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Technical Analysis Of Stock And Its Dynamic Analysis

Posted on:2012-02-23Degree:MasterType:Thesis
Country:ChinaCandidate:J YangFull Text:PDF
GTID:2219330368975193Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
Technical Analysis is also a sensitive topic on literatures of finance and economics. It ignores other economic phenomenon and forecasts stock price and market action with all of the various kinds of phenomenon reflected by historical price of stock in stock market. With a mass of arduous efforts, numerous scholars gain considerable fruit, however; ever so, most of them are inconformity. For a long time, scholars prefer analysis results and feasibility analysis; nevertheless, now they concentrate on market impact. For example: (1) With various models and curve graph, people infer stock direction by observing previous tendency.(2) Scholars keep a watchful eye on analysis of investment and elements. (3) They discuss relations of stock trading volume and stock price.This text makes description and analysis about these three aspects. Firstly, it gives some models of stock trend analysis and brief cases. Section two studies fundamental tendency of stock market with definiting G-Eigenvector and investment portfolio analysis dividing into stock group determined principal component by cliff chart. Finally, Introducing recent studies on trading volume, this paper stipulate that no information make trading volume vanish,at the same time, consecutively increasing of information give rise to sequentially raising of trading volume .This paper suggests that the price movements are driven by the continual trading process and gains an empirical research by ARIMA model. With the new definition,it confirms the feasibility and effectiveness in analysis and prediction of ARIMA model.
Keywords/Search Tags:ARIMA model, trading process, analysis eigenvalue, PCA (principal component analysis), calendar stock price
PDF Full Text Request
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