DocumentCode
3125226
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
fYear
2009
fDate
28-29 Dec. 2009
Firstpage
253
Lastpage
256
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/WNIS.2009.108
Filename
5381921
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