中国股市涨跌的分析与预测正文最终版

中国股市涨跌的分析与预测

摘要

本文基于灰色系统理论的基本原理和GM（1,1）模型，根据学者提出的自动寻优定权的流程图，对经典的GM（1,1）模型进行改进及编程实现，并采用改进模型从当日涨跌幅、开盘指数与收盘指数、涨跌日期等不同角度对股市的涨跌进行分析和预测。

（1）选取2017年5月11日至2017年5月18日的当日涨跌幅度的数据，进行建模，得到预测的平均相对误差为5.67%。据此，未来三日的股市涨跌情况为以跌居多，涨跌幅度约在-13.6。

（2）选取了2017年5月11日至2017年5月18日期间的开盘收盘指数数据，进行建模预测，得到其开盘指数与收盘指数的平均相对误差分别为0.46%与0.17%，预测结果较为良好。据此得到在未来三日中，开盘指数与收盘指数均呈现上升趋势，但上涨幅度不一。

（3）选取了2017年5月11日至2017年5月19日中的当日出现涨幅的日期，对日期进行数据预处理后进行建模预测，预测结果为在5月22日、5月26日与5月30日当日涨跌幅状况为涨。采用5月19日之前的当日出现跌幅的日期预测时，5月20日、23日、27日的当日涨跌幅情况为跌。

关键词：灰色系统理论、GM（1,1）模型、股市涨跌预测、股市涨跌分析

ANALYSIS AND FORECAST OF THE UPS AND DOWNS OF CHINA’S STOCK MARKET

ABSTRACT

Based on the basic principle of gray system theory and the GM (1,1) model, this paper improves the classical GM (1,1) model which is also realized by programming,according to the flow chart of finding the optimal weight automatically, and also adopts the improved model to analyze and forecast the ups and downs of the stock market from different angles which include the day of ups and downs, opening index and closing index, the ups days and the downs days .

(1)The average relative error of the forecast is 5.67%, which is based on the data of increase or decrease of stock index from May 11, 2017 to May 18, 2017. Accordingly, the next three days of the stock index would fall mostly,and the degree of change is about -13.6.

(2)The average relative error between the opening index and the closing index is 0.46% and 0.17% respectively,which is based on the data of opening index and closing index of stock market from May 11, 2017 to May 18, 2017,and the result of forecast is pretty good.According to the result,the opening index and the closing index are both showing an upward trend in the next three days , but the degree of fluctuation is different.

(3)The date was selected from May 11, 2017 to May 19, 2017 when the stock index is increasing during the day.After the previous data processing,the model is built to forecast. The results shows that the incline days are May 22, May 26 and May On the 30th . When the decline date before May 19 is used to build the model , the results shows the decline days are May 20,May 23,and May 27.

Key words: Grey system theory; The model of GM（1,1）; Forecast of stock market;Analysis of stock market ups and downs

目录

1 绪论 (1)

1.1研究背景................................................ .. (1)

1.2 国内研究状况............................................. . (1)

1.3研究方法................................................. . (1)

1.4 中国股市简介.............................................. (1)

2 灰色系统理论 (2)

2.1灰色系统理论基本特点..................................... .. .2

2.2灰色系统理论基本思想..................................... . (3)

2.3 灰色预测GM（1,1）模型.................................... . (3)

2.3.1 光滑比检验............................................ . .3

2.3.2 GM（1,1）模型............................................ .4

2.3.3 残差、平均相对误差计算 (5)

3 GM（1,1）模型改进............................................. . (6)

4 股市涨跌的分析与预测 (7)

4.1当日涨跌幅分析与预测................................. (7)

4.2开盘指数与收盘指数的分析与预测......................... .. (9)

4.2.1开盘指数分析与预测.................................. .. 9

4.2.2收盘指数分析与预测................................... . 10

4.3涨跌日期的分析与预测 (11)

参考文献 (14)

致谢 (15)

附录 (16)

附录A (16)

附录B (17)

附录C (18)