matlab资源 python master中基于卡尔曼滤波的股票预测 仅供学习参考用代码.zip

# Using a Kalman filter for predicting stock prices in python This is a prototype implementation for predicting stock prices using a Kalman filter. <br> A generic Kalman filter using numpy matrix operations is implemented in src/kalman_filter.py. The predict and update function can be used in different projects. <br> The stock prices were loaded from yahoo finance. The class YahooFinanceData implemented in src/yahoo_financedata.py loads the .csv file holding the stock prices (e.g. for the company Infineon) and provides a function "next_measurement" to iterate through all rows. <br> For predicting the stock price of the next day, a simple model for the stock price behaviour is used. The state vector of the filter holds the current price and the velocity. The velocity is the change of the stock price per day. The filter is updated every day with the newest stock price measurement.<br> The main.py script will also provide some plots for analyzing the filter output. Obviously the results cannot be taken serious for trading with stocks. The stock prices are used as example data for working with Kalman filters.