摘要
本文给出了E-Bayes方法,以上海证券个股五粮液52个连续交易日的收盘价格为例,建立数学模型进行分析和预测,预测结果与市场实际值相当吻合。与灰色系统理论中的GM(1,1)预测模型相比,本文提出的方法预测的精度更高,计算量小。不仅适用于经济系统的分析与预测,也适用于其它系统的分析与预测。
In this paper, E-Bayes method is used to analyze and forecast the stock of Wu Liang-ye closed price of each day, which based on fifty-two continuous trade-day prices and the forecas-ting model. The forecasted value and the market value were identical. Compared to the GM （1,1）forecasting model of Grey System, the precision of the forecasting model of this paper put forward is better, the method is found suitable for analysis and forecast of the economic system.
出处
《技术经济与管理研究》
2007年第6期12-14,共3页
Journal of Technical Economics & Management
关键词
预测模型
E-BAYES估计
状态概率
股票投资
forecasting model
expected Bayesian estimate
state probability
stock investment
