DocumentCode
1965794
Title
The Further Prediction Study for Economical Data with Fluctuation
Author
Wen, Jian-ning
Author_Institution
Sch. of Math. & Stat., Lanzhou Univ., Lanzhou
Volume
4
fYear
2008
fDate
12-14 Dec. 2008
Firstpage
431
Lastpage
434
Abstract
It is well known that the grey forecasting model has been successfully adopted in various fields and its further improved model is proposed ceaselessly. In this paper, we focus on the prediction problem of Shanghai Stock Index by using GM(1,1) model and OSDGM model. Our simulation results show that two models can effectively predict the developing system.
Keywords
forecasting theory; grey systems; stock markets; Shanghai Stock Index; economical data; grey forecasting model; Computer science; Economic forecasting; Finance; Fluctuations; Investments; Mathematical model; Mathematics; Predictive models; Software engineering; Stock markets; Economical Data with Fluctuation; grey forecasting model;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Science and Software Engineering, 2008 International Conference on
Conference_Location
Wuhan, Hubei
Print_ISBN
978-0-7695-3336-0
Type
conf
DOI
10.1109/CSSE.2008.1515
Filename
4722651
Link To Document