| 基于消息的汇率趋势预测的数据挖掘方法 |
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| 引用本文： | 马耀华,何瑗,肖建华,柏文阳,徐洁磐.基于消息的汇率趋势预测的数据挖掘方法[J].计算机工程与应用,2002,38(15):250-252,256. |
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| 作者姓名： | 马耀华 何瑗 肖建华 柏文阳 徐洁磐 |
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| 作者单位： | 南大谷元石油软件研究所有限公司,南京,210008;南京大学计算机科学与技术系,南京,210093;南京大学计算机软件新技术国家重点实验室,南京210093 |
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| 摘 要： | 在目前,汇率预测的方法一般采用人工神经网络和贝叶斯估计方法,但这些方法一般都是基于汇率数据本身进行的。然而汇率的变动实际上是由政治、经济、心理等因素造成的。因此,利用这些新闻消息应该更具有可行性。该文讨论了如何根据新闻消息利用贝叶斯网络来进行汇率的趋势预测,分析了如何才能改进预测精度。同时还实现了一个寻找全局最优贝叶斯网络的选择算法。
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| 关 键 词： | 贝叶斯网络 汇率预测 数据挖掘 |
| 文章编号： | 1002-8331-(2002)15-0250-03 |
A Data Mining Method of Forecasting the Trend of Foreign Currency Rate Based on News |
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| Ma,Yaohua He,Yuan Xiao Jianhua Bai,Wenyang Xu,Jiepan.A Data Mining Method of Forecasting the Trend of Foreign Currency Rate Based on News[J].Computer Engineering and Applications,2002,38(15):250-252,256. |
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| Authors: | Ma Yaohua He Yuan Xiao Jianhua Bai Wenyang Xu Jiepan |
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| Abstract: | At present ,generally methods of forecasting the foreign currency rate are Artificial Neural Network and Em-pirical Bayes,but they are based on the data of the foreign currency rate.However the change of the foreign currency rate is led by political,economic and mental factors.So forecasting with the economic news should be more reasonable.This paper discusses how to forecast the trend of foreign currency rate with Bayesian network based on the economic news and how to improve the accuracy.And an algorithm of searching the best Bayesian network in the global space is implemented. |
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| Keywords: | Bayesian network forecasting of the foreign currency rate data mining |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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