摘要
本文在分析股票交易价格影响因素和对股价波动进行分解研究的基础上,建立了一种带控制项变量的股票交易价格自相关预测模型和相应的计算机软件.计算结果表明,本模型具有实用价值.
A self-connected predicting model of stock market price incorporatingcontrolling variables and corresponding computer software were derived in thispaper based on the analysis of influent factors of stock market price and the stu-dies of separating change waves of the stock prices.It is shown from the resultsof calculation and simulation that the model has practical values.
出处
《上海交通大学学报》
EI
CAS
CSCD
北大核心
1992年第6期108-119,共12页
Journal of Shanghai Jiaotong University
关键词
股票
价格
证卷市场
预测
时间序列
stock price
securities market
forecast
time series analysis
economical and mathematical model
