基于技术指标的股票专家系统研究-管理科学与工程专业论文.docxVIP

浙江大学硕．I：学位论文y《D知8_f 浙江大学硕．I：学位论文 y《D知8_f 摘 要 l随着我国股票市场的不断扩大，技术指标交易系统在股票市场的应用越来 ＼ 越普及，技术指标出错率高的问题成为摆在广大股票市场投资者面前的重要问 题。虽然F1前普遍采用各种技术指标信号过滤技术，改进技术，甚至自创技 术，但未能很好地解决技术指标出错率高的问题。 为此，j本文分析了股市安全投资比例的影响因素(对错率及对应的损益一- 0，》一 率)，并在大量文献研究的基础上，提取专家在股市中的一些成熟股市转折点 的判断知识、技术指标的过滤、改进、自创技术，并在完整深沪两市历史数据 分析的基础上，深入探讨十几种常用技术指标的优势，探讨出错率的形成机 制，发现出错率高的两个重要阶段，长期横盘和下降阶段，并用独特的股票状 态图构造股票专家系统达到在长期横盘状态封锁无效的技术指标信号、在下降 阶段通过加大指标周期参数剔除造成亏损的技术信号，并验证了其可行性。所 有这些对于加强股市投资管理有着重要的现实意义。 关键词：专家系统，股票技术交易系统，状念图， 》；孙彩 l～ 塑垩生堂塑!：堂丝堡兰 塑垩生堂塑!：堂丝堡兰 Abstract Along with the stock market in my country unremittinglY expanding，the techniC index trading system application to stock market iS more and more popular．The technic index high error rate problem the wide stock market investors face iS an important problem． Despite having currently adopted various kinds of techniC index signalS filtering technic，improving technic and even self created techniC，we have not yet wel 1 solved the techniC index high error rate probl em． For this purpose，analyzing the affecting factors(error rate and corresponding profit and loss ratio) on stock market safe investment ratio，drawing expect judgment knowledge of turning point in some more mature sock markets and filtering，improving and self—created techniC of techniC index and basing upon the analysiS of intact ’ historic data of both Shenzhen and Shanghai markets，thiS paper probes deeplY into the advantages of ten and several conventional technic index，and investigates the occurring mechanism of the error． I find out the two important stages of occurring high error rate， long term hunt—peak quotation and lowering stages．Adopting the unique stock status graph．compiling expert rules and applYing C++to construct stock expert system，we are to lock the invalid techniC index signal at 10ng term blunt—peak quotation status and to augment ～一 ● ’- index periodic parameter rejection the technic signal occurring loss and verify their feasibility．AIi these are realis