关键词:遗传程序设计; 适应性函数值; 移动平均线; FFT滤波
Applying genetic programming to analyze moving average andlong & midterm trends of stock prices
ZHAO Erbo1, MA Huan2, HAN Zhangang1
(1.Dept.of Systems Science, School of Management, Beijing Normal University, Beijing 100875, China; 2. Department of Patent, State Intellectual Property Office of People’s Republic of China, Beijing 100088, China)
Abstract:This paper employed genetic programming (GP) to analyze stock price. The task tried to find out how far it could go if used only one element, which was the price, to predict the stock market, based on the understanding that it was impossible to distinguish all the interactions between various elements in the stock market. Our work proposed two multiscale approaches trying to predict stock prices. One was to use GP to form empirical formulas to predict the moving average lines of stock prices; the other was to use GP to do long & midterm predictions on preprocessed data. The aim was to find empirical laws for specific enterprises stock prices based on previous stock price data. Simulations show that the method to predict the moving average and long & midterm trends of stock prices is effective.......