ARIMA模型在股价预测上的应用——以中国银行为例  

Application of ARIMA Model in Stock Price Prediction—Taking Bank of China as an Example

作　　者：陈德慧 

机构地区：[1]上海工程技术大学管理学院,上海

出　　处：《建模与仿真》2023年第4期3360-3365,共6页Modeling and Simulation

摘　　要：随着我国资本市场的扩大开放,国外资本进一步流入我国股市,中国股市迎来新的挑战与机遇。金融市场股票的价格预测问题再次成为公众关注的热点。基于此,选取金融市场股票的历史收盘价数据,以R为实现工具,通过建立ARIMA模型来进行分析与预测,为股市投资者提供帮助。With the expansion and opening up of China’s capital market, foreign capital further flows into Chi-na’s stock market, and China’s stock market faces new challenges and opportunities. The price pre-diction of stocks in financial markets has once again become a hot spot of public concern. Based on this, this paper selects the historical closing price data of stocks in the financial market, and uses R as the realization tool to analyze and predict by establishing ARIMA model, so as to provide help for stock market investors.

关 键 词：ARIMA模型 股市投资者 金融市场 中国银行 国外资本 股价预测 我国股市 我国资本市场 

分 类 号：F83[经济管理—金融学]