The Gray Disaster Forecast of Stock Market

摘要：

In this paper, using gray system theory in the GM (l, 1) model, respectively, the weeks closing price on the Shanghai and Shenzhen 300 Index fell more than 2.5% and the months closing price fell more than 10% are predicted. The results showed that the accuracy of predictive value met the requirements to prove that the model can be used for the disaster on the Shanghai and Shenzhen index in long-term and medium-term pre-just, and good effect.

作者: Cui Jianguo Dang Yaoguo

作者单位: School of Economics and Management, Nanjing University of Aeronautics and Astronautics, 29 Yudao Street, Nanjing,Jiangsu 210016, China

会议类型: 国际会议

会议名称: 2009 IEEE International Conference on Grey System and Intelligent Services(2009 IEEE灰色系统与服务科学国际会议)

会议地点: 南京

会议语种:英文

页码: 670-672

在线出版日期: 2009-10-20（万方平台首次上网日期，不代表论文的发表时间）