股票价格技术分析的数学原理及超前预测方法
首发时间:2023-01-17
摘要:传统技术分析方法无法在数学上证明其有效性,并使用古老而原始的图形和指标分析手段来获取股票价格中的基本波动信息,其分析结果必然会受到随机噪声的严重干扰,而且大大滞后于实际的股票价格趋势变化。本文根据《数理金融学》的实证研究结果建立了股票价格数学模型,从数学上证明了在微观尺度上表现出随机性和不可预测性的股票价格波动,在宏观尺度上具有总体的确定性和可预测性,并设计出了LPD数字低通差分滤波器,可从股票价格数据中分离出相位超前的基本波动微分信号,提前预测基本波动的运动状态,为股票投资者提供及时有效的科学决策依据。
For information in English, please click here
Mathematical Principle of Technical Analysis of Stock Price and Its Advance Forecasting Method
Abstract:Traditional technical analysis methods cannot prove their effectiveness mathematically, and use ancient and original graphical and indicator analysis methods to obtain the primary trend information of stock prices. The analysis results will not only be seriously disturbed by random noise, but also greatly lag behind the actual stock price trend changes. Based on the empirical research results of Mathematical Finance, this paper establishes a mathematical model of stock price, mathematically proves that stock price fluctuations that show randomness and unpredictability on the micro scale are generally deterministic and predictable on the macro scale, and designs an LPD digital low-pass difference filter, which can extract the primary trend with phase advance from the stock price data, forecasting the movement state of primary trend in advance, and provide timely and effective scientific decision-making basis for stock investors.
Keywords: technical analysis mathematical model of stock price differential advanceforecasting;
基金:
引用
No.****
同行评议
勘误表
股票价格技术分析的数学原理及超前预测方法
评论
全部评论0/1000