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›› 2003, Vol. 20 ›› Issue (2): 200-204.DOI: 10.7523/j.issn.2095-6134.2003.2.013

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DNA Series Analysis Method Applied in Study of Financial Data Time Series

Li Ping1,2, Wang Binghong1   

  1. 1. Department of Modern Physics and Center of Nonliner Science, University of Science and Technology of China, Hefei 230026, China;
    2. Department of Basic Courses, Nanjing Institute of Technology, Nanjing 210013, China
  • Received:2002-04-12 Revised:2002-04-23 Online:2003-03-10

Abstract:

A continuous time seriesof financial data is transformed into a discrete symbolic series using piece-wise linearzingalgorithm. Based on DNA series analysis method, the scaling behaviors of the symbolic series and its application in prediction study for financial price data time series are discussed.

Key words: DNA, financial data, time series, symbolic series, self-organized criticality

CLC Number: