证据理论在技术分析中的应用  

Application of evidence theory in technical analysis

作　　者：易昆南[1] 徐艳卫[1] 

机构地区：[1]中南大学数学科学与计算技术学院,湖南长沙410075

出　　处：《中南林业科技大学学报》2010年第2期121-124,共4页Journal of Central South University of Forestry & Technology

摘　　要：针对单一技术方法在证券投资中有被骗线的可能,提出采用多种技术分析方法判断证券未来的走势;对于不同分析方法所得结论的差异用证据理论进行处理;将不同的技术分析方法作为独立的证据源,利用D-S合成法则对各种方法的结果予以融合,从而提高分析结果的可靠性和科学性。Evidence theory is a widely-concerned mathematical method used in decision-making fusion research area. Accordance with the existing problems that some securities investors employing single technical method are easily defrauded, a method of various techniques analysis was adopted to judge the future trend of securities. The results differences led by using a variety of technical analysis were treated with evidence theory. Taking every methods of technical analysis as an independent source of evidence, and by means of Dempster Shafer＇s method, the results of various techniques analysis were fused and thus can be raised in reliability and scientificalness.

关 键 词：数学 证据理论 股票投资 技术分析 

分 类 号：TP181[自动化与计算机技术—控制理论与控制工程]