摘要
对股市分析中移动平均趋势线进行改进,发现对于任何一支股票可以通过非参数估计或小波分析,都能找到一个最优的生成线作为短期线,同时在这一线附近其它线的收益也明显优于移动平均趋势线中的最优组合,显示出非参数与小波分析方法在证券分析中有着较好的应用价值。
This thesis attempts to improve the moving-average tendency line, and finds that, to each stock,one may get a optimal line and lines around it which all have better profit than the best one of moving-average tendency line.It shows that the nonparametric method and wavelets method have the glorious prospect in stock analysis.
出处
《徐州师范大学学报（自然科学版）》
CAS
2004年第3期17-21,共5页
Journal of Xuzhou Normal University(Natural Science Edition)
