A Two Level Evolutionary Modeling System For Financial Data
نویسندگان
چکیده
The discovery of evolutionary laws of financial market is always built on the basis of financial data. Any financial market must be controlled by some basic laws, including macroscopic level, submicroscopic level and microscopic level laws. How to discover its necessity-laws from financial data is the most important task of financial market analysis and prediction. Based on the evolutionary computation, this paper proposes a multi-level and multi-scale evolutionary modeling system which models the macro-behavior of the stock market by ordinary differential equations while models the microbehavior of the stock market by natural fractals. This system can be used to model and predict the financial data(some time series), such as the stock market data of Dow-Jones index and IBM stock price, and always get good results.
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