随机化均匀设计及其在股票交易上的应用

Randomized Uniform Design and Its Application to Stock Market

  • 摘要: 本文首先利用Bundschuh和朱尧辰(1993)的偏差计算公式,给出了构造某些非平衡均匀设计方法及相应的均匀设计表.之后把随机化均匀设计与移动平均线相结合,给出了移动平均线的最佳参数组合。

     

    Abstract: Using the formula given in Bundschuh and Zhu (1993), this paper provides a method to constract some kind of unbalenced uniform design firstly and then, combining this kind of uniform design with moving average, this paper gets the best parameter combination of moving average.

     

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