股票投资中一种新的技术分析方法

运用灰色系统理论中的GM(1 1)方法建立了上海证券指数65日平均值运行轨道的最高点(上轨)的GM(1 1)预测模型.计算了残差与相对误差,对预测值与实际值进行了关联分析并计算了关联度,经过后验差检验,预测精度合格.为了提高模型预测精度,建立了带残差修正的GM(1 1)预测模型,其预测值与市场实际值非常吻合.同时给出了65日平均值的收盘点、最低点(下轨)的GM(1 1)预测值与实际值的比较.对于个股上海石化股价给出了最高价、收盘价、最低价的GM(1 1)预测值与实际值的比较.该方法适合中长期投资的技术分析.

New technical analysis method for stock investments

A GM (grey dynamic model) prediction model for the highest spot(upper track)of a 65_day_average_value operation track of the Shanghai securities index was set up by using GM(1.1) method in the grey system theory.Error and the comparative error was calcalated.A relevance analysis of the predicted value and the actual value was made with the calcalation of the relevance.After the check of the post check difference,the predicted precision was qualitied.In order to improve the precision of the prediction model,a GM(1.1) prediction model with error correction was set up.Its predicted value and the market value were identical.At the same time,a comparision was done between the closing spot of 65_day_average_value, the GM(1.1) prediction value of the howest spot(the lower track)and the actual value.For the stock of a Shanghai chemical plant,a comparison was done between the highest price,closing price,the GM(1.1) of the lowest price,the predicted value,and the actual value.The method was found suitable for the technical analysis of mid_to long_term stock investments.