Title :
The Further Prediction Study for Economical Data with Fluctuation
Author_Institution :
Sch. of Math. & Stat., Lanzhou Univ., Lanzhou
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;
Conference_Titel :
Computer Science and Software Engineering, 2008 International Conference on
Conference_Location :
Wuhan, Hubei
Print_ISBN :
978-0-7695-3336-0
DOI :
10.1109/CSSE.2008.1515
