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《Journal of Northeastern University(Natural Science)》 2002-06
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Security Investment Prediction Based on Wavelet Analysis Theory

ZHANG Qian, GAO Li qun (School of Information Science & Engineering, Northeastern University, Shenyang 110004, China.  
Applying wavelet analysis, a method is proposed to model system identification for stock market investment prediction. The suggested method includes two steps. First, the data is filtered by wavelet decomposition to eliminate the high frequency noise and to improve the precision. Second, the mathematical model prediction is carried out by Least Square (LS) for price change of medium or long term security. The efficiency of the method is proved by simulation. This suggests that the method is simple and gives prediction values better than those by the LS method.
【Fund】: 国家自然科学基金资助项目 (79970 114 );; 辽宁省自然科学基金资助项目 (962 169)
【CateGory Index】: F830.91
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1 LI Fangwen~1, LU Wanbo~2;YU Jing~3(1. Mathematical College, Sichuan University, Chengdu 610064, China;2. School of Statistics, Southwestern University of Finance and Economics, Chengdu 610074, China;3. Department of Computer Science and Technology, Chengdu University, Chengdu 610106, China);Mathematical Microscope in Economics and Finance[J];Journal of Chengdu University (Natural Science);2005-01
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1 WEI Feng,SHE Chuan -qi (School of Economy,Anhui University,Hefei,230039,Anhui );Why Securities' Technical Analysis Method Can Be Use d for Forecasting[J];Journal of Anhui Agricultural University;2002-04
2 Zhao Hongyi (College of Eng., North China Univ. of Tech., 100041, Beijing, China);Detection of Signals Based on Wavelet Transform[J];JOURNAL OF NORTH CHINA UNIVERSITY OF TECHNOLOGY;2000-03
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5 GONG Dao-xiong, RUAN Xiao-gang ( College of Electronic Information and Control Engineering, Beijing University of Technology, Beijing 100022, China );Neural Network Model for Genetic Algorithm[J];Journal of Beijing Polytechnic University;2003-02
6 Teng Jitao (School of Automation Science and Electrical Engineering, Beijing University of Aeronautics and Astronautics) Zhang Feizhou (Peking University, Institute of Remote Sensing and Geography Information System) Li Yaopeng Fan Yuezu (School of Automation Science and Electrical Engineering, Beijing University of Aeronautics and Astronautics);Genetic Algorithm for the Scheduling of PublicTraffic Vehicles in ITS[J];Journal of Beijing University of Aeronautics and Astronautics;2003-01
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【Secondary References】
Chinese Journal Full-text Database 3 Hits
1 LIU Na,ZHENG Xiao-yang,LI Wei-ping(School of Mathematics and Physics,Chongqing University of Technology,Chongqing 400050,China);Prediction of Economic Data Based on Wavelet Analysis[J];Journal of Chongqing Institute of Technology(Natural Science);2009-11
2 ZHAO De-bin 1 ,LI Qiao-ru 2 ,WANG Liang 1 ( 1. Institute of System Engineering, School of Management, Tianjin University, Tianjin 300072, China; 2. School of Civil Engineering, Hebei University of Technology, Tianjin 300132, China );The Co-integration Analysis Method for Public Transport Demand[J];Journal of Hebei University of Technology;2007-06
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