| 灰色模型在股票价格预测中的应用——以中国石化为例 |
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| 引用本文： | 康建伟.灰色模型在股票价格预测中的应用——以中国石化为例[J].河北工业科技,2013,30(5):360-363. |
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| 作者姓名： | 康建伟 |
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| 作者单位： | 河南工业大学电气工程学院 |
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| 摘 要： | 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%。
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| 关 键 词： | GM(1 1)模型 股票预测 预测准确度 |
Application of grey model in stock price forecasting:Taking Sinopec as an example |
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| KANG Jianwei.Application of grey model in stock price forecasting:Taking Sinopec as an example[J].Hebei Journal of Industrial Science & Technology,2013,30(5):360-363. |
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| Authors: | KANG Jianwei |
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| Institution: | KANG Jianwei(College of Electrical Engineering,Henan University of Technology,Zhengzhou Henan 450001,China) |
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| Abstract: | 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%. |
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| Keywords: | GM(1 1) model stock forecasting forecasting accuracy |
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