Skip to Main Content
In order to effectively predict the stock price in Chinese security market, this study establishes GM and SVM model; it analyzes the influence of financial indicators on listed companies and compares different stock price forecast methods. The research takes Chinese listed companies in shanghai A-stock market as sample, pretreats and introduces the financial indicators into the models, and finally compares the prediction effects of different models. As have been present in the thesis, different forecast methods should be used in different economic cycles, due to the demand for perfect predicting effects and results.
Date of Conference: 4-6 Dec. 2010