摘要
股票价格涉及很多不确定因素,且各个因素之间的相关关系错综复杂,因此要从理论上彻底弄清楚股市的变化机理十分困难。然而股市是一个运动的、特殊的系统,它必然存在着规律。以上证综合指数为例,利用EVIEWS软件对其股票价格建立ARIMA模型,提出了股票价格序列的一步向前静态预测方法,用于股票价格序列的建模及股价短期预测,希望为企业和投资者在进行相关决策时提供有益的参考。
The fluctuations Shanghai Stock Index and use the ARIMA model are studed to analyze the characteristics of the fluctuations. As a result, although the complexity of many-fold changes of stock prices, short-term forecasts of stock price are gain by applying ARIMA model for the empirical prices. Some help and reference for enterprises and investors can provide in the relevant decision-makings.
出处
《科学技术与工程》
2009年第16期4885-4888,共4页
Science Technology and Engineering
基金
国家自然科学基金(10771075)资助
