基于数据挖掘技术的股票价格预警教材.doc

基于数据挖掘技术的股票预警 摘要:数据挖掘技术是近几年内迅速发展起来一门交叉学科，涉及数据库、统计学、人工智能和机器学习等多个领域。计算机普及应用产生了大量数据，数据挖掘就是利用上述学科技术进行大量数据处理。数据挖掘应用领域非常广泛，从电子商务到生物科学，从金融领域到商业应用，数据挖掘技术对未来社会各个领域都起到越来越重要作用。 本文首先阐述了以往分析股票价格分析方法以及数据挖掘技术在证券市场中应用状况，分析了时间序列模型和神经网络模型如何对股票价格进行预警，利用采集必威体育精装版十只股票数据，然后借助SQL Server 2008操作平台，应用数据挖掘技术，对股票数据进行处理，建立预警模型。通过时间序列、神经网络模型对股票价格进行建模，利用前1日股票开盘价、收盘价、成交量及当日开盘价等诸多变量对今日股票收盘价进行预警。之后，通过比较各只股票预警值与真实值之间差距以及相对误差率高低，说明不同预警方法之间优劣，对证券市场中股票价格预警具有较为深远意义。 关键词：数据挖掘 股票价格 时间序列 神经网络 预警 Based on data mining technology of share price predicte Abstract：ata mining technology is developed rapidly in recent years, involving a cross subject Database, Statistics, Artificial intelligence and Machine learning, and other fields. The popularization of computer application produced a lot of data, data mining is to use the technology of the discipline of data processing. Data mining application field is very wide, from e-commerce to biological sciences, from the financial sector into commercial application, data mining technology to the future society to every field of play an increasingly important role. This article elaborates the analysis of previous analysis method and stock price data mining technology in the securities market, analyzes the application conditions of time series model and neural network model for prediction of stock price, the principle of using the latest ten stock data collected by SQL Server 2008, then operation platform, application of stock data mining technology, data processing, establish forecasting model. Through the time series, neural network model for the price of a stock is modeled, with the former 1 opening, closing price, stock volume and the same day opening price, and many other variables for todays closing price of stocks are predicted. Later, by comparing the stock and the real value predicted the gap between the height, and relative error rate for different between the forecast method, and the combination of inferiority in the securities market analysis and forecast of stoc