SIPM: Stock Index Prediction Model for Engineering Management
Yi‐Ying Chen, Liang Xun Shuo, Ze Xing Zhang · Applied Mechanics and Materials · 2013
In order to accurately predict the future trend of the stock index, a stock index prediction model (SIPM) is provided. SIPM composed by the following modules: data acquisition module, data preprocessing module, learning modules and forecasting modules. The core of SIPM is the last module which adopts ANN as its predicting model. Based on the historical data of a past period, SIPM can forecast next M days trends. The experiments on daily, weekly and monthly data show that the model is feasible. The key conclusion is that SIPM has good prediction results on low-level time granularity.