| 股票价格的ARMA模型预报 |
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| 引用本文： | 宫嘉成,沈美琴.股票价格的ARMA模型预报[J].天津大学学报(自然科学与工程技术版),1995,28(4):589-592. |
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| 作者姓名： | 宫嘉成 沈美琴 |
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| 摘 要： | 用系统辨识的方法建立股票系统数学模型，把股票作为一个复杂而又受到各种因素干扰的随机系统，应用ＡＲＭＡ（ｎ，ｎ－１＿模型进行分析，找到系统内部之间，内部与某些外部因素之间比较精确的定量关系，以便进行有效的股票价格预报。
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| 关 键 词： | 股票价格 预报 系统辨识 ARMA模型 |
STOCK PRICE FORECAST OF ARMA(n,n-1) |
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| Gong Jiacheng,Shen Meiqin.STOCK PRICE FORECAST OF ARMA(n,n-1)[J].Journal of Tianjin University(Science and Technology),1995,28(4):589-592. |
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| Authors: | Gong Jiacheng Shen Meiqin |
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| Institution: | Gong Jiacheng;Shen Meiqin(Dept.of Mechanical Eng.)(Dept.of Applied Chemistry Eng.) |
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| Abstract: | To establish a new method for stock price forecast modern cybernetics is combined with economics to study the essential laws of stock.A mathematical model of stock is established by using the identified method to study stock, the complex and rarious random system by model ARMA(n,n-1).When we can accurately quantitatively analyse the relation between interior and external factors,stock price can be forecast. |
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| Keywords: | stock price forecast identification ARMA(n n-1)model |
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