摘要
针对时间序列趋势预测问题,综述了非线性趋势预测技术以及在金融领域的主要应用,重点介绍了非线性方法中的神经网络、支持向量机和混沌理论的基本原理、算法优缺点及主要改进,并介绍这些理论与遗传算法、小波理论等结合的组合预测方法。认为非线性组合预测是今后时间序列趋势预测的发展方向,最后介绍了非线性趋势预测方法在股票价格走势与变化方向、债券价格、保险公司风险评估以及银行信用风险等方面的应用。
Aiming at the problems of time series trend forecast,the techniques of non-linear trend forecast and the primary applications in the financial field are surveyed.The basic principles,the advantages and disadvantages and improvement of main algorithms of neural networks,support vector machines and chaotic theories are primarily introduced.Then these theories which are combined with genetic algorithm or wavelet analysis for forecast are introduced.The non-linear combination of forecast will be a direction of the trend forecast of time series in the future.Finally,the applications of the forecast techniques in the stock price movements and changes,bond price,risk assessment of the insurance companies,and the bank credit risk are introduced.
出处
《计算机工程与设计》
CSCD
北大核心
2010年第7期1545-1549,共5页
Computer Engineering and Design
基金
国家社科基金项目(08XTQ010)
甘肃省研究生导师科研计划基金项目(0704-11)
兰州交通大学‘青蓝’人才工程计划基金项目(QL-06-10B)
