The Application of Random Process with Threshold Cross on Stock rise-fall period Prediction
Jing Guang-zhu · Shuxue de shijian yu renshi · 2006
In this paper,a method of random process with threshold cross is proposed to predict stock mean rise and fall period.Fact ensample show fully that stock rise and fall period of 600028 stock is two days.A idea of stock daily rise and fall seven percent restriction for chinese stock market is proposed,fact ensample show that this idea is feasible and efficient for Chinese stock market.