通过(SRA)、(ANFIS)、(CAPM)对金融时间序列进行预测的MATLAB仿真，源码+论文

function [X1,X2,X3,X4,X5,X6,X7,data] = func_Technical_Indicators(data0); %SMA N = 8; M = 3; data = data0(:,4); for i = 1:length(data); if i == 1 X1(i) = data(i); else X1(i) = M*data(i)/(N+1)+(N-1)/(N+1)*X1(i-1); end end %EMA N = 8; data = data0(:,4); for i = 1:length(data); if i == 1 X2(i) = data(i); else X2(i) = 2*data(i)/(N+1)+(N-1)/(N+1)*X2(i-1); end end %MACD data = data0(:,4); X3 = [macd(data)]'; %MFI % R = [Price_max',Price_min',Price_open',Price_close',Volume']; TYP = (data0(:,1) + data0(:,2) + data0(:,4))/3; N = 8; for i = 1:length(data) if i == 1 tmp1(i) = TYP(i) * data0(i,5); tmp2(i) = TYP(i) * data0(i,5); else if TYP(i) > TYP(i-1) tmp1(i) = TYP(i) * data0(i,5); else tmp1(i) = 0; end if TYP(i) < TYP(i-1) tmp2(i) = TYP(i) * data0(i,5); else tmp2(i) = 0; end end end for i = 1:length(data) if i <= N V1(i) = sum(tmp1(1:i))/sum(tmp2(1:i)); else V1(i) = sum(tmp1(i-N+1:i))/sum(tmp2(i-N+1:i)); end end X4 = V1; %AI N = 8; data = data0(:,4); for i = 1:length(data); if i <= N X5(i) = data(i)/sum(data(1:i)); else X5(i) = data(i)/sum(data(i-N:i)); end end %RSI data = data0(:,4); for i = 1:length(data); if i == 1 tmps0(i) = 1; else if data(i) >= data(i-1) tmps0(i) = 1; else tmps0(i) = -1; end end end tmps0=tmps0'; tmps = zeros(14,length(data)); for i = 1:length(data); if i <= 14 tmps(:,i) = [zeros(14-i,1);tmps0(1:i).*data(1:i)]; else tmps(:,i) = [tmps0(i-13:i).*data(i-13:i)]; end end for i = 1:length(tmps); A=0; B=0; for j = 1:14 if tmps(j,i) >=0 A = A+tmps(j,i); else B = B-tmps(j,i); end end X6(i) = 100*A/(A+B); end %CCI TYP = (data0(:,1) + data0(:,2) + data0(:,4))/3; N = 14; for i = 1:length(data) if i <= 14 tm1(i) = mean(data(1:i)); else tm1(i) = mean(data(i-N+1:i)); end if i <= 14 tm2(i) = data(i)-mean(data(1:i)); else tm2(i) = data(i)-mean(data(i-N+1:i)); end CCI(i) = (TYP(i) - tm1(i))/(0.015*tm2(i)); end X7 = CCI; ide1 = find(isnan(X1)==1); X1(ide1) = 0; ide2 = find(isnan(X2)==1); X2(ide2) = 0; ide3 = find(isnan(X3)==1); X3(ide3) = 0; ide4 = find(isnan(X4)==1); X4(ide4) = 0; ide5 = find(isnan(X5)==1); X5(ide5) = 0; ide6 = find(isnan(X6)==1); X6(ide6) = 0; ide7 = find(isnan(X7)==1); X7(ide7) = 0; ide1 = find(abs(X1)>=1000000); X1(ide1) = 100; ide2 = find(abs(X2)>=1000000); X2(ide2) = 100; ide3 = find(abs(X3)>=1000000); X3(ide3) = 100; ide4 = find(abs(X4)>=1000000); X4(ide4) = 100; ide5 = find(abs(X5)>=1000000); X5(ide5) = 100; ide6 = find(abs(X6)>=1000000); X6(ide6) = 100; ide7 = find(abs(X7)>=1000000); X7(ide7) = 100;