Prediction and Analysis of ChiNext Stock Price Based on Linear and Non-linear Composite Model
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 erro...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Sciendo
2023-01-01
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| Series: | Applied Mathematics and Nonlinear Sciences |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/amns.2022.2.0055 |
| _version_ | 1797688726165389312 |
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| author | Jiang Yueting Abdeldayem Marwan Mohamed |
| author_facet | Jiang Yueting Abdeldayem Marwan Mohamed |
| author_sort | Jiang Yueting |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-03-12T01:35:55Z |
| format | Article |
| id | doaj.art-240e9818596340ae8b0abbbb5b3edda9 |
| institution | Directory Open Access Journal |
| issn | 2444-8656 |
| language | English |
| last_indexed | 2024-03-12T01:35:55Z |
| publishDate | 2023-01-01 |
| publisher | Sciendo |
| record_format | Article |
| series | Applied Mathematics and Nonlinear Sciences |
| spelling | doaj.art-240e9818596340ae8b0abbbb5b3edda92023-09-11T07:01:08ZengSciendoApplied Mathematics and Nonlinear Sciences2444-86562023-01-018168969610.2478/amns.2022.2.0055Prediction and Analysis of ChiNext Stock Price Based on Linear and Non-linear Composite ModelJiang Yueting0Abdeldayem Marwan Mohamed11School of Finance, ChengDu JinCheng College, Chengdu, Sichuan, 611731, China22. College of Administrative Sciences, Applied Science University, BahrainThis 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.https://doi.org/10.2478/amns.2022.2.0055error correctionnonlinear modellinear modelstock price forecast62j05 |
| spellingShingle | Jiang Yueting Abdeldayem Marwan Mohamed Prediction and Analysis of ChiNext Stock Price Based on Linear and Non-linear Composite Model Applied Mathematics and Nonlinear Sciences error correction nonlinear model linear model stock price forecast 62j05 |
| title | Prediction and Analysis of ChiNext Stock Price Based on Linear and Non-linear Composite Model |
| title_full | Prediction and Analysis of ChiNext Stock Price Based on Linear and Non-linear Composite Model |
| title_fullStr | Prediction and Analysis of ChiNext Stock Price Based on Linear and Non-linear Composite Model |
| title_full_unstemmed | Prediction and Analysis of ChiNext Stock Price Based on Linear and Non-linear Composite Model |
| title_short | Prediction and Analysis of ChiNext Stock Price Based on Linear and Non-linear Composite Model |
| title_sort | prediction and analysis of chinext stock price based on linear and non linear composite model |
| topic | error correction nonlinear model linear model stock price forecast 62j05 |
| url | https://doi.org/10.2478/amns.2022.2.0055 |
| work_keys_str_mv | AT jiangyueting predictionandanalysisofchinextstockpricebasedonlinearandnonlinearcompositemodel AT abdeldayemmarwanmohamed predictionandanalysisofchinextstockpricebasedonlinearandnonlinearcompositemodel |