灰色模型在股票价格预测中的应用——以中国石化为例OACSTPCD
Application of grey model in stock price forecasting:Taking Sinopec as an example
通过对原始数据进行筛选,将GM(1,1)模型用于股票预测,对交易日收盘价格进行预测,并以中国石化(600028)2012-01-04至2012-12-31的交易数据为例进行了分析.分析结果表明,灰色预测模型的平均预测准确度为98.63％.考虑到股票交易规则,42％的预测数据为有效预测,有效预测的平均预测准确度为99.31％.
By analyzing original data of Sinopec (600028) from January 4th 2012 to December 31st 2012,the closing price of a trading day can be predicted by using GM(1,1) model.The result shows that the average forecasting accuracy of the model is 98.63％.Taking into account transaction rules of the stock exchanges,42％ of predicted data is useful and the total forecasting accuracy is 99.31％.
康建伟
河南工业大学电气工程学院,河南郑州 450001
管理科学
GM(1,1)模型股票预测预测准确度
GM(1,1) model stock forecasting forecasting accuracy
《河北工业科技》 2013 (5)
360-363,4
评论