Title :
Quantitative Analysis of Chinese New Stockholders Based on GM(1,1)
Author :
Wei, Deng ; Xiaoyi, Shao
Author_Institution :
Dept. of Appl. Math., Shanghai Maritime Univ., Shanghai, China
Abstract :
This paper studies the relationship between amounts of new stockholders and share index in Chinese stock market. We analyze behavior characters of investors, construct a model to forecast the amounts based on grey model GM(1,1), and give the forecasting function. The function is tested by error analysis and sensitivity analysis, and proved to be an effective tool to forecast the accounts. The computing result proves the validity of the simulation fitness of accounts and stock index.
Keywords :
error analysis; grey systems; stock markets; Chinese new stockholders; Chinese stock market; error analysis; grey model GM(1,1); sensitivity analysis; share index; Economic forecasting; Error analysis; Information analysis; Information systems; Investments; Mathematics; Predictive models; Stock markets; Technology forecasting; Wireless networks; 1); GM(1; fitness; grey model; share index; stockholders;
Conference_Titel :
Wireless Networks and Information Systems, 2009. WNIS '09. International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-0-7695-3901-0
Electronic_ISBN :
978-1-4244-5400-6
DOI :
10.1109/WNIS.2009.108
