计算机应用 ›› 2005, Vol. 25 ›› Issue (06): 1373-1375.DOI: 10.3724/SP.J.1087.2005.1373

• 数据库与数据挖掘 • 上一篇    下一篇

MMDR算法的优化以及在证券仿真中的应用

林晓旻,王治宝,孙佳宁,王用本   

  1.  南开大学信息技术科学学院
  • 发布日期:2011-04-06 出版日期:2005-06-01

Optimized MMDR algorithm and it’s application in simulating stock market

LIN Xiao-min, WANG Zhi-bao, SUN Jia-ning, WANG Yong-ben   

  1. College of Information Technical Science, Nankai University, Tianjin 300071, China
  • Online:2011-04-06 Published:2005-06-01

摘要: 设计了一种降低了时间复杂度和空间复杂度的横向拟正则规则双层的MMDR算法,介绍了利用这个优化的算法在股市数据中得到的正则规则进行股票价格预测的方法,以及如何将此算法的运行过程中产生的大量规则应用于证券交易仿真复杂适应系统的“个体”建模中,以解决证券交易仿真系统需要大量互不相同的个体建模的问题。

关键词: MMDR算法:符号概率推导链, 正则规则, 复杂适应系统, 证券交易市场仿真

Abstract: MMDR(Machine Method for Discovering Regularities) is a method in Data Minning field which can get knowledge from data. In this paper, author designed a wide-first approximative regularity dual layer growing algorithm to implement MMDR, and introduced how to apply this algorism in stock price forecasting and building individual models in stock market simulation with the rules produced in the process that the algorithm runs.

Key words: MMDR, chains of semantic probabilistic inference, regularity, complex adaptive system, stock market simulation

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