基于MATLAB的小波分析在股市技术分析中的应用  

Stock Technic Analysis with Wavelets Based on MATLAB

作　　者：侯木舟[1] 袁修贵[1] 

机构地区：[1]中南大学数软系,湖南长沙410083

出　　处：《系统工程》2001年第5期86-91,共6页Systems Engineering

摘　　要：从理论上建立了股票操作模型 -模型 ,并以小波分析和 Matlab为工具 ,采用coif5和 db4小波对股票进行技术分析 ,所得结果明显高出传统分析方法 。Stock operation ModelⅠ-ModelⅣ have been established on theories and the wavelets oif5 and db4 based on Matlab have been used to operate discrete transform on the original stock price data of 600688 from 2000/7/27 to 2001/3/22 which sum 154 trade days. The low frequency parts are got to replace the traditional motive average lines to analyze the data, The price difference obtained approximately reach the best. These show fully that wavelets analysis has strong lifeblood in the stock technical analysis.

关 键 词：股票市场 小波分析 MATLAB 技术分析 

分 类 号：F830.91[经济管理—金融学]