【摘要】 针对在非安全信息下的证券价格变动情况,将灰色系统理论首次引入证券价格趋势分析;利用灰色系统理论和关联度分析,建立能进一步准确反映证券价格动态过程发展态势的量化模型;通过模型,对证券价格变动趋势进行预测研究,建立灰色GM模型,并针对上海证券交易所某个时间段进行实证模型建立、分析及精度检验,取得了满意的结果。更多还原

【Abstract】 In view of the fluctuation of stock prices with inefficient information,the grey system theory has been used in price trend analysis of stock.We have developed the grey system relative theory and correlation analysis in order to make a better matrix based on moving process developmaent of stock price.We take the advantage of GM matrix-setting to analyze,make accuracy test on and set a redistic matrix for some periods of Shanghai Stock Exchange.更多还原