| 参考文献 ［1］Hadavandi E,Shavandi H,Ghanbari A.Integration of Genetic Fuzzy Systems and Artificial Neural Networks for Stock Price Forecasting［J］.Knowledge-based Systems,2010,23(8):800-808. ［2］姚宏亮,杜明超,李俊照,等.一种基于流特征模式的股市跟踪预测算法［J］.计算机科学,2013,40(12):45-51. ［3］Kazem A,Sharifi E,Hussain F K,et al.Support Vector Regression with Chaos-based Firefly Algorithm for Stock Market Price Forecasting［J］.Applied Soft Computing,2013,13(2):947-958. ［4］Yi Zuo,Kita E.Stock Price Forecast Using Bayesian Network［J］.Expert Systems with Applications,2012,39(8):6729-6737. ［5］Engle R F.Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation［J］.Econometrica,1981,50(4):987-1008. ［6］Bollerslev T.Generalized Autoregressive Conditional Heteroskedasticity［J］.Journal of Econometrics,1986,31(3):307-327. ［7］Wang Jujie,Wang Jianzhou,Zhang Zhe,et al.Stock Index Forecasting Based on a Hybrid Model［J］.Omega,2012,40(6):758-766. ［8］Zhang Tao,Sai Ying,Zheng Yuan.Research of Stock Index Futures Prediction Model Based on Rough Set and Support Vector Machine［C］//Proceedings of IEEE International Conference on Granular Computing.Washington D.C.,USA:IEEE Press,2008:797-800. ［9］孙彬,王立民,李铁克.股票市场能量体系研究［J］.技术经济与管理研究,2010,(6):3-8. ［10］王浩,陈娟,姚宏亮,等.基于离群特征模式的股市波动预测模型［J］.计算机工程与应用,2014,50(22):243-249. ［11］徐君华,李启亚.宏观政策对我国股市影响的实证研究［J］.经济研究,2001,(9):12-21. ［12］张谊然.股票价格线性回归分析——基于Matlab岭回归分析［J］.时代金融,2013,(3):198. ［13］周峰,孟秀云.基于岭回归径向基神经网络的MIMU误差建模［J］.系统仿真学报,2010,22(9):2056-2060. ［14］Daly R,Shen Q,Aitken S.Learning Bayesian Networks:Approaches and Issues［J］.Knowledge Engineering Review,2011,26(2):99-157. ［15］Cheng Jie,Bell D,Liu Weiru.Learning Bayesian Networks from Data:An Efficient Approach Based on Information Theory［J］.Artificial Intelligence,2002,37(12):43-90. ［16］周冬梅,王浩,姚宏亮,等.一种基于因果强度的局部因果结构主动学习方法［J］.计算机科学,2012,39(11):237-242. ［17］Tong S,Koller D.Active Learning for Structure in Bayesian Networks［C］//Proceedings of International Joint Conference on Artificial Intelligence.New York,USA:ACM Press,2001:863-869. ［18］王浩,刘向南,姚宏亮,等.基于扰动和因果强度的因果贝叶斯网络结构的主动学习研究［D］.合肥:合肥工业大学,2012. ［19］姚宏亮,吴立辉,王浩,等.基于局部因果关系分析的隐变量发现算法.计算机科学与探索［J］.2014,8(4):456-466. ［20］Aliferis C F,Statnikov A,Tsamardinos I,et al.Local Causal and Markov Blanket Induction for Causal Discovery and Feature Selection for Classification Part I:Algorithms and Empirical Evaluation［J］.Journal of Machine Learning Research,2010,11(1):171-234. ［21］Li Guoliang,Leong T Y.Active Learning for Causal Bayesian Network Structure with Non-symmetrical Entropy［C］//Proceedings of the 13th Pacific-Asia Conference on Knowledge Discovery and Data Mining.Berlin,Germany:Springer,2009:290 -301. ［22］Cai C X,Kyaw K,Zhang Qi.Stock Index Return Forecasting:The Information of the Constituents［J］.Economics Letters,2012,116(1):72-74. ［23］Deng Wen-shuenn,Chu Chih-kang,Cheng Ming-yen.A Study of Local Linear Ridge Regression Estimators［J］.Journal of Statistics Planning and Inference,2001,93(1-2):225-238. 编辑顾逸斐 |