Research and Analysis of Securities Market based on Multi-Fractal Generator

被引：0
|
作者：
Zhu, Zhiliang [1 ]
Song, Jingping [1 ]
Dong, Aoshuang [1 ]
Yu, Hai [1 ]
Yang, Ye [1 ]
机构：
[1] Northeastern Univ, Software Coll, Shenyang 110004, Peoples R China
来源：
PROCEEDINGS OF THE 9TH INTERNATIONAL CONFERENCE FOR YOUNG COMPUTER SCIENTISTS, VOLS 1-5 | 2008年
关键词：
multi-fractal; generator; securities market; interpolation;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
According to the analysis of time series of its composite index, a stock chart of Shanghai Securities Market is simulated by using local extreme value method and interpolating generators iteratively. Then based on multi-fractal character, a new interpolation approach is proposed. Combined with the "wave theory", this approach interpolates a number of generators under a certain probability and simulates the stock index chart.
引用
收藏
页码：2776 / 2781
页数：6
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