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2023 | OriginalPaper | Buchkapitel

Prediction Calculation of Stock Composite Index Closing Price Based on Grey Correlation Analysis Method

verfasst von : Tao Chen

Erschienen in: Frontier Computing

Verlag: Springer Nature Singapore

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Abstract

To aim at the trend prediction of the fluctuation of composite index on slotted-tube cavity, a method of composite index closing price prediction based on gray correlation analysis and ANFIS was proposed. Firstly, the principal component of the influencing factors of Shanghai composite index closing price was calculated on grey correlation analysis. Then, in order to work out the mapping relationship between influencing factors and the closing price of Shanghai Composite Index, ANFIS method is adopted in this paper. The test results show that the average relative error about the closing price in Shanghai index is 6.56%, and the calculation of the grey correlation analysis method is also improved in convergence speed and calculation precision. Therefore, the method based on grey correlation analysis and ANFIS can use relevant data of the Shanghai index speculation known its closing price change trend, the stock prediction research field has a certain application prospect.

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Metadaten
Titel
Prediction Calculation of Stock Composite Index Closing Price Based on Grey Correlation Analysis Method
verfasst von
Tao Chen
Copyright-Jahr
2023
Verlag
Springer Nature Singapore
DOI
https://doi.org/10.1007/978-981-99-1428-9_20

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