| 灰色GM(1,N)方法在股票预测中的应用 |
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| 引用本文： | 李惟佳,孙涛.灰色GM(1,N)方法在股票预测中的应用[J].价值工程,2009,28(11):152-154. |
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| 作者姓名： | 李惟佳 孙涛 |
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| 作者单位： | 南京航空航天大学经济与管理学院,南京,210016 |
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| 基金项目： | 教育部人文社会科学基金资助项目:"战略并购中目标公司定价方法及其应用研究" |
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| 摘 要： | 对股票价格的预测,直接影响投资者的投资决策,与投资者的经济利益密切相关。股票市场特有的的波动性和不确定性,给股票的预测带来困难。20世纪80年代兴起的灰色系统理论,应用于股市预测的探索已经取得一定成就,已经采用过GM(1,1)模型、灰色神经网络模型、以及灰色马尔可夫模型等预测方法。文中拟采用GM(1,N)模型对股票价格进行预测,并与GM(1,1)模型进行比较,证实了GM(1,N)拥有更好的精度。
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| 关 键 词： | GM(1 N) 股票价格 灰色系统 股票预测 |
Applying of GM (1, N) Model in Stock Forecasting |
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| Li Weijia; Sun Tao.Applying of GM (1, N) Model in Stock Forecasting[J].Value Engineering,2009,28(11):152-154. |
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| Authors: | Li Weijia; Sun Tao |
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| Institution: | Li Weijia; Sun Tao(School of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China) |
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| Abstract: | The prediction of stock prices directly affect the investment decisions of investors. The volatility and uncertainty of stock market are such that estimating and predicting the stock price is often very difficult. Grey system theory, which is established in late twentieth century, has been applied to stock forecasting. The techniques employed in stock prediction include ：GM （1,1） model, grey neural network model, grey markov model and so on. This paper intends to adopt GM （1,N） model to predict the price of stock and make comparison with GM（1,1） model. It is proved that this method have the better precision. |
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| Keywords: | GM(1 N) |
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