Grey Markov model based on parameter fits and its application in stock price prediction

被引：0
|
作者：
Li, Cuifeng
机构：
来源：
ISDA 2006: SIXTH INTERNATIONAL CONFERENCE ON INTELLIGENT SYSTEMS DESIGN AND APPLICATIONS, VOL 1 | 2006年
关键词：
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：
For uncertain and fluctuant system, a new kind of method-grey markov model based on parameter fits is put forward. This method synthesizes the advantages of GM forecasting method, which is simple and needs less original data, and of markov method which possesses the characteristics of nonlinear fitting. At last, the presented method is used to build model of the stock price, and the results are much better. The precision of model is up to 99%, and the practical application results show the effectiveness of the proposed approach. It is proved that the method is concise, useful and reliable. So the method can widen range of application of grey model.
引用
收藏
页码：594 / 598
页数：5
相关论文
共 50 条
  • [31] Prediction of Mine Dust Concentration Based on Grey Markov Model
    Zhou Xu
    Guo Liwen
    Zhang Jiuling
    Qin Sijia
    Zhu Yi
    [J]. SHOCK AND VIBRATION, 2021, 2021
  • [32] Prediction of logistics volume based on grey model and Markov chain
    Liu Xian-feng
    Wu Juan
    Li Qin-zhen
    Yang Hui-jun
    [J]. 2012 WORLD AUTOMATION CONGRESS (WAC), 2012,
  • [33] Grey Wolf optimization-Elman neural network model for stock price prediction
    Kumar Chandar, S.
    [J]. SOFT COMPUTING, 2021, 25 (01) : 649 - 658
  • [34] Grey Wolf optimization-Elman neural network model for stock price prediction
    S. Kumar Chandar
    [J]. Soft Computing, 2021, 25 : 649 - 658
  • [35] Stock price prediction model based on modified IWO neural network and its applications
    School of Science, University of Science and Technology Liaoning, Anshan, China
    [J]. Liu, Hong, 1600, Trade Science Inc, 126,Prasheel Park,Sanjay Raj Farm House,Nr. Saurashtra Unive, Rajkot, Gujarat, 360 005, India (10):
  • [36] 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
  • [37] A Prediction Model Based on Unbiased Grey Markov for Airport Energy Consumption Prediction
    Chen, Jingjie
    Xie, Kebin
    [J]. 2013 CHINESE AUTOMATION CONGRESS (CAC), 2013, : 291 - 294
  • [38] Grey model and its application in groundwater prediction of Dehuicity
    [J]. Global Geology, 1998, (01) : 93 - 94
  • [39] Prediction of road traffic accidents based on grey system theory and grey Markov model
    Jin X.
    Zheng J.
    Geng X.
    [J]. International Journal of Safety and Security Engineering, 2020, 10 (02) : 263 - 268
  • [40] Improved and optimized recurrent neural network based on PSO and its application in stock price prediction
    Fuwei Yang
    Jingjing Chen
    Yicen Liu
    [J]. Soft Computing, 2023, 27 : 3461 - 3476
12345