Stock transaction moment judgment method and device based on random control
A technology of stock trading and random control, applied in data processing applications, finance, instruments, etc., to avoid the loss of price information and make up for discomfort
Pending Publication Date: 2022-05-24
INDUSTRIAL AND COMMERCIAL BANK OF CHINA
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[0005] This application provides a method and device for judging stock trading time based on random control, to at least solve the problem that the stock price data in the intraday time-sharing chart is continuous and smooth, making the optimization problem easier to solve, and therefore the optimization problem will be hidden
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[0047] The technical solutions in the embodiments of the present invention will be clearly and completely described below with reference to the accompanying drawings in the embodiments of the present invention. Obviously, the described embodiments are only a part of the embodiments of the present invention, rather than all the embodiments. Based on the embodiments of the present invention, all other embodiments obtained by those of ordinary skill in the art without creative efforts shall fall within the protection scope of the present invention.
[0048] It should be noted that the method and device for judging stock trading time based on random control disclosed in this application can be used in the field of artificial intelligence technology, and can also be used in any field other than the field of artificial intelligence technology. The application fields of the method and device for judging the transaction time are not limited.
[0049] Some studies have shown that the s...
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The invention provides a stock transaction moment judgment method and device based on random control. The method comprises the following steps: constructing a target equation of a Hamilton function according to a preset reward function and an obtained discount factor, and obtaining a set of all stop time strategies according to the target equation of the Hamilton function; constructing an ordinary differential equation through the set of the stop time strategies, and simulating a stock transaction process by using the ordinary differential equation to obtain a holding fund cost function; and analyzing the Hamilton function according to the holding capital cost function to obtain a stock transaction moment. According to the method, data construction is carried out on the intraday continuous stock price data, an optimization control method in random control is utilized, the future trend is directly predicted through price fluctuation, the optimal trading moment is found out, and time-selecting transaction is carried out on the stock, so that loss of price information in the intraday continuous stock price construction process is avoided, and the efficiency of stock price construction is improved. And under the condition that the stock market becomes more and more effective, the inadaptability of the existing method to the strong effective market hypothesis is made up.
Description
technical field [0001] The present application belongs to the technical field of artificial intelligence, and in particular, relates to a method and device for judging stock trading time based on random control. Background technique [0002] Today's financial market trading strategies include traditional trading strategies with strong rules based on technical analysis, multi-factor strategies based on fundamental analysis, and emerging trading strategies based on artificial intelligence methods. Although fundamental factors such as the company's profitability and development potential will provide a reference for the transaction, the final price is determined by both the supply and demand sides. [0003] Some studies have shown that the stock price follows the geometric Brownian motion, which means that the state of the future moment has nothing to do with the past state, but is only related to the current situation, that is, the price of the security already contains all th...
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IPC IPC(8): G06Q40/04G06F17/15G06F17/13
CPCG06Q40/04G06F17/13G06F17/15
Inventor 程路欣
Owner INDUSTRIAL AND COMMERCIAL BANK OF CHINA