The Application of Wavelet Disintegration and Entropy in Stock Price Prediction

摘要：

A new method was put forward to apply entropy of dealers in predicting stock prices. That is to say, wavelet disintegration was employed to process data of stock prices and to study the entropy of different exchangers, the variation of which was used to analyze the future tending towards of the stocks. This new method consummated the previous technique analysis of qualitative study based on exchange acts. Practical examples were exemplified to demonstrate the advantages of entropy analysis in patterns.

关键词： Entropy Wavelet Disintegration Stock Price Pattern Analysis High-Frequency Signal

作者: Xie Chen Zhang Huiying

作者单位: School of Management, Tianjin University, Tianjin P.R.China, 300072

会议类型: 国际会议

会议名称: 第十四届工业工程与工程管理国际会议(The Proceedings of The 14th International Conference on Industrial Engineering and Engineering Management IE&EM2007)

会议地点: 天津

会议语种:英文

在线出版日期: 2007-10-20（万方平台首次上网日期，不代表论文的发表时间）