| 基于混沌理论进行股票市场的多步预测 |
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| 引用本文： | 郭刚,史忠科,戴冠中.基于混沌理论进行股票市场的多步预测[J].信息与控制,2000,29(2):177-181. |
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| 作者姓名： | 郭刚 史忠科 戴冠中 |
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| 作者单位： | 西北工业大学自控系,西安,710072 |
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| 摘 要： | 提出一种基于混沌理论进行股票价格多步预测
的方法．只需要考虑系统是否混沌，然后依据混沌理论给出了进行股票价格多步预测明确的
最大时间尺度．对于其它复杂非线性系统的多步预测同样具有指导意义．
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| 关 键 词： | 混沌理论 股票多步预测 非线性系统建模 |
STOCK MARKET MULTI-STEP FORECAST USING CHAOS THEORY |
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| GUO Gang,SHI Zhong-ke,DAI Guan-zhong.STOCK MARKET MULTI-STEP FORECAST USING CHAOS THEORY[J].Information and Control,2000,29(2):177-181. |
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| Authors: | GUO Gang SHI Zhong-ke DAI Guan-zhong |
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| Abstract: | This paper proposed a new method for stock market forecast. The chaotic theory is used to discover chaos in stock price time series. By calculating its Lyapunov exponent we found the max steps we could predict the price of stock market.This method could also be used to other nonlinear system forecast. |
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| Keywords: | stock market forecast chaotic theory nonlinear system modeling |
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