• DocumentCode
    2155906
  • Title

    Fractal Fitting Research on Stock Prices

  • Author

    Yong, Lin ; Xin, Tong

  • Volume
    4
  • fYear
    2008
  • fDate
    27-30 May 2008
  • Firstpage
    49
  • Lastpage
    53
  • Abstract
    In this paper, we mainly study the law of stock price changes and the fitting method of it. After introducing the key point of fractal and Genetic Algorithm, we focus on explaining the inverse problems of piecewise fractal interpolation theoretically first. Then, based on the theory, we analyze a large amount of stock price data, calculate all the values of parameters in the model, and finally get an image of the attractor. The result is comparatively satisfying, so that this algorithm is very effective.
  • Keywords
    Algorithm design and analysis; Approximation methods; Fractals; Genetic algorithms; Image analysis; Interpolation; Inverse problems; Mathematics; Signal processing; Signal processing algorithms; Deterministic Algorithm; Genetic Algorithm; Piecewise Fractal Interpolation Function;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Image and Signal Processing, 2008. CISP '08. Congress on
  • Conference_Location
    Sanya, China
  • Print_ISBN
    978-0-7695-3119-9
  • Type

    conf

  • DOI
    10.1109/CISP.2008.752
  • Filename
    4566615