The Prediction of Dow Jones Cbn China 600 Inde Based on “Most Updated” GM(1,1) Model and Grey Dynamic Neural Network

Author

Chen, Yitao ; Tao, Li ; Li, Haibo

Author_Institution

China Univ. of Min. & Technol., CUMT, Xuzhou, China

Volume

4

fYear

2010

fDate

4-6 June 2010

Firstpage

56

Lastpage

59

Abstract

Dow Jones Cbn China 600 Inde is a measure of an indicator of the stock which China\´s domestic investors can invest in. Through the prediction of the Dow Jones Cbn China 600 Inde, we can predict the future development trend of China\´s Stock Market. In this paper, we established prediction models based on "most updated" GM(1,1) model and grey dynamic neutral network. The Dow Jones Cbn China 600 Inde is divided into trend item and fluctuation item, which are predicted by "most updated" GM(1,1) model and grey dynamic neutral network respectively. Consequently, we get the prediction result of Dow Jones Cbn China 600 Inde, and find this method has a high accuracy.

Keywords

economic indicators; grey systems; neural nets; stock markets; China stock market; Dow Jones Cbn China 600 Inde prediction; GM(1,1) model; domestic investors; grey dynamic neural network; stock indicator; Accuracy; Cities and towns; Code standards; Computer networks; Finance; Fluctuations; Neural networks; Predictive models; Random processes; Stock markets; ¡°Most updated¡± GM(1; 1) model; Dow Jones Cbn China 600 Inde; Grey Dynamic Neural Network;

fLanguage

English

Publisher

ieee

Conference_Titel

Information and Computing (ICIC), 2010 Third International Conference on

Conference_Location

Wuxi, Jiang Su

Print_ISBN

978-1-4244-7081-5

Electronic_ISBN

978-1-4244-7082-2

Type

conf

DOI

10.1109/ICIC.2010.284

Filename

5514016