选取上证每个交易日的日线数据,并对其进行统计分析.首先利用小波降噪技术,得出信息熵技术指标,然后适当选取信息熵阈值进行分析,得出价格走势以及市场特点对应的信息熵指标,进而指出其对长线投资信息熵技术指标的应用具有很好的参考价值.
This article selects the data from each trading day of Shanghai Securities to conduct statistical analysis. First, we use the wavelet technique with noise reduction to obtain the information entropy of technical indicators, and then choose the appropriate information entropy threshold for carrying out the analysis. In so doing, we come up with the corresponding information entropy index of the price movements and market characteristics.