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
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