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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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【References】
Chinese Journal Full-text Database 2 Hits
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
2 DING Sheng,GAO Feng(School of Electronic Information & Control Engineering,Beijing University of Technology,Beijing 100022,China);Application of Wavelet Neural Network in Stock Trade Rule of Average Line[J];Computer Simulation;2006-11
【Citations】
Chinese Journal Full-text Database 1 Hits
1 Liu Hailong,Miao Shi,Fan Zhiping,Pan Dehui (School of Business Administration,Northeastern University, Shenyang 110006,China);Risk Optimal Control for Security Investment[J];JOURNAL OF NORTHEASTERN UNIVERSITY;1999-03
【Co-references】
Chinese Journal Full-text Database 10 Hits
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
3 CHENG Qi-yue, QIU Wan-hua(School of Economics and Management, Beijing University of Aeronautics and Astronautics, Beijing 100083);Analysis of the Dissipation Structure and Fluctuation in Securities Market[J];Journal of Beijing University of Aeronautics and Astronautics(Social Sciences Edition);2001-01
4 CHENG Qi yue, QIU Wan hua(School of Economics and Management, Beijing University of Aeronautics and Astronautics, Beijing 100083, China);Kinetic Process Analysis of Stock Market Estate[J];Journal of Beijing University of Aeronautics and Astronautics(Social Sciences Edition);2002-02
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
7 ZHANG Hua yu HAN Bo tang (Beijing Institute of Technology,Beijing:100081);The Application of Manual Nerves Network in Prediction Integration[J];Journal of Beijing Institute of Technology(Social Sciences Edition);2001-03
8 YIN Guang-wei, ZHENG Pi-e (Institute of System Engineering Research, Tianjin University, Tianjin 300072);An Applied Research on Wavelet Packet Transformation in Stock Market Forecast[J];Journal of Beijing Institute of Technology(Social Sciences Edition);2005-03
9 ZHENG Xing-chen , JIANG Zhen-sheng , WU Zhong-yang;A Logical Analysis of the Hypothesis of Capital Asset Price Model[J];Commercial Research;2002-20
10 CHEN Yi-an , ZHANG Yi-ping (dept of economic math chongqing commerce institute);The Non-linear Prediction on Study Based on Wavelet Network[J];Commercial Research;2003-04
【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
3 FENG Ju-yi ,GUO Ye;Petroleum Futures Price Prediction Research Based on LM Algorithm[J];Technoeconomics & Management Research;2009-05
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