[1] |
陈迪红, 杨湘豫, 李华中. 中国证券市场指数波动的周期分析[J]. 湖南大学学报, 2003, 30(5): 88-91.CHEN Dihong, YANG Xiangyu, LI Huazhong. Analysis of cycle about fluctuation of stock index in Chinese securities market[J]. Journal of Hunan University, 2003, 30(5): 88-91.
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[2] |
周佰成, 周建文, 方炬. 中、美证券市场的波动周期比较[J]. 经济纵横, 2006, (5): 72-73.
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[3] |
田俊刚, 梁红漫. 中国股票市场周期性研究[J]. 武汉金融, 2008, (7): 14-16, 36.
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[4] |
黄继平, 黄良文. 中国股市波动的周期性研究[J]. 统计研究, 2003, (11): 9-14.
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[5] |
董直庆, 夏小迪. 我国通货膨胀和股市周期波动共变性和非一致性再检验[J]. 经济学家, 2010, (3): 73-80.
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[6] |
CHENG C H, CHEN Y S, WU Y L. Forecasting innovation diffusion of products using trend-weighted fuzzy time-series model[J]. Expert Systems with Applications, 2009, 36(2): 1826-1832.
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[7] |
张韬, 冯子健, 杨维中, 等. 模糊时间序列分析在肾综合征出血热发病率预测的应用初探[J]. 中国卫生统计, 2011, 28(2): 146-150.
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[8] |
钱冰冰. Type-2模糊系统在黄金价格预测中的应用[J]. 佳木斯大学学报, 2007, 25(3): 397-399.
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[9] |
SONG Q, CHISSOM B S. Forecasting Enrollments With Fuzzy Time Series[J]. Fuzzy Sets and Systems, 1993, 54(93): 1-9.
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[10] |
LEE M H, EFENDI R, ISMAIL Z. Modified weighted for enrollment forecasting based on fuzzy time series[J]. MATEMATIKA, 2009, 25(1): 67-78.
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[11] |
CHEN S M. Forecasting enrollments based on fuzzy time series[J]. Fuzzy Sets and Systems, 1996, 81(3): 311-319.
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[12] |
HUARNG K, YU H K. A type 2 fuzzy time series model for stock index forecasting[J]. Physica A: Statistical Mechanics and its Applications, 2005, 353(1-4): 445-462.
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[13] |
CHENG C H, CHEN T L, CHIANG C H. Trend-weighted fuzzy time-series model for TAIEX forecasting[C]// Proceedings of the 13th International Conference on Neural Information Processing. Hong Kong, China: ACM Press, 2006, 4234: 469-477.
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[14] |
CHU H H, CHEN T L, CHENG C H, et al. Fuzzy dual-factor time-series for stock index forecasting[J]. Expert Systems with Applications, 2009, 36(1): 165-171.
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[15] |
TING J L. Causalities of the Taiwan stock market[J]. Physica A: Statistical Mechanics and its Applications, 2003, 324(1-2): 285-295.
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[16] |
KARPOFF J M. The relation between price changes and trading volume: A survey[J]. The Journal of Financial and Quantitative Analysis, 1987, 22(1): 109-126.
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[17] |
金春雨, 郭沛. 我国股票市场量价关系的实证研究--基于上证指数的VAR模型分析[J]. 价格理论与实践, 2010, (9): 60-61.
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[18] |
王重, 张文转. 股票指数与股票市场技术要素的实证分析[J]. 现代商贸工业, 2008, 20(2): 159-160.
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[19] |
ALADAG C H, BASARAN M A, EGRIOGLU E, et al. Forecasting in high order fuzzy times series by using neural networks to define fuzzy relations[J]. Expert Systems with Applications, 2009, 36(3): 4228-4231.
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[20] |
EGRIOGLU E, ALADAG C H, YOLCU U, et al. Finding an optimal interval length in high order fuzzy time series[J]. Expert Systems with Applications, 2010, 37(7): 5052-5055.
|
[21] |
CHEN S M, WANG N Y, PAN J S. Forecasting enrollments using automatic clustering techniques and fuzzy logical relationships[J]. Expert Systems with Applications, 2009, 36(8): 11070-11076.
|
[22] |
QIU W, LIU X, WANG L. Forecasting shanghai composite index based on fuzzy time series and improved C-fuzzy decision trees[J]. Expert Systems with Applications, 2012, 39(9): 7680-7689.
|
[23] |
OSBORNE M F M. Brownian motion in the stock market[J]. Operations Research, 1959, 7(2): 145-173.
|
[24] |
CLARK P K. A subordinated stochastic process model with finite variance for speculative prices[J]. General Information, 1973, 41(1): 135-155.
|
[25] |
TAUCHEN G E, Pitts M. The price variability-volume relationship on speculative markets[J]. Econometrica, 1983, 51(2): 485-505.
|
[26] |
GERVAIS S, Kaniel R, Mingelgrin D H. The high-volume return premium[J]. Journal Akuntansi Dan Keuangan, 2008, 56(3): 877-919.
|
[27] |
田利辉, 王冠英. 我国股票定价五因素模型:交易量如何影响股票收益率?[J]. 南开经济研究, 2014, (2): 54-75.TIAN L H, WANG G Y. Asset pricing model of the Chinese stock market: How trading volumes influence the returns[J]. Nankai Economic Studies, 2014, (2): 54-75.
|
[28] |
QIU W R, LIU X D, WANG L D. Forecasting Shanghai composite index based on fuzzy time series and improved C-fuzzy decision trees[J]. Expert Systems with Applications, 2012, 39(9): 7680-7689.
|
[29] |
ZHANG X, FUEHRES H, GLOOR P A. Predicting Stock market indicators through twitter “I hope it is not as bad as I fear”[J]. Procedia - Social and Behavioral Sciences, 2011, 26: 55-62.
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[30] |
BOLLEN J, MAO H N, ZENG X J. Twitter mood predicts the stock market[J]. Journal of Computational Science, 2011, 2(1): 1-8.)
|
[1] |
陈迪红, 杨湘豫, 李华中. 中国证券市场指数波动的周期分析[J]. 湖南大学学报, 2003, 30(5): 88-91.CHEN Dihong, YANG Xiangyu, LI Huazhong. Analysis of cycle about fluctuation of stock index in Chinese securities market[J]. Journal of Hunan University, 2003, 30(5): 88-91.
|
[2] |
周佰成, 周建文, 方炬. 中、美证券市场的波动周期比较[J]. 经济纵横, 2006, (5): 72-73.
|
[3] |
田俊刚, 梁红漫. 中国股票市场周期性研究[J]. 武汉金融, 2008, (7): 14-16, 36.
|
[4] |
黄继平, 黄良文. 中国股市波动的周期性研究[J]. 统计研究, 2003, (11): 9-14.
|
[5] |
董直庆, 夏小迪. 我国通货膨胀和股市周期波动共变性和非一致性再检验[J]. 经济学家, 2010, (3): 73-80.
|
[6] |
CHENG C H, CHEN Y S, WU Y L. Forecasting innovation diffusion of products using trend-weighted fuzzy time-series model[J]. Expert Systems with Applications, 2009, 36(2): 1826-1832.
|
[7] |
张韬, 冯子健, 杨维中, 等. 模糊时间序列分析在肾综合征出血热发病率预测的应用初探[J]. 中国卫生统计, 2011, 28(2): 146-150.
|
[8] |
钱冰冰. Type-2模糊系统在黄金价格预测中的应用[J]. 佳木斯大学学报, 2007, 25(3): 397-399.
|
[9] |
SONG Q, CHISSOM B S. Forecasting Enrollments With Fuzzy Time Series[J]. Fuzzy Sets and Systems, 1993, 54(93): 1-9.
|
[10] |
LEE M H, EFENDI R, ISMAIL Z. Modified weighted for enrollment forecasting based on fuzzy time series[J]. MATEMATIKA, 2009, 25(1): 67-78.
|
[11] |
CHEN S M. Forecasting enrollments based on fuzzy time series[J]. Fuzzy Sets and Systems, 1996, 81(3): 311-319.
|
[12] |
HUARNG K, YU H K. A type 2 fuzzy time series model for stock index forecasting[J]. Physica A: Statistical Mechanics and its Applications, 2005, 353(1-4): 445-462.
|
[13] |
CHENG C H, CHEN T L, CHIANG C H. Trend-weighted fuzzy time-series model for TAIEX forecasting[C]// Proceedings of the 13th International Conference on Neural Information Processing. Hong Kong, China: ACM Press, 2006, 4234: 469-477.
|
[14] |
CHU H H, CHEN T L, CHENG C H, et al. Fuzzy dual-factor time-series for stock index forecasting[J]. Expert Systems with Applications, 2009, 36(1): 165-171.
|
[15] |
TING J L. Causalities of the Taiwan stock market[J]. Physica A: Statistical Mechanics and its Applications, 2003, 324(1-2): 285-295.
|
[16] |
KARPOFF J M. The relation between price changes and trading volume: A survey[J]. The Journal of Financial and Quantitative Analysis, 1987, 22(1): 109-126.
|
[17] |
金春雨, 郭沛. 我国股票市场量价关系的实证研究--基于上证指数的VAR模型分析[J]. 价格理论与实践, 2010, (9): 60-61.
|
[18] |
王重, 张文转. 股票指数与股票市场技术要素的实证分析[J]. 现代商贸工业, 2008, 20(2): 159-160.
|
[19] |
ALADAG C H, BASARAN M A, EGRIOGLU E, et al. Forecasting in high order fuzzy times series by using neural networks to define fuzzy relations[J]. Expert Systems with Applications, 2009, 36(3): 4228-4231.
|
[20] |
EGRIOGLU E, ALADAG C H, YOLCU U, et al. Finding an optimal interval length in high order fuzzy time series[J]. Expert Systems with Applications, 2010, 37(7): 5052-5055.
|
[21] |
CHEN S M, WANG N Y, PAN J S. Forecasting enrollments using automatic clustering techniques and fuzzy logical relationships[J]. Expert Systems with Applications, 2009, 36(8): 11070-11076.
|
[22] |
QIU W, LIU X, WANG L. Forecasting shanghai composite index based on fuzzy time series and improved C-fuzzy decision trees[J]. Expert Systems with Applications, 2012, 39(9): 7680-7689.
|
[23] |
OSBORNE M F M. Brownian motion in the stock market[J]. Operations Research, 1959, 7(2): 145-173.
|
[24] |
CLARK P K. A subordinated stochastic process model with finite variance for speculative prices[J]. General Information, 1973, 41(1): 135-155.
|
[25] |
TAUCHEN G E, Pitts M. The price variability-volume relationship on speculative markets[J]. Econometrica, 1983, 51(2): 485-505.
|
[26] |
GERVAIS S, Kaniel R, Mingelgrin D H. The high-volume return premium[J]. Journal Akuntansi Dan Keuangan, 2008, 56(3): 877-919.
|
[27] |
田利辉, 王冠英. 我国股票定价五因素模型:交易量如何影响股票收益率?[J]. 南开经济研究, 2014, (2): 54-75.TIAN L H, WANG G Y. Asset pricing model of the Chinese stock market: How trading volumes influence the returns[J]. Nankai Economic Studies, 2014, (2): 54-75.
|
[28] |
QIU W R, LIU X D, WANG L D. Forecasting Shanghai composite index based on fuzzy time series and improved C-fuzzy decision trees[J]. Expert Systems with Applications, 2012, 39(9): 7680-7689.
|
[29] |
ZHANG X, FUEHRES H, GLOOR P A. Predicting Stock market indicators through twitter “I hope it is not as bad as I fear”[J]. Procedia - Social and Behavioral Sciences, 2011, 26: 55-62.
|
[30] |
BOLLEN J, MAO H N, ZENG X J. Twitter mood predicts the stock market[J]. Journal of Computational Science, 2011, 2(1): 1-8.)
|