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基于时序数据挖掘的期货分析与预测
引用本文:胡怀谨,刘斌. 基于时序数据挖掘的期货分析与预测[J]. 华南热带农业大学学报, 2007, 13(3): 48-51
作者姓名:胡怀谨  刘斌
作者单位:南京工业大学信息学院,南京,210009;南京工业大学信息学院,南京,210009
摘    要:简述期货预测的发展过程,概述基于时间序列分析与挖掘的相关理论和量化模型,指出期货预测建模理论的发展趋势和模型实践的方向。

关 键 词:数据挖掘  期货预测  时间序列分析与建模

Futures Analysis and Forecasting Based on Time-Series Data Mining
Hu Huaijin,Liu Bin. Futures Analysis and Forecasting Based on Time-Series Data Mining[J]. Journal of South China University of Tropical Agriculture, 2007, 13(3): 48-51
Authors:Hu Huaijin  Liu Bin
Affiliation:College of Information Science and Engineering, Nanjing University of Technology, Nanjing, 210009
Abstract:This paper first discusses the progress of future's price forecast,then describes the quantificational theories and models based on time-series data mining for futures forecasting,and finally indicates the trends of the modeling theory and the directions of modeling practice.
Keywords:data mining futures forecasting analysis and modeling of time-series date
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