本文選題：交易策略　切入點(diǎn)：時間序列模型　出處：《復(fù)旦大學(xué)》2014年碩士論文

【摘要】：本論文通過對一種基于時間序列模型的交易策略在A股市場中的應(yīng)用的討論,試圖去分析模型的結(jié)果給我們的反饋并進(jìn)一步揭示部分掩蓋在結(jié)果下的市場的交易行為心理和交易市場的微觀結(jié)構(gòu)。本論文所應(yīng)用的理論基礎(chǔ)是在股市上被短線交易者經(jīng)常運(yùn)用的技術(shù)分析,不過在具體的應(yīng)用上經(jīng)過了作者的思想。在數(shù)據(jù)處理的工具上,作者采用matlab進(jìn)行大規(guī)模的數(shù)據(jù)處理。由于篇幅有限,本論文所處理的數(shù)據(jù)范圍并不夠廣泛,有興趣的讀者可以根據(jù)模型的思路進(jìn)一步拓寬數(shù)據(jù)的范圍去尋找更多的市場規(guī)律。
[Abstract]:This paper discusses the application of a transaction strategy based on time series model in A share market. This paper attempts to analyze the feedback from the results of the model and further reveal the psychology of trading behavior and the microstructure of the trading market partially concealed under the results. The theoretical basis of this paper is to be short-lived in the stock market. Technical analysis that traders often use, However, in the specific application of the author's ideas. In data processing tools, the author uses matlab for large-scale data processing. Due to space constraints, this paper does not deal with a wide range of data, Interested readers can follow the model to further broaden the range of data to find more market rules.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.51

【共引文獻(xiàn)】

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本文編號：1662143