基于三阶灰色神经网络的股指预测

The forecast of stock price with 3-order grey neural networks

将三阶灰色模型(GM(3,1))与神经网络模型进行有机的组合,建立新的三阶灰色神经网络模型,并以中国股票市场上证指数为例进行预测。实证表明,新预测模型的模拟精度较现有方法更为精确,更具有实用价值。

A new third order grey neural networks is established by combining a third order grey model （ GM （3,1） ） with a neural networks model. Moreover, Shanghai composite index of stock market in China can be forecasted by using the model. The result shows that simulation precision of this new forecasting model is more precise and more practical than existing methods.