Looking for breakthrough ideas for innovation challenges? Try Patsnap Eureka!

Time-spectrum generation method and device

A technology of time-frequency spectrum and instantaneous frequency, applied in the field of time-frequency spectrum generation methods and equipment, can solve the problem of inaccurate securities quantitative trading strategies

Active Publication Date: 2020-09-01
上海翌固数据技术有限公司
View PDF5 Cites 0 Cited by
  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0020] An object of the present invention is to provide a time-spectrum generation method and equipment, which can solve the problem of inaccurate traditional securities quantitative trading strategies

Method used

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
View more

Image

Smart Image Click on the blue labels to locate them in the text.
Viewing Examples
Smart Image
  • Time-spectrum generation method and device
  • Time-spectrum generation method and device
  • Time-spectrum generation method and device

Examples

Experimental program
Comparison scheme
Effect test

Embodiment Construction

[0085] The present invention will be described in further detail below in conjunction with the accompanying drawings.

[0086] In a typical configuration of the present application, the terminal, the device serving the network and the trusted party all include one or more processors (CPUs), input / output interfaces, network interfaces and memory.

[0087] Memory may include non-permanent storage in computer readable media, in the form of random access memory (RAM) and / or nonvolatile memory such as read only memory (ROM) or flash RAM. Memory is an example of computer readable media.

[0088] Computer-readable media, including both permanent and non-permanent, removable and non-removable media, can be implemented by any method or technology for storage of information. Information may be computer readable instructions, data structures, modules of a program, or other data. Examples of computer storage media include, but are not limited to, phase change memory (PRAM), static rando...

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to View More

PUM

No PUM Login to View More

Abstract

The invention aims to provide a time-frequency spectrum generation method and device applied to securities data quantitative trading. After low-frequency information is separated out through a recursive low-pass filter, in a time-frequency spectrum, a frequency is limited in a medium and high-frequency limited range, so that the problem of data low-frequency processing is solved and medium and high-frequency information required for generating the time-frequency spectrum can be obtained. The time-frequency spectrum is established by adopting a recursive wavelet algorithm, so that the problem of securities market data timeliness is solved. In addition, by performing differential processing on a dynamic time-frequency spectrum, the problem of low time-frequency spectrum precision caused by Heisenberg uncertainty factors is solved.

Description

technical field [0001] The invention relates to the field of computers, in particular to a method and device for generating a time-frequency spectrum. Background technique [0002] Due to the continuous generation of academic theories, the continuous updating of the trading environment, and the continuous progress and continuous development of computer technology, quantitative trading strategies have shown various advantages and some advantages compared with other trading strategies, thus showing a trend of prosperity. Many trend investors regard quantitative trading as a form of "making money lying down". They believe that as long as they develop a set of mathematical systems that have been carefully calculated, transactions can be quantified and profits can become stress-free. However, in addition to the advantages of quantitative trading, its existing problems and difficulties are also obvious. [0003] Quantitative trading strategies are trading strategies that are cons...

Claims

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to View More

Application Information

Patent Timeline
no application Login to View More
Patent Type & Authority Patents(China)
IPC IPC(8): G06Q40/04
CPCG06Q40/04
Inventor 郑伟建吴世尧张元巧
Owner 上海翌固数据技术有限公司
Who we serve
  • R&D Engineer
  • R&D Manager
  • IP Professional
Why Patsnap Eureka
  • Industry Leading Data Capabilities
  • Powerful AI technology
  • Patent DNA Extraction
Social media
Patsnap Eureka Blog
Learn More
PatSnap group products