A NEW FKG SYSTEM MODEL AND ITS APPLICATION ON STOCK PRICE

被引:0
|
作者
Zou, Kaiqi [1 ]
Liu, Shigang [1 ]
机构
[1] Dalian Univ, Univ Key Lab Informat Sci & Engn, Coll Informat Engn, Dalian 116622, Peoples R China
基金
中国国家自然科学基金;
关键词
GM (11) model; K-means algorithm; Fuzzy function; FKG system model;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
In this paper, first the simple FKG gray system model and its prediction on stock price are given. Then we set up a new algorithm model, which is composed of fuzzy mathematics, k-means algorithm and grey system (short for FKG system model). Meanwhile, through comparing the dates available in the new algorithm model with the one in the traditional model, the result showed that the new one has more advantages and accuracy. Finally, we predict the cluster center required from the last month by using the historical date, the results are very satisfactory. This new model is good at predicting short-swing trading stock price and has practical value, which can provide some advices for people who are interested in short-swing trading investment. If people refer to it combined with some other market and social factors the result will be more helpful.
引用
收藏
页码:3857 / 3868
页数:12
相关论文
共 50 条
  • [41] A New Approach of Stock Price Trend Prediction Based on Logistic Regression Model
    Gong, Jibing
    Sun, Shengtao
    [J]. 2009 INTERNATIONAL CONFERENCE ON NEW TRENDS IN INFORMATION AND SERVICE SCIENCE (NISS 2009), VOLS 1 AND 2, 2009, : 1366 - 1371
  • [42] Stock Price Trend Prediction Model Based on Deep Residual Network and Stock Price Graph
    Liu, Heng
    Song, Bowen
    [J]. 2018 11TH INTERNATIONAL SYMPOSIUM ON COMPUTATIONAL INTELLIGENCE AND DESIGN (ISCID), VOL 2, 2018, : 328 - 331
  • [43] Skew GARCH Model and Its Application in Chinese Stock Market
    Bo, Huang
    [J]. PROCEEDINGS OF THE 5TH INTERNATIONAL CONFERENCE ON INNOVATION & MANAGEMENT, VOLS I AND II, 2008, : 1037 - 1043
  • [44] Improved grey Markov model and its application in stock analysis
    Zhang, En-Ming
    Wang, Yan
    Li, Wen-Hong
    [J]. Harbin Gongcheng Daxue Xuebao/Journal of Harbin Engineering University, 2007, 28 (11): : 1292 - 1295
  • [45] PARTIALLY ANTICIPATED EVENTS - A MODEL OF STOCK-PRICE REACTIONS WITH AN APPLICATION TO CORPORATE ACQUISITIONS
    MALATESTA, PH
    THOMPSON, R
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (02) : 237 - 250
  • [46] The modelling of stock price and its option pricing in a financial stock market
    Wang, Jun
    Wang, Juan
    Fan, Bingli
    [J]. PROCEEDINGS OF FIRST INTERNATIONAL CONFERENCE OF MODELLING AND SIMULATION, VOL IV: MODELLING AND SIMULATION IN BUSINESS, MANAGEMENT, ECONOMIC AND FINANCE, 2008, : 332 - 335
  • [47] A new road network model and its application in a traffic information system
    Lv, Weifeng
    Liao, Wenjie
    Wu, Dongdong
    Xie, Jiong
    [J]. FOURTH INTERNATIONAL CONFERENCE ON AUTONOMIC AND AUTONOMOUS SYSTEMS (ICAS 2008), 2008, : 160 - 164
  • [48] A model building for water price policy simulation and its application
    [J]. Qin, C.-H. (qinchh@iwhr.com), 1600, International Research and Training Center on Erosion and Sedimentation and China Water and Power Press (45):
  • [49] A price calculation model for urban residential water and its application
    Wang, Lijian
    Feng, Yan
    Jin, Lei
    [J]. DESALINATION AND WATER TREATMENT, 2018, 122 : 205 - 210
  • [50] Research on the mathematics model and its application on housing price problem
    [J]. Liang, Yanbing, 1600, Trade Science Inc, 126,Prasheel Park,Sanjay Raj Farm House,Nr. Saurashtra Unive, Rajkot, Gujarat, 360 005, India (10):