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The Application and Some Discussion of Combination Forecast about Chinese Stock Market

Author: DingYongMei
Tutor: ZhouXiaoYang
School: Huazhong University of Science and Technology
Course: Probability Theory and Mathematical Statistics
Keywords: Combined Forecast Empowering G (1,1) model ARCH model Regression Analysis
CLC: F224
Type: Master's thesis
Year: 2005
Downloads: 567
Quote: 11
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Abstract


Combination forecasting is an important research field of prediction content. This article focuses on the combination forecasting empowerment issues and put forward a new method of empowerment , the use of combination forecasting theory, statistical analysis , econometrics , gray system theory to the history of China's stock market price data were discussed and analyzed , using a combination multiple models predict the stock price , to overcome the limitations of a single model , effectively brings together more useful information . The results show that the prediction accuracy of combination forecasting model has been significantly improved , effectively improve the forecasting results . We proposed empowerment approach and the optimal weighting the prediction accuracy is almost the same , but simplifies the calculation , with a strong practical value. This major work is: First, the relative systematic exposition of the development of combination forecasting of the origin and development of combination forecasting made ??a detailed exposition , including the advantages and disadvantages of combination forecasting possible future direction of development. Two is to propose a new method of combination forecasting empowerment . In the empirical analysis, we are involved in three different forecasting methods , namely regression analysis method, gray prediction methods, and time series forecasting methods and forecasting through a combination of these methods together, empowered to take a different approach , which we see the effectiveness of combination forecasting . It does improve the prediction accuracy , while enabling the proposed method and the optimal combination forecasting , except that rival accuracy , the process is technically simple and many will have therefore our approach may in practice has certain advantages. Despite forecasting is a combination of three widely used, but the use of combination forecasting forecast on China's stock market , relevant literature is still very rare , it should be said that this combination forecasting for the application of a new attempt. Finally, we summarize the full text and noted that further research directions.

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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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