The volatility mechanism and intelligent fusion forecast of new energy stock prices  

作　　者：Guo-Feng Fan Ruo-Tong Zhang Cen-Cen Cao Li-Ling Peng Yi-Hsuan Yeh Wei-Chiang Hong 

机构地区：[1]School of Mathematics and Statistics,Ping Ding Shan University,Ping Ding Shan,467000,Henan,China [2]Department of Information Management,Asia Eastern University of Science and Technology,No.58,Sec.2,Sichuan Rd.,Panchiao District,New Taipei,22064,Taiwan [3]Department of Information Management,Yuan Ze University,Taoyuan,320315,Taiwan

出　　处：《Financial Innovation》2024年第1期2501-2537,共37页金融创新(英文)

基　　金：Key Research Project in Universities of Henan Province(No.24B480012);Science and Technology of Henan Province of China(No.182400410419);the Foundation for Fostering the National Foundation of Pingdingshan University(No.PXY-PYJJ-2016006);National Science and Technology Council,Taiwan(MOST 111-2410-H-161-001).

摘　　要：The new energy industry is strongly supported by the state,and accurate forecasting of stock price can lead to better understanding of its development.However,factors such as cost and ease of use of new energy,as well as economic situation and policy environment,have led to continuous changes in its stock price and increased stock price volatility.By calculating the Lyapunov index and observing the Poincarésurface of the section,we find that the sample of the China Securities Index Green Power 50 Index has chaotic characteristics,and the data indicate strong volatility and uncertainty.This study proposes a new method of stock price index prediction,namely,EWT-S-ALOSVR.Empirical wavelet decomposition extracts features from multiple factors affecting stock prices to form multiple sub-columns with features,significantly reducing the complexity of the stock price series.Support vector regression is well suited for dealing with nonlinear stock price series,and the support vector machine model parameters are selected using random wandering and picking elites via Ant Lion Optimization,making stock price prediction more accurate.

关 键 词：Empirical wavelet transform Support vector machine Ant Lion algorithm Stock price index forecasting 

分 类 号：F42[经济管理—产业经济]