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宏观金融指标对证券市场影响的实证研究 被引量：1

An Empirical Study of Macro-financial Indices' Influences on Security Market
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摘要 证券市场作为一个复杂的经济系统,使用非线性人工智能方法对其进行研究具有显著的优越性。通过将宏观金融数据指标作为输入变量,使用神经网络结合基因搜索算法进行训练与模拟,得出了其对于证券市场影响程度的排序,并验证了证券市场研究中技术分析与基本分析两大流派各自的一些假设与主张。 Security market is an economic system with complexity, thus adopting non-linear artificial intelligence methods has significant advantages. Through integrating neural network with genetic searching algorithm to train and simulate, influences of macro financial indices is ranked, and some assumptions of technical analysis and basic analysis schools are verified.
作者 郑毅 戴盛
机构地区 湖南大学工商管理学院
出处 《系统工程》 CSCD 北大核心 2005年第7期68-72,共5页 Systems Engineering
关键词 证券市场 人工智能 影响度分析 Security Market Artificial Intelligence Influence Analysis
分类号 F830 [经济管理—金融学]
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参考文献10

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共引文献38

同被引文献6

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系统工程
2005年 第7期

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