A Study on Synthetic Time Series Forecast of Stock Price Fluctuation
Wen Bang-chun · Economic Survey · 2005
The price-fluctuation is a nonlinear chaotic time series in stock market, and its parameters vary with time. The multilayer hierarchical and gray prediction methods was put forward to discriminate the time-varying parameters and then a dynamic predicting model about time-varying parameters was set up to estimate and forecast the stock price fluctuation.