GM(1,1)在股票价格预测中的运用  

The application of GM(1,1) model in forecasting stock-prices

作　　者：童明余[1] 肖志祥[2] 

机构地区：[1]重庆师范大学数学与计算机科学学院,重庆400047 [2]重庆大学数理学院,重庆400044

出　　处：《黄冈师范学院学报》2005年第3期9-11,18,共4页Journal of Huanggang Normal University

摘　　要：对股票价格的预测直接影响到投资者的投资决策,关系到投资者的切身利益,因此对预测结果的精度要求较高.本文对GM(1,1)模型进行了改进,并将改进后的模型应用于股票价格的预测.对南山实业股票价格预测后发现,改进的GM(1,1)提高了预测的精度,具有更高的应用价值.<Abstrcat> Forecasting stock prices directly impacts on investors′ decision-making and immediate economic interests, and therefore, accurate forecasting is reqired. This paper adjusts the GM(1,1) model to stock market. The result from forecasting the stock price change of Nanshan Industrial Corporation shows that the adjusted GM(1,1) model is more accurate and more available than the original one.

关 键 词：GM(1 1)模型 股票价格 预测 

分 类 号：F224.0[经济管理—国民经济]