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Algorithm Research & Explore
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1666-1669,1678

Research and application of prediction method based on entanglement theory and similar grey model in prediction of stock price inflection point

Tian Honglia
Li Chengquna
Yan Huiqiangb
a. School of Artificial Intelligence, b. School of Economics & Management, Hebei University of Technology, Tianjin 300130, China

Abstract

Aiming at the problem of inflection point sequence reconstruction and oscillation sequence prediction in stock price inflection point prediction research, this paper proposed a prediction method combining entanglement theory and similar gray model. First, based on the entanglement theory, it systematically gave the basic theory of sequence reconstruction. Aiming at the shortcomings of grey theory prediction in oscillation sequence, it proposed a similar grey prediction model combining longitudinal residual and lateral deviation correlation coefficient with grey theory. Second, it used the longitudinal deviation-transverse residual correlation coefficient to calculate the historical data, and obtained the gray model parameters with the smallest prediction error. Then, it realized stock price inflection point prediction with oscillation characteristics by weighted summation. The last two sets of stock price inflection point prediction experiments show that the summarized sequence reconstruction theory is effective. Compared with other common gray models, the similar gray model can effectively improve the prediction accuracy of the oscillation sequence.

Foundation Support

河北省自然科学基金资助项目(F2017202145)
河北省高等学校创新创业教育教学改革研究与实践项目(2017CXCY012)

Publish Information

DOI: 10.19734/j.issn.1001-3695.2018.11.0904
Publish at: Application Research of Computers Printed Article, Vol. 37, 2020 No. 6
Section: Algorithm Research & Explore
Pages: 1666-1669,1678
Serial Number: 1001-3695(2020)06-012-1666-04

Publish History

[2020-06-05] Printed Article

Cite This Article

田红丽, 李成群, 闫会强. 缠论和相似灰色模型的预测方法在股价拐点预测中的研究应用 [J]. 计算机应用研究, 2020, 37 (6): 1666-1669,1678. (Tian Hongli, Li Chengqun, Yan Huiqiang. Research and application of prediction method based on entanglement theory and similar grey model in prediction of stock price inflection point [J]. Application Research of Computers, 2020, 37 (6): 1666-1669,1678. )

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  • Application Research of Computers Monthly Journal
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Application Research of Computers, founded in 1984, is an academic journal of computing technology sponsored by Sichuan Institute of Computer Sciences under the Science and Technology Department of Sichuan Province.

Aiming at the urgently needed cutting-edge technology in this discipline, Application Research of Computers reflects the mainstream technology, hot technology and the latest development trend of computer application research at home and abroad in a timely manner. The main contents of the journal include high-level academic papers in this discipline, the latest scientific research results and major application results. The contents of the columns involve new theories of computer discipline, basic computer theory, algorithm theory research, algorithm design and analysis, blockchain technology, system software and software engineering technology, pattern recognition and artificial intelligence, architecture, advanced computing, parallel processing, database technology, computer network and communication technology, information security technology, computer image graphics and its latest hot application technology.

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