Prediction and Analysis of ChiNext Stock Price Based on Linear and Non-linear Composite Model

This article first uses the gray correlation analysis combined with the gravitational search algorithm model to model the time series linearly. In this way, the predicted value of the GEM stock price is obtained. The simulation analysis of the calculation example found that the average relative erro...

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Bibliographic Details
Published inApplied mathematics and nonlinear sciences Vol. 8; no. 1; pp. 689 - 696
Main Authors Jiang, Yueting, Abdeldayem, Marwan Mohamed
Format Journal Article
LanguageEnglish
Published Beirut Sciendo 01.01.2023
De Gruyter Poland
Subjects
62J05
Error correction
linear model
nonlinear model
stock price forecast
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ISSN2444-8656
2444-8656
DOI10.2478/amns.2022.2.0055

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Summary:This article first uses the gray correlation analysis combined with the gravitational search algorithm model to model the time series linearly. In this way, the predicted value of the GEM stock price is obtained. The simulation analysis of the calculation example found that the average relative error of the prediction result of our proposed model is 0.095 and the operation efficiency is high.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:2444-8656
2444-8656
DOI:10.2478/amns.2022.2.0055