证券市场灰色神经网络组合预测模型应用研究

Combination Forecasting Model of Securities Market Based on Grey Model and Neural Network

提出将3种灰色模型(残差GM(1,1),无偏GM(1,1)和pGM(1,1))与神经网络模型进行有机组合,建立一种新的灰色神经网络组合预测模型,并以中国股票市场上证指数为例进行模拟预测.实证表明:组合预测模型的模拟预测精度较原有方法更为精确,可作为股市预测的有效工具.

Three grey models （residual GM （ 1,1 ）, unbiased GM（ 1, 1 ）, pGM（ 1,1 ）） and neural network were combined to propose a new combination forecasting model for forecasting on Composite Stock Price Index of the stock market in Shanghai, China. The results show that this model can gain optimized forecasting value and can be taken as an effective tool to predict Shares Price Composite Index.