摘要
金融交易指标是分析股票等金融产品买入和卖出策略的普遍选择,但由于指标描述交易策略的模糊性,使得非专业人士很难掌握交易的时间和数量。针对上述问题,本文首先分析随机指标的交易策略。其次根据交易策略和模糊集理论建立模糊推理系统模型,此模型可以给出具体的股票交易策略,包括买入以及卖出的时间和数量等,并通过给定时间段内的获利情况来判断模型的有效性。最后以沪深A股市场的15只股票价格作为实验数据,对模型的有效性进行检验。实验表明,在没有人为因素参与的情况下,大多数股票由系统进行模拟交易都可以在一段时间内获取更大的利润。
Financial trading index is a common choice to analyze the buying and selling strategies of financial products such as stocks.However,because of the ambiguity of index description of trading strategy,it is difficult for non-specialists to master the trading time and volume.For this issue,we first analyzes the trading strategy of stochastics oscillator.Then,according to the trading strategy and fuzzy set theory,fuzzy inference system model based on stochastics oscillator is established.This model can give specific stock trading strategies,including the time and quantity of buying and selling,and judge the effectiveness of the model by the profit situation in a given period of time.Finally,the prices of 15stock in the Shanghai and Shenzhen A-share markets are used as experimental data to test the effectiveness of the model.The experimental results show that in the absence of human factors,most of the simulated trading of stocks by the system can obtain greater profits in a period of time.
作者
聂琳琳
张大庆
黄胜绢
NIE Lin-lin;ZHANG Da-qing;HUANG Sheng-juan(School of Sciences,University of Science and Technology Liaoning,Anshan 114051,China)
出处
《模糊系统与数学》
北大核心
2023年第2期25-32,共8页
Fuzzy Systems and Mathematics
基金
国家自然科学基金资助项目(61773013)
关键词
模糊推理系统
金融产品交易策略
随机指标
Fuzzy Inference System(FIS)
Trading Strategy of Financial Product
Stochastics Oscillator
