Stock market price prediction model based on grey prediction and ARIMA-Reference-Cited by-同舟云学术

Stock market price prediction model based on grey prediction and ARIMA

Published:2022-09-19 Issue: Volume:26 Page:347-355
ISSN:2692-6156
Container-title:BCP Business & Management
language:
Short-container-title:BCPBM

Author:

Yang Ruoqi,Deng Yichao,Zhong Qiao,Zong Shouxin

Abstract

Nowadays more and more people like to invest in volatile assets, and it is the goal of every market trader to maximize the total return by developing a reasonable investment strategy. We first predicted the daily value of gold and bitcoin for five years based on known data, we built two models, one is Improved Metabolic Gray Model (Abbreviated as IGM), the other is Time Series Model ARIMA. The application of the model helps investors make investment decisions and improve economic returns.

Publisher

Boya Century Publishing

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