| 股市周期的模拟预报 |
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| 引用本文： | 安劲萍. 股市周期的模拟预报[J]. 中央财经大学学报, 2003, 0(7): 31-35 |
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| 作者姓名： | 安劲萍 |
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| 作者单位： | 北大方正电子有限公司北京100085 |
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| 摘 要： | 不同于传统股市周期理论，本使用傅里叶谱分析技术来模拟预报股市周期。在说明股市周期运行特征的辨识和季节调整的方法之后，使用四年的数据建立了股市模型。在详细介绍了傅里叶周期分析法之后，检验了其对所建模型预报结果的准确性。
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| 关 键 词： | 股市 周期 预报 傅里叶谱分析技术 股市模型 |
| 文章编号： | 1000-1549(2003)07-0031-05 |
Forecasting Stock Market Cycle |
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| AN Jin-ping. Forecasting Stock Market Cycle[J]. Journal of Central University of Finance & Economics, 2003, 0(7): 31-35 |
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| Authors: | AN Jin-ping |
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| Affiliation: | AN Jin-ping |
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| Abstract: | Differing from the traditional theories of stock market cycle, we used the Fourier spectrum analysis method to forecast the cycle. Firstly, we showed how to distinguish the four characteristics of the cycle and how to adjust the season vibrations. Then we construct a model by four years' data. After detailing the Fourier spectrum analysis method, we test its validity using the model above. |
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| Keywords: | Stock market Cycle Forecast |
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