摘要
使用MATLAB设计并实现了一个股指预测系统。该系统以上海证券综合指数历史数据为样本,首先用MATLAB软件拟合了上证指数每月月底收盘价随时间的变化曲线,从宏观上掌握上证指数的变化范围和规律;接着用灰色模型对上证指数进行中短期预测,可以预测未来半年和未来6天的上证指数。仿真实验说明算法是有效的,预测误差小。
A stock index prediction system is designed and implemented. Shanghai Composite Index data are collected as a sample. MATLAB is utilized to fit the changing curve of closed value at the end of each month in order to master the changing range and rules of Shanghai Index. Then grey model is used to predict the Shanghai Index for short-middle terms, especially for the next six months and six days. The simulation results show that the method is effective and has smaller prediction error.
出处
《计算机时代》
2013年第8期38-39,43,共3页
Computer Era