① 个股k线值怎样计算听过一个金融人士的理论:XX值取对数呈正态分布,这个XX指的什么
这些理论也不一定准确
② 已知某股票的一年以后价格X服从对数正态分布,当前价格为十元,且期望为15,方差为4,。求其连续复合年收益
鉴于以上3个楼层的搞笑,我算了下看图
③ 如果用matlab验证股票的收盘价符合对数正态分布
先导入数据,然后取收盘价的对数值即y=ln(y)
clc;clear
y=ln(y)
Std=std(y) %标准差
[F,XI]=ksdensity(y)
figure(1)
plot(XI,F,'o-')
x =randn(300000,1);
figure(2)
[f,xi] = ksdensity(x);
plot(xi,f);
画出概率分布图
ksdensity -------------------- Kernel smoothing density estimation.
表示核平滑密度估计
④ 如何求对数正态分布的累积分布函数
% 生成1e6个均值为1、方差为2的对数正态分布的随机数
N=1e6;
m = 1;
v = 2;
mu = log((m^2)/sqrt(v+m^2));
sigma = sqrt(log(v/(m^2)+1))
[M,V]= lognstat(mu,sigma)
X = lognrnd(mu,sigma,1,N);
⑤ 为什么股票价格服从对数正态分布
我们可以假设连续复利,用lnS1-lnS0来近似股票的收益(S1-S0)/S0,而且根据集合布朗运动可知,此收益是服从正态分布的。
⑥ 如何用EXCEL制作对数正态分布图
一、获取正态分布概念密度
正态分布概率密度正态分布函数“NORMDIST”获取。
在这里是以分组边界值为“X”来计算:
Mean=AVERAGE(A:A)(数据算术平均)
Standard_dev=STDEV(A:A)(数据的标准方差)
Cumulative=0(概率密度函数)
六、平滑正态分布图。
选中正态分布曲线→右键→设置数据列格式→线型→勾选“平滑线”→关闭。
大功告成!!!
本例中原始数据:
51.7,50.6,57.9,56.9,56.7,56.7,55.3,56.1,53.7,54.5,56.9,51.9,52.1,55.1,54.9,54.7,55.3,55.3,54.5,54.9,54.5,55.3,54.9,54.3,53.7,53.5,53.7,53.1,54.5,53.1,53.9,53.5,53.3,53.9,53.5,53.5,52.5,53.3,53.5,53.3,53.7,53.1,54.5,53.9,56.7,54.5,54.3,55.1,54.1,54.5,53.9,53.1,53.3,55.3,55.7,56.1,54.7,53.1,53.3,52.7,53.1,52.9,53.1,54.3,53.1,52.7,53.1,53.3,53.1,53.3,53.1,53.3,55.1,54.7,54.9,54.3,53.9,53.7,53.9,53.5,54.5,54.3,55.5,55.7,55.5,54.9,55.3,55.5,53.7,54.1,53.9,55.7,55.9,53.7,53.5,53.1,52.3,52.7,52.9,53.3,53.9,52.7,53.5,53.1,52.7,51.9,52.5,53.9,54.5,55.7,55.3,54.9,53.1,52.9,54.1,53.3,54.7,53.9,54.3,54.1,53.7,53.3,52.7,52.9,52.5,53.9,53.5,54.1,54.1,54.7,54.9,54.9,54.1,53.3,52.9,53.7,53.9,54.3,54.1,54.5,54.7,54.9,52.1,52.9,53.5,52.7,53.1,53.1,53.5,52.9,52.9,53.1,53.3,52.7,53.5,53.9,54.9,55.1,54.3,55.1,54.3,54.3,53.9,54.5,54.5,54.3,55.3,54.5,54.9,53.5,52.1,55.3,55.7,55.7,55.5,54.5,57.7,54.7,53.7,53.1,53.7,55.9,56.1,53.9,53.7,53.3,53.9,53.9,54.5,54.7,56.1,55.7,53.1,53.7,53.5,53.9,53.9,53.5,53.3,53.1,52.5,55.9,55.7,54.1,54.3,54.1,54.1,54.5,54.5,55.1,53.1,53.3,54.1,54.3,53.9,54.1,54.7,54.7,53.7,53.1,53.3,52.7,53.5,52.9,53.7,56.5,56.1,55.7,55.5,56.9,57.7,56.5,55.7,54.1,54.7,55.7,55.5,53.1,52.7,53.1,53.3,53.5,54.3,54.1,54.5,54.7,55.7,55.5,54.1,54.3,54.7,53.1,53.3,53.1,52.7,53.1,53.7,53.1,54.7,54.5,55.1,54.7,54.5,56.1,55.7,53.3,52.5,53.7,54.1,53.3,52.1,52.3,53.1,53.3,53.5,53.3,53.1,52.7,53.1,55.7,55.1,54.3,53.7,53.1,52.9,53.1,52.7,52.5,53.1,53.5,53.1,53.3,54.1,55.1,54.9,56.1,55.7,56.5,54.7,53.7
⑦ 对数正态分布的概述
在分析测试中,特别是在衡量分析中,在不少情况下,测定值不遵循正态分布,而是遵循对数正态分布。
⑧ 为什么股票价格服从对数正态分布
我们可以假设连续复利,用lnS1-lnS0来近似股票的收益(S1-S0)/S0,而且根据集合布朗运动可知,此收益是服从正态分布的。
⑨ 对数正态分布和正态分布是不是一个意思
lognrnd得到的是无单位的量,用它得到的是一组其自然对数满足正态分布的随机数,而不是本身就满足正态分布的dB值。 dB通常都是以"20log10()”定义的吧(如果是功率之类的就是10log10()),其对数的底数为10,而lognrnd应该得到的是自然对数,需要转化一下。