ROUGH PERIOD ESTIMATION AND PEAK PREDICTION OF STOCK MARKET BASED ON MULTIPLE SINE FUNCTIONS EXTRACTION

被引：0

作者：

Zhang, Yunong ^{[1
,3
,4
]}

Xue, Zhongxian ^{[1
,3
,4
]}

Jing, Tao ^{[1
,3
,4
]}

Ling, Yingbiao ^{[1
,3
,4
]}

Ye, Chengxu ^{[2
]}

机构：

[1] SYSU, Sch Informat Sci & Technol, Guangzhou 510006, Peoples R China

[2] Qinghai Normal Univ, Sch Comp Sci, Xining 810008, Peoples R China

[3] Minist Educ, Key Lab Autonomous Syst & Networked Control, Guangzhou 510640, Peoples R China

[4] Minist Educ, Key Lab Machine Intelligence & Adv Comp, Guangzhou 510006, Peoples R China

来源：

PROCEEDINGS OF 2018 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS (ICMLC), VOL 1 | 2018年

关键词：

MSFE (multiple sine functions extraction); Stock market; Prediction; Peak-point;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

With the development of economy, the stock market of China is booming rapidly. In recent years, a method called multiple sine functions extraction (MSFE) has been proposed, e.g., to predict the potential stock market. In this paper, we use the MSFE to roughly forecast the peak-point of Chinese stock market, in which the inputs are stock data of Shanghai Security Exchange (SSE) Composite Index from 1992 to 2015, and the outputs are potential peak-points of the stock market in the next ten years. Eventually, even though the stock market has cyclical fluctuations, it is corresponding to the rising economy development in China. In addition, we make the conclusion that the peak-point of the Chinese stock market in the next ten years may be around 11/10/2024 in the form of Month/Day/Year.

引用

页码：311 / 318

页数：8

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