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
Link To Document :
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