规划识别在识别股市庄家意图中的应用  

Application of Plan Recognition in Recognizing the Intention of the Banker in Stock Market

作　　者：独道刚[1] 胡广朋[1] 

机构地区：[1]江苏科技大学计算机科学与工程学院,镇江212003

出　　处：《科学技术与工程》2011年第5期1143-1146,共4页Science Technology and Engineering

基　　金：总装备部武器装备预研基金(51406020104CB0201);江苏科技大学研究生创新计划的资助

摘　　要：针对证券市场中庄家的各种操作行为,为了推断出其背后的真实意图,将规划识别技术引入到证券投资领域。在借鉴规划识别算法的基础上,提出一种适合股市的算法。从分时图中抽取出庄家的动作,根据动作在规划中的重要程度,为其设立一个权值,并引入各动作在规划中真实度的概念来量化该动作数据的真实性,模糊加权计算出目标可信度。There are different kinds of actions in stock market.In order to deduce the true intention of banker,the technology of plan recognition to the domain of stock investment is introduced.Then after thoroughly studied the algorithm of the plan recognition,an adaptive algorithm is designed.Abstract the action from time sharing chart and set a weight for the action according to its significance in the plan.Introduce membership grade of every action in the plan and work out the reliability of target in fuzzy and weighting mode.

关 键 词：规划识别 股市领域 动作提取 加权 

分 类 号：F830.91[经济管理—金融学] TP18[自动化与计算机技术—控制理论与控制工程]