摘要
传统的移动平均线方法在指示股票最佳交易时刻时具有无法避免的时间滞后性。该文建立了股市技术分析中的移动平均与小波变换的数学模型 ,然后采用db5小波用股市数据进行仿真 ,所得结果明显优于移动平均线方法 。
MA method has its inevitable defect-time lag. In this paper, MA method and wavelet transformation models are established, then stock market data is simulated using db5 wavelet. The result shows the latter method is much better than MA method, which shows the practical value of wavelet transformation in technical analysis for the stock market.
出处
《计算机仿真》
CSCD
2003年第4期82-84,共3页
Computer Simulation
关键词
股票市场
小波变换
数学模型
技术分析
仿真
Wavelet transformation
Stock market
Technique analysis
Model
Simulation
