本文選題：證券系統(tǒng) + 量子模型��； 參考：《鄭州大學》2014年碩士論文

【摘要】：本文給出了經典物理學和量子物理學下證券系統(tǒng)的能量和熵的定義及實證分析.首先依據(jù)傳統(tǒng)物理學定義了證券系統(tǒng)的能量和熵，通過對多只股票進行實證分析發(fā)現(xiàn)，引入的參數(shù)對股票價格的波動有一定的預測功能，并引入數(shù)據(jù)挖掘算法進行了股市投資機會挖掘.其次，利用薛定諤方程給出了一種量子意義下的股市收益波動模型，并在模型基礎上研究證券系統(tǒng)的能量和熵，，最后通過數(shù)據(jù)挖掘算法進行股市投資機會挖掘.
[Abstract]:In this paper, the definition and empirical analysis of energy and entropy of securities system in classical physics and quantum physics are given. Firstly, the energy and entropy of securities system are defined according to the traditional physics. Through the empirical analysis of many stocks, it is found that the introduced parameters can predict the fluctuation of stock price to a certain extent. And the data mining algorithm is introduced for stock market investment opportunity mining. Secondly, using Schrodinger equation, a quantum volatility model of stock market returns is given, and the energy and entropy of securities system are studied on the basis of the model. Finally, stock market investment opportunity mining is carried out through data mining algorithm.
【學位授予單位】：鄭州大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.51;F224

【參考文獻】

相關期刊論文 前1條

1 鄭朝霞,劉廷建;關聯(lián)規(guī)則在股票分析中的應用[J];成都大學學報(自然科學版);2002年04期

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