Jornal de Negociação de Ações e Forex
Acesso livre

Abstrato

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.