基于灰色系统理论的股指预测研究

The stock index prediction research based on grey system theory

作为市场的晴雨袁，股市行情的准确预测不仅是政府决策人员的目标，也是股民们的期望．灰色系统理论被成功应用于众多科学领域，灰色系统预测便是其中之一．首先，基于GM（1，1）和新陈代谢GM（1，1）两种灰色模型，利用2013年7月26日-8月15日的上证指数收盘数据，研究两者在股指预测中的应用．然后，在上述两种模型的基础上建立两者的组合模型，进而研究组合模型在股指预测中的应用．通过对3种模型预测误差的分析比较，得出了灰色组合模型的预测精度最高的结论．

As the market barometer, it is not only the goal of government policy makers, but also the expectations of investors to accurately predict the stock market quotation. The grey system theory has been successfully used in many scientific fields, and the grey system prediction is one of them. This paper firstly based on the grey models, GM （ 1, 1 ） and metabolic GM （ 1, 1 ）, using the Shang- hai Composite Index closing data from July 26, 2013 to August 15, to study the application of the two models in stock index prediction. Then, on the basis of the above two models, the portfolio model is established, and then to study the application of the portfolio model in stock index prediction. Through the analysis and comparison of prediction errors of the three models, it is concluded that, the grey combination models prediction accuracy is the highest.