select ad.sno,ad.journal,ad.title,ad.author_names,ad.abstract,ad.abstractlink,j.j_name,vi.* from articles_data ad left join journals j on j.journal=ad.journal left join vol_issues vi on vi.issue_id_en=ad.issue_id where ad.sno_en='10208' and ad.lang_id='5' and j.lang_id='5' and vi.lang_id='5' The Evolution of Grey Forecasting and its Application on Sto | 10208
Journal de Stock & Forex Trading

Journal de Stock & Forex Trading
Libre accès

ISSN: 2168-9458

Abstrait

The Evolution of Grey Forecasting and its Application on Stock Price Prediction

Pei-Han Hsin and Chun-I Chen

Since Grey theory proposed by Prof. Deng [1], it has been widely applied in many fields. The traditional grey forecasting model, which is termed GM (1, 1), starts from accumulation of raw data to form a simple monotonic series. Based on this new series, the coefficients of discretilization of first order ordinary differential equation (ODE) could be solved by least square method. Then, these coefficients could be substituted into the particular solution of ODE to serve as a predictor. The solution procedure could be found in textbook.

Clause de non-responsabilité: Ce résumé a été traduit à l'aide d'outils d'intelligence artificielle et n'a pas encore été révisé ou vérifié.
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