青岛科技大学  English 
赵文仓
赞  

教师拼音名称:zhaowencang

手机版

访问量:

最后更新时间:..

The prediction of the financial time series based on correlation dimension

关键字:

摘要:In this paper we firstly analysis the chaotic characters of three sets of the financial time series (Hang Sheng Index (HIS), Shanghai Stock Index and US gold price) based on the phase space reconstruction. But when we adopt the feedforward neural networks to predict those time series, we found this method run short of a criterion in selecting the training set, so we present a new method: using correlation dimension (CD) as the criterion. By the experiments, the method is proved effective.

卷号:3610

期号:

是否译文:

崂山校区 - 山东省青岛市松岭路99号   
四方校区 - 山东省青岛市郑州路53号   
中德国际合作区(中德校区) - 山东省青岛市西海岸新区团结路3698号
高密校区 - 山东省高密市杏坛西街1号   
济南校区 - 山东省济南市文化东路80号©2015 青岛科技大学    
管理员邮箱:master@qust.edu.cn