股票波动理论中的傅立叶变换分析

2011 IEEE International Conference on Computer Science and Automation Engineering Pub Date : 2011-06-10 DOI:10.1109/CSAE.2011.5952874

Li Qing-feng, Peng Wen-feng

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引用次数: 0

摘要

证券市场一直受到各经济主体的高度关注，本文主要研究中国证券市场的价格波动规律。根据股票市场波动理论中的艾略特波浪理论和斐波那契数列，运用傅里叶变换分析股票价格波动的频率因子。对波动率趋势曲线的频率因子进行系数化，以达到预测股价周期的目的。对该方法进行了实验分析和验证，取得了较好的效果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Fourier transform analysis in stock wave theory

The securities market has been highly concerned by every economic entity, this paper focuses its research on the rules of price fluctuation of the stock market in China. According to Elliott wave theory and the Fibonacci series in wave theory of the stock market, using the fourier transform to analyze the frequency factor of stock price volatility. Coefficients the frequency factor of volatility trend curve to achieve the purpose of predicting the stock price cycle. The experimental analysis and validation of the method can achieve better results.

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2011 IEEE International Conference on Computer Science and Automation Engineering

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