基于Matlab GUI的股票价格走势模拟系统开发  

Development of the Stock Price Trend Simulation System Based on Matlab GUI

作　　者：赵步祥 杨德平[1] ZHAO Buxiang;YANG Deping(School of Economics,Qingdao University,Qingdao 266071,China)

机构地区：[1]青岛大学经济学院,山东青岛266071

出　　处：《青岛大学学报（工程技术版）》2020年第2期116-124,共9页Journal of Qingdao University(Engineering & Technology Edition)

摘　　要：为开发一个供股票从业者和研究人员使用的股票预测工具,本文对基于Matlab GUI的股票价格走势模拟系统进行开发。通过对股票市场的特点、预测模型的种类及相关变量等方面的调研,选取随机游走模型、一般化的维纳过程模型、几何布朗运动模型及含跳跃影响模型来模拟股票价格走势,开发了具有功能的Matlab GUI系统,用作股票分析的工具。研究结果表明,随机游动模型价格具有不确定性,而对于几何布朗运动和含跳跃维纳过程,虽然单次模拟价格具有随机性,但多次模拟具有一定程度的确定性。开发的界面操作简单,避免了繁琐的建模计算过程,方便股票市场参与者使用。该研究具有一定的应用前景。In order to develop a stock forecasting tool for stock practitioners and researchers,this paper develops a stock price simulation system based on Matlab GUI.By investigating the characteristics of the stock market,the types of forecasting models and the related variables,this paper selects random walk model,generalized Vinax process model,Geometric Brownian motion model and jump influence model to simulate the Stock Price Trend,and develops a Matlab GUI system with function as a tool for stock analysis.The results show that the price of the random walk model is uncertain,and for the Geometric Brownian motion and Vinax process with jumps,the price of a single simulation is stochastic,but the price of multiple simulation is certain.The interface is easy to operate,avoids the tedious modeling and calculation process,and is convenient for the participants of the stock market.This study has a promising application prospect.

关 键 词：随机游走 维纳过程 几何布朗运动 跳跃影响 图形用户界面 

分 类 号：F830.91[经济管理—金融学] TP317.4[自动化与计算机技术—计算机软件与理论]