摘要
利用R型聚类分析和C5.0决策树模型对沪深300指数的11项技术指标进行分析,考察其预测特性和研判模式,发现不同的指标具有相似性,并且技术指标确实对预测股票交易涨跌有一定的指导作用。对技术分析指标特性的研究,有利于投资者更好地使用技术分析,简化分析步骤并增加获利。
This paper presents two models about technical analysis on security including R - type clustering and C5.0 decision tree to analyze the prediction characteristic of technical indexes and deter the pattern for forecasting the share price fluctuation of the following trading day. It is found in this paper that there exists similarity among the technical indexes, and technical analysis does help to predict the share price, which is convenient and valuable for investors to make decision.
出处
《统计与信息论坛》
CSSCI
2009年第9期26-30,共5页
Journal of Statistics and Information
关键词
技术分析
相似性
有效性
technical analysis on security
similarity
effectiveness
