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Quantum Model Of Data Mining Technology Research In Financial Markets

Posted on:2016-10-20Degree:MasterType:Thesis
Country:ChinaCandidate:Z H ZhaoFull Text:PDF
GTID:2309330461951651Subject:Applied Mathematics
Abstract/Summary:
In this paper, we analyze the dynamic characteristics of the securities market and find investment opportunities using the data mining technology on the basis of a quantum model.Firstly, according to the assumption of power market, we establish a differential dynamics model about trading volume and price and get the power series expression of wave function. Secondly, using the Shanghai stock exchange trading high frequency data, by the use of mathematical optimization method, we give the parameter estimation of the model of medium density function for the transcendental function,and carry out a model test,the results show that the model has a certain effectiveness.Thirdly, we calculate the energy of the system and the change of entropy.Further more,according to the change of energy in the market,we choose the discretization technology of data mining,analyze investment efficiency of various trading market condition,and get trading opportunities.Through the inspection of the real market data, the result we get is feasible and effective.
Keywords/Search Tags:wave function, stock price, MATLAB, parameter estimation, data mining, energy, entropy
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