CAJ | 학술논문

文本运用小波分析对金融时间序列—HS300股票指数收盘价进行挖掘，首先利用db3正交小波基对数据进行进行去噪处理，然后对去噪后的数据与原数据做波动率对比分析，寻找出隐藏在金融时间序列背后的股票市场中的机会与风险。
문본운용소파분석대금융시간서렬—HS300고표지수수반개진행알굴，수선이용db3정교소파기대수거진행진행거조처리，연후대거조후적수거여원수거주파동솔대비분석，심조출은장재금융시간서렬배후적고표시장중적궤회여풍험。
In this paper,the Wavelet theory is used to analyze financial time series-HS300 stock index closing price. Firstly,the data is decomposed by db3 orthogonal wavelet basis. Then a comparative analysis of volatility of the original data with the reconstructed data is made. Finally,the market opportunities and risks hiding behind the financial time series data are discovered according to comparative analysis.