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Received:March 26, 2014 Revised:April 29, 2014
Received:March 26, 2014 Revised:April 29, 2014
中文摘要: 在程序化交易中, 运用交易模型, 通过对历史数据的运算预测价格的未来趋势, 从而确定交易策略. 提出一种线性回归交易模型, 它从模型的原理分析、算法实现以及运行效率等方面进行了详细阐述, 从而得出一种能够满足实时处理大量历史数据, 时间复杂度最小化的交易模型的优化算法.
Abstract:In program trading, trading strategy is determined by forecasting the tendency of prices in the future, based on calculating historical data according to the trading model. This paper proposes a linear regression trading model. It discusses the principle of the model, algorithm implementation and efficiency in running. Finally, an optimal algorithm for linear regression in Program-trading system is obtained which is competent in a real-time calculation for plenty of historical data. The algorithm's time complexity is least.
文章编号： 中图分类号： 文献标志码：
基金项目:
| Author Name | Affiliation |
| YANG Guang-Bao | School of Qingtian, Zhejiang Radio & Television University, Qingtian 323900, China |
| Author Name | Affiliation |
| YANG Guang-Bao | School of Qingtian, Zhejiang Radio & Television University, Qingtian 323900, China |
引用文本：
杨光豹.程序化交易系统中线性回归模型及其优化算法.计算机系统应用,2014,23(12):120-124
YANG Guang-Bao.Linear Regression and its Optimization Algorithm in Program-Trading System.COMPUTER SYSTEMS APPLICATIONS,2014,23(12):120-124
杨光豹.程序化交易系统中线性回归模型及其优化算法.计算机系统应用,2014,23(12):120-124
YANG Guang-Bao.Linear Regression and its Optimization Algorithm in Program-Trading System.COMPUTER SYSTEMS APPLICATIONS,2014,23(12):120-124
