学院,广东深圳518055

出　　处：《统计与信息论坛》2009年第9期26-30,共5页Journal of Statistics and Information

摘　　要：利用R型聚类分析和C5.0决策树模型对沪深300指数的11项技术指标进行分析,考察其预测特性和研判模式,发现不同的指标具有相似性,并且技术指标确实对预测股票交易涨跌有一定的指导作用。对技术分析指标特性的研究,有利于投资者更好地使用技术分析,简化分析步骤并增加获利。This paper presents two models about technical analysis on security including R - type clustering and C5.0 decision tree to analyze the prediction characteristic of technical indexes and deter the pattern for forecasting the share price fluctuation of the following trading day. It is found in this paper that there exists similarity among the technical indexes, and technical analysis does help to predict the share price, which is convenient and valuable for investors to make decision.

关 键 词：技术分析 相似性 有效性 

分 类 号：F222.3[经济管理—国民经济]