股票价格的灰色预测模型

Grey forecasting model for the price of the stock

鉴于股票预期收益是灰色的投资组合问题,分别以股票的收盘价和最高价为主行为和影响因子数据,对GM(1,2)模型进行了改进,并利用此模型给出了求待辨识参数的新方法.通过数值计算实例得到了可接受的预测数据,进而验证了该模型的可行性.

In view of that expected stock returns is the problem of gray in vestment portfolio ,with the closing price of stock as the main behavior and the highest price of stock as impact factor data ,we improved the GM （1 ,2） model ,and the new method for Strives for the parameters to be identified is given based on the new GM （1 ,2） model .And the practicality and validity of the model has been verified by an example .