Subscribe Now Subscribe Today
Science Alert
 
FOLLOW US:     Facebook     Twitter
Blue
   
Curve Top
Journal of Software Engineering
  Year: 2015 | Volume: 9 | Issue: 3 | Page No.: 504-519
DOI: 10.3923/jse.2015.504.519
New Method of Financial Technical Analysis Based on the Perspective of Mathematical Modeling
Pin Wang, Limin Shao and Hong Li

Abstract:
In this study, the core of this study is to obtain the extreme values of share price function with the similar curve method. This study follows the four stages of mathematical modeling: Questioning, modeling, verification and comparison, redefines the new method of financial technical analysis-similar curve method and gives two original new concepts-curve similarity and WP indicator, as well as the visually achieved key source mode. With SPSS software, it is obtained that the probabilities for the increasing function to gain the maximum and minimum WP values are, respectively 34.28 and 22.86% and those for the decreasing function to obtain the maximum and minimum WP values are, respectively 33.33 and 25.71%. The test results of the original WP expert system to the 4 management objectives, i.e., win rate, annual rate of return, net profit rate and annual number of transactions are, respectively 87.57, 75.70, 31.54 and 6,837.60. Compared with other 6 expert systems, the above results are optimal. Due to similar methods of financial technical analysis, the similar curve method can be applied to the analysis of all transactions.
PDF Fulltext XML References Citation Report Citation
 RELATED ARTICLES:
  •    Comparative Study of RSI Expert System Based on Dow Theory
How to cite this article:

Pin Wang, Limin Shao and Hong Li, 2015. New Method of Financial Technical Analysis Based on the Perspective of Mathematical Modeling. Journal of Software Engineering, 9: 504-519.

DOI: 10.3923/jse.2015.504.519

URL: https://scialert.net/abstract/?doi=jse.2015.504.519

 
COMMENT ON THIS PAPER
 
 
 

 

 
 
 
 
 
 
 
 
 

 
 
 
 
 

       

       

Curve Bottom