计算机科学 ›› 2016, Vol. 43 ›› Issue (3): 38-43.doi: 10.11896/j.issn.1002-137X.2016.03.007
姚宏亮,黄曼,王浩,李俊照
YAO Hong-liang, HUANG Man, WANG Hao and LI Jun-zhao
摘要: 由于股价走势与技术指标走势存在不一致性,基于技术特征的股价态势预测算法效果不佳。从特征背离角度提出了一种股价态势预测算法(Deviated Characterisitics Predict Algorithm,DCPA),该算法首先进行背离特征的提取,并计算特征的背离程度,然后根据特征的背离程度值和股票的收盘价利用BP网络进行股价态势预测。由于当市场风险偏好高时特征背离与股价态势之间相关性很弱,因此在DCPA算法的基础上提出了一种风险偏好的股价态势预测算法(Risk Preference Based Deviated Characterisitics predict Algorithm,RPDCA)。首先提取与风险偏好相关的特征,利用风险偏好计算模型获得当前的市场风险偏好类型;进而利用贝叶斯网络学习风险偏好、背离特征与股价走势之间的关系,并利用结点非对称信息熵分析风险偏好与背离特征之间的依赖关系;最后根据风险偏好与背离特征之间关系的变化,自适应性地利用BP网络预测股价态势。在实际数据上的实验比较与分析结果表明,RPDCA算法在股市短期预测中具有更高的预测精度。
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