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灰色预测在控制证券投资风险中的应用
引用本文:张培炼 陈义万. 灰色预测在控制证券投资风险中的应用[J]. 湖北工业大学学报, 1995, 10(4): 93-96
作者姓名:张培炼 陈义万
作者单位:湖北工学院学报编辑部
摘    要:利用灰色系统中的GM(1,1)模型和灾变预测方法,以深圳股市股指极小值的日期作为灾变集,进行了短期和中长期模拟预测,其误差均小于5%,作长期预测时,灾变集元素之间具等间距性,作等间距预测,其效果更佳,该法同样适用于证券投资分析。

关 键 词:灰色系统 灾变预测 灾变集 等间距 证券投资

The Application of Grey Forecasting in Controlling Stock investment Risk
Zhang Peilian, Chen Yiwan,Lin Jingrong,Wang Xuewen. The Application of Grey Forecasting in Controlling Stock investment Risk[J]. Journal of Hubei University of Technology, 1995, 10(4): 93-96
Authors:Zhang Peilian   Chen Yiwan  Lin Jingrong  Wang Xuewen
Affiliation:Zhang Peilian; Chen Yiwan;Lin Jingrong;Wang Xuewen
Abstract:Using the model GM (1,1) in grey system and the method of catastrophe forecasting,taking the date of stock index minimum in Shen Zhen stock market as catastrophe set,short-term and mid-long-term analoh forecasts are done. Itserror is less than 5%.When being forecasted in long-term, there is the property of iso-spacing between catastrophe elements. Deing iso-space forecasting, its effects are better, this method is suitable for the analysis of stock investment.
Keywords:Grey system  GM(1  1)model  Catastrophe forecasting  Catastrophe set  Iso-spacing  Stock investment  
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