摘要
本文建立了新陈代谢GM-Markov模型。该模型很好地吸收了GM模型及Markov模型的优点,同时新陈代谢的作用保证了不断加入新信息而去除旧信息,从而提高了模型的预测精度,预测结果与实际状况基本相符,这说明用该模型来预测股票价格走势是可行的。
This paper has constructed a metabolic GM - Markov model for the forecasting of stock prices. The model has absorbed the advantages of GM model and Markov model, and at the same time, with the function of metabolism of guaranteeing a continuous input of new information and deletion of old information, the model＇ s accuracy of forecasting is improved and the forecast prices are basically in accordance with the facts. This proves that it is feasible to forecast the trend of stock prices by the model.
出处
《山东财政学院学报》
2007年第3期43-45,共3页
Journal of Shandong Finance Institute
