Article
Prediction and Analysis of ChiNext Stock Price Based on Linear and Non-linear Composite Model
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Abstract
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.
Keywords
Error correction, nonlinear model, linear model, stock price forecast, 62J05
Citation
Jiang, Y. & Abdeldayem, M. M. (2022). Prediction and analysis of chinext stock price based on linear and non-linear composite model. Applied Mathematics and Nonlinear Sciences, 7(2), 689–696. https://doi.org/10.2478/amns.2022.2.0055
Y. Jiang and M. M. Abdeldayem, “Prediction and analysis of chinext stock price based on linear and non-linear composite model,” Applied Mathematics and Nonlinear Sciences, vol. 7, no. 2, pp. 689–696, 2022, doi: 10.2478/amns.2022.2.0055.
Jiang Y, Abdeldayem MM. Prediction and analysis of chinext stock price based on linear and non-linear composite model. Applied Mathematics and Nonlinear Sciences. 2022;7(2):689–696. doi:10.2478/amns.2022.2.0055.
Jiang, Y. and Abdeldayem, M. M. (2022), ‘Prediction and analysis of chinext stock price based on linear and non-linear composite model’, Applied Mathematics and Nonlinear Sciences, 7(2), pp. 689–696. Available at: https://doi.org/10.2478/amns.2022.2.0055.
Jiang, Yueting, and Marwan Mohamed Abdeldayem. “Prediction and Analysis of Chinext Stock Price Based on Linear and Non-linear Composite Model.” Applied Mathematics and Nonlinear Sciences, vol. 7, no. 2, 2022, pp. 689–696. https://doi.org/10.2478/amns.2022.2.0055.
Jiang, Yueting, and Marwan Mohamed Abdeldayem. “Prediction and Analysis of Chinext Stock Price Based on Linear and Non-linear Composite Model.” Applied Mathematics and Nonlinear Sciences 7, no. 2 (2022): 689–696. https://doi.org/10.2478/amns.2022.2.0055.
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Published by: Engineering Journals
