文化算法在股票数据建模中的应用
收稿日期: 2009-09-11
修回日期: 2009-12-14
网络出版日期: 2010-06-01
基金资助
中央高校基本科研业务费专项资金资助项目(CUGL090245)
Application of Cultural Algorithms in Stock Data Modeling
Received date: 2009-09-11
Revised date: 2009-12-14
Online published: 2010-06-01
颜雪松,姜韬,韩增新,窦明罡 . 文化算法在股票数据建模中的应用[J]. 计算机工程与科学, 2010 , 32(6) : 142 -145 . DOI: 10.3969/j.issn.1007130X.2010.
Data forecast is important in the field of economic investment, and the price of the stock is one of the most the complex data types in economic data. This paper uses cultural algorithms to establish time series models, focuses on the characteristics of the stock data to select a cultural algorihtm model which is fit for the stock rules,and comparies with the result which is obtained by linear regression algorithms, in order to analyse the merits of the application of cultural algorithms for the problem . The result shows that using cultural algorithms models for forecasting achieves better results, and the forecast accuracy is high.The relative error of the forecast is within 3%, and the rate of correct analysis is more than 70%.
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