灰色拓扑模型在短期股票预测中的应用  

Application of Grey Topological Model in the Prediction of Stock Market

作　　者：宋玉坤[1] 陈阳[1] 

机构地区：[1]承德石油高等专科学校数理系,河北承德067000

出　　处：《承德石油高等专科学校学报》2009年第4期49-53,共5页Journal of Chengde Petroleum College

摘　　要：股票价格走势的预测是投资和证券理论界普遍关注的课题,灰色理论主张用单因素GM(1,1)模型进行灰色预测,然而GM(1,1)模型形状简单不能够反映不规则的任一波形[1],故原始数据频频波动时,通常采用拓扑预测。本文采用改进的灰色拓扑方法研究了股票价格走势预测模型,并通过实证研究说明了该模型具有预报应用价值。The prediction of stock movement is a problem which attracts universal attention in investment and securities field. Gray theory advocates using the single factor of GM （ 1 , 1 ） model to predict, but GM （1,1） model simply can not reflect the shape of an irregular wave. So when the raw data frequently fluctuate, we usually use topology forecast. In this article the improved grey topological method is applied in the prediction of stock movement. And the empirical study shows that the model has application value of prediction.

关 键 词：股票走势 灰色拓扑 预测 

分 类 号：O189[理学—数学]