Stock market risk monitoring method based on MNN-Voting model

A risk monitoring and market technology, applied in instruments, complex mathematical operations, finance, etc., can solve problems such as narrow consideration range, insufficient prediction accuracy, and easy misjudgment

Pending Publication Date: 2021-03-02
江苏知诺智能科技有限公司
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  • Application Information

AI Technical Summary

Problems solved by technology

[0005] The defects and deficiencies of this kind of technical analysis are: First, its consideration range is narrow and the prediction accuracy is not high enough. For example, for the above-mentioned MACD indicator, only the price factor of a certain index in the market is considered in the calculation, and the evaluation element is single , not comprehensive enough; second, there are certain blind spots in technical analysis. For example, for the reversal market at the end of the bull market, the first wave of decline is often an inertial decline, and many technical indicators will show oversold rebound signals. Such misjudgment signals are positive It is a technical blind spot; third, there are certain misunderstandings in technical analysis, or hysteresis, which are easy to misjudge, resulting in sometimes wrong analysis results, and for such mistakes, there is also a lack of ability to detect and correct in time after misjudgment

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  • Stock market risk monitoring method based on MNN-Voting model

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Embodiment Construction

[0031] Below in conjunction with accompanying drawing, the present invention will be described in further detail

[0032] Such as figure 1 As shown, the present invention provides a kind of stock market dynamic stop loss risk monitoring method based on MNN-Voting model, and the method comprises the following steps:

[0033] Step 1: From the perspective of the time of the past years, process the data, combine the market's opening price, closing price, highest price, lowest price, trading volume and other indicators to calculate the change rate, the ratio of new highs and new lows, and generate new highs and new lows. ;

[0034] Step 2: Calculate new highs and new lows to get quarterly parameters. Through the sequence changes of new highs and new lows, the position changes are calculated, so as to obtain the preliminary position situation;

[0035] Step 3: Calculate the optimal stop loss parameters of the previous year on the first trading day of each year and apply it to thi...

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Abstract

The invention discloses a stock market dynamic loss prevention risk monitoring method based on an MNN-Voting model. According to the method, starting from the perspective of time, multi-dimensional and multi-period depiction is carried out on stock market historical transaction data, an independent loss stopping line is formulated for each year, and the stability of the buying and selling yield iskept. Meanwhile, quantitative analysis is conducted on the current state of the market through composite filtering, stock market risks are monitored, trend prediction meeting the current market is conducted, and the trend prediction is used for guiding transactions; and because the transaction frequency is set to be the day level and is matched with the characteristics of the public funds, the investment risk-to-income ratio of the public funds is improved.

Description

Technical field: [0001] The invention relates to the technical field of stock trading, in particular to a dynamic stop-loss risk monitoring method in a stock market based on an MNN-Voting model. Background technique: [0002] Since the emergence of the stock market, investors have carried out in-depth research on market trends, aiming to discover the underlying rules behind stock price changes, in order to find the appropriate trading time to obtain investment returns. This series of research has produced technical analysis theory . [0003] The existing technical analysis theory has developed a set of mature indicators and their application rules. Some indicators are obtained through mathematical formula calculation or line drawing tools, and then market analysis and trend judgment are carried out according to the value of the indicators. [0004] For existing technologies, such as the application of MACD indicators, first calculate the values ​​of MACD, DIF and DEA throug...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/04G06Q10/06G06F17/18
CPCG06F17/18G06Q10/0635G06Q10/06393G06Q40/04
Inventor 张然
Owner 江苏知诺智能科技有限公司
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