对我国中小板股指预测的可行性研究——基于GM(1,1)和GM(2,1)灰色模型

Feasibility Study on the Forecast of China’s Small and Medium Board Stock Index—Based on GM(1,1) and GM(2,1) Gray Models

本文采用GM(1,1)和GM(2,1)灰色预测模型,随机选取了2020年2月6日至2020年4月30日的中小板综合指数(399101)交易数据,横向和纵向比较两种模型的预测效果,实证分析证明灰色模型预测股指的可行性。预测结果表明:灰色系统模型对于我国股指的预测更多地适用于短期且摆动变化较为单调的数据样本,这样才能较好地拟合出股指变动的规律,就长期或者数据摆动变化非单调而言,灰色系统模型对于股指的拟合效果较差,不能为股票市场的价格预测提供参考。

This article uses the GM(1,1) and GM(2,1) gray prediction models and selects the transaction data of the SME Composite Index (399101) from February 6, 2020 to April 30, 2020 to compare the prediction effects of the two models horizontally and vertically. The prediction results show that the gray system model is more suitable for short-term and more monotonic data samples for the prediction of China’s stock index, which can better fit the law of stock index changes. For long-term or non-monotonic data, the gray system model has a poor fitting effect on the stock index and can’t provide a reference for the stock market price prediction.