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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering
Combination Forecasting Of Stock Index Time Series Based On Cooperative Game Theory, Luo Wei
Combination Forecasting Of Stock Index Time Series Based On Cooperative Game Theory, Luo Wei
Journal of System Simulation
Abstract: In view of the characteristics of nonlinear, large amplitude, frequent fluctuations in China's stock market, a prediction method of intelligent composite stock index time series based on the cooperative game is presented. The prediction model of stock index time series is established by using neural network method based on the correlations among the various economic indicators, and the development trend and laws of stock index time series are established by using the improved ARIMA method. The two methods are combined by importing cooperative game method. Simulation results show that the prediction accuracy of the presented method is controlled …