QQ客服 官方微博 反馈留言

	Financial Time Series Analysis in a Fuzzy View
	Li, Zhuyu1; Wang, Taiji1; Zhang, Cheng2
	2009
卷号	35
页码	705-+
英文摘要	In financial markets, fuzzy data are always observed. These observations are recorded in the form of intervals. In this paper, we constructed a fuzzy financial time series to describe the dynamic characters Of Such uncertain observations, tested the stationary of it and then proposed a fuzzy auto-regression model (FAR). We estimated the unknown parameters with Fuzzy Linear Program (FLP) method and gave a principle of evaluating the fitness of the model by using the sample average of the closeness (SAC). An empirical analysis would go to Shanghai Composite Index (SCI), in which we illustrated the modeling of fuzzy financial time series, evaluation of the fitness of the model and the modeling forecast effect.
会议录出版者	SPRINGER-VERLAG BERLIN
会议录出版地	HEIDELBERGER PLATZ 3, D-14197 BERLIN, GERMANY
语种	英语
WOS研究方向	Business & Economics ; Computer Science ; Operations Research & Management Science ; Mathematical Methods In Social Sciences
WOS记录号	WOS:000269751700105
内容类型	会议论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/3184]
专题	上海财经大学
作者单位	1.Sichuan Univ, Math Coll, Chengdu 610064, Peoples R China; 2.Shanghai Univ Finance & Econ, Sch Accountancy, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Li, Zhuyu,Wang, Taiji,Zhang, Cheng. Financial Time Series Analysis in a Fuzzy View[C]. 见:.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。