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Description: 如何用ARMA模型拟合股价时间序列?我在MATLAB2007上建立了ARMA模型，分析股价时间序列，模型已经有了，但是不知道如何得到拟合输出时序。分析需要拟合输出图，作拟合误差分析。-stock price estimation
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Size: 2048 |
Author: qy |
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Description: 基于pso算法在股票短期预测上应用，建立在arma模型的基础上-Pso algorithm based on short-term prediction in the stock application, built on the basis of arma models
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Size: 1024 |
Author: 汪建锋 |
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Description: 基于pso算法在股票短期预测上应用，建立在arma模型的基础上-Pso algorithm based on short-term prediction in the stock application, built on the basis of arma models-Pso algorithm based on short-term forecasts in the stock application, built on the model based on the arma-Pso algorithm based on short-term prediction in the stock application, built on the basis of arma models
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Size: 1024 |
Author: leehongfly |
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Description: 时间序列ARMA预测股指，并进行相关性检验-Time Series ARMA forecast the stock index
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Size: 1024 |
Author: d307718 |
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Description: 基于ARMA模型对招商银行股票价格的预测-ARMA model bank stock price
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Size: 5120 |
Author: 方辉平 |
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Description: 使用周期图法、ARMA方法对色噪声建模，以及协方差法白化色噪声的python代码。ARMA建模可用于估计随机过程对股票变化进行建模等应用。-
Cycle diagram method, ARMA method of colored noise modeling, and colored noise covariance method albino python code. ARMA modeling can be used to estimate changes in the stock random process modeling applications.
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Size: 2048 |
Author: 乱_衣服 |
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Description: 1、根据财务因子选择10只股票，具体财务因子不限；2、运用投资组合理论建立投资组合，计算出每只股票的权重（协方差、相关系数）；3、将构建的投资组合收益率与指数对比，计算看是否存在超阿尔法收益；4、将构建的投资组合收益率序列建立模型（ARMA、GARCH等），并预测未来一周、一月的收益率；(1, according to the financial factor selection of 10 stocks, the specific financial factor is not limited; 2, portfolio theory is used to establish the portfolio, calculate the weight of each stock (covariance, correlation coefficient); 3, will build the portfolio yield and the index calculation comparison, see if the presence of super Alfa 4, revenue; the portfolio construction rate sequence model (ARMA, GARCH), and to predict the future a week or a month rate of return;)
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Size: 126976 |
Author: huagong
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Description: 递推最小二乘拟合算法 用于实时拟合时间序列ARMA模型参数 例如 陀螺仪随机噪声 股票 交通等模型的参数拟合(Recursive least square fitting algorithm is used to fit the parameters of time series ARMA model, such as gyroscope, random noise, stock traffic and so on)
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Size: 12288 |
Author: btty
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Description: arma时间序列的研究模型，研究预测股票(ARMA model help us to predict the stock price, GDP, etc. One of problems in real finance life is how to modelate the market risk. I think that this model that i build can help.)
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Size: 289792 |
Author: 办任务为 |
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