| TS模糊模型在个股股价预测中的应用研究 |
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| 引用本文： | 陈海川,冯亚秋,韩笑,陈永洲,王敏.TS模糊模型在个股股价预测中的应用研究[J].价值工程,2013(36):1-2. |
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| 作者姓名： | 陈海川 冯亚秋 韩笑 陈永洲 王敏 |
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| 作者单位： | [1]南京航空航天大学经济与管理学院,南京211106 [2]南京医科大学基础医学学院,南京210029 |
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| 基金项目： | 国家自然科学基金（71273131）; 江苏省高校社科基金重点项目（2011ZDIXM052）; 南航青年科技创新基金：W1063-GS; 校人才科研启动经费：YAH11029 |
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| 摘 要： | 个股价格短期内的变化量一般可通过股票技术指标间接反映出来,且这些指标间有着一定的相关性;另外,股票价格模型具有Takagi-Sugeno(TS)模糊模型所研究问题的非线性、时变性特点,基于此,本研究将TS模糊模型与分析出的股票常用技术指标相结合进行股价预测。结果显示预测出的价格与股票实际价格近似一致,精度高,因此研究具有一定的实用价值。
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| 关 键 词： | TS模糊模型 预测 个股股价 短期 |
The Application Research of Takagi-Sugeno Fuzzy Model in Stock Price Predicting |
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| CHEN Hai-chuan;FENG Ya-qiu;HAN Xiao;CHEN Yong-zhou;WANG Min.The Application Research of Takagi-Sugeno Fuzzy Model in Stock Price Predicting[J].Value Engineering,2013(36):1-2. |
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| Authors: | CHEN Hai-chuan;FENG Ya-qiu;HAN Xiao;CHEN Yong-zhou;WANG Min |
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| Institution: | CHEN Hai-chuan;FENG Ya-qiu;HAN Xiao;CHEN Yong-zhou;WANG Min;College of Economics and Management,Nanjing University of Aeronautics and Astronautics;School of Basic Medical Sciences,Nanjing Medical University; |
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| Abstract: | In short term, the stock price changes has strong correlation with technical indexes, and stock price models have nonlinear and time-varying characteristics as Takagi-Sugeno（Abbr. TS） fuzzy model requires. We combine TS Model and common technical indexes in stock price predicting model. Appling TS fuzzy model, we have found that the predicting stock prices have a high degree of conformity with the stock history prices, so this study is of practical significance. |
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| Keywords: | Takagi-Sugeno Fuzzy Model prediction stock price short term |
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