| 书目名称 | Stock Market Modeling and Forecasting |
| 副标题 | A System Adaptation |
| 编辑 | Xiaolian Zheng,Ben M. Chen |
| 视频video | |
| 概述 | Shows how system theory can be adapted to stock market analysis.Demonstrates results from various countries’ markets.Successfully forecasts major market turning periods |
| 丛书名称 | Lecture Notes in Control and Information Sciences |
| 图书封面 |  |
| 描述 | Stock Market Modeling and Forecasting translates experience in system adaptation gained in an engineering context to the modeling of financial markets with a view to improving the capture and understanding of market dynamics. The modeling process is considered as identifying a dynamic system in which a real stock market is treated as an unknown plant and the identification model proposed is tuned by feedback of the matching error. Like a physical system, a financial market exhibits fast and slow dynamics corresponding to external (such as company value and profitability) and internal forces (such as investor sentiment and commodity prices) respectively. The framework presented here, consisting of an internal model and an adaptive filter, is successful at considering both fast and slow market dynamics. A double selection method is efficacious in identifying input factors influential in market movements, revealing them to be both frequency- and market-dependent. .The authors present work on both developed and developing markets in the shape of the US, Hong Kong, Chinese and Singaporean stock markets. Results from all these sources demonstrate the efficiency of the model framework in |
| 出版日期 | Book 2013 |
| 关键词 | Dynamical Systems; Financial Modeling; Market Forecasting; Stock Markets; System Identification; Systems |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4471-5155-5 |
| isbn_softcover | 978-1-4471-5154-8 |
| isbn_ebook | 978-1-4471-5155-5Series ISSN 0170-8643 Series E-ISSN 1610-7411 |
| issn_series | 0170-8643 |
| copyright | Springer-Verlag London 2013 |
发表于 2025-3-21 18:18:47
