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Short Term Forecast of Daily Closing Price of Shanghai Composite Index—Empirical Analysis Based on ARIMA Model
| Content Provider | Semantic Scholar |
|---|---|
| Author | Zhou, Xiao Li Wu, Zhixiong |
| Copyright Year | 2016 |
| Abstract | Shanghai stock exchange is one of the two major exchanges, its establishment of the Shanghai Composite Index can effectively respond to changes in the stock price listed on the exchange. Through the establishment of a suitable time series model, it is important to predict and analyze the trend of the index change. By dealing with the historical data and using R to select the model and estimate the parameters, this article achieved the short-term closing price forecasting of the Shanghai Composite Index, and this will provide the relevant reference for the trend analysis of stock market. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://www.hanspub.org/journal/PaperDownload.aspx?DOI=10.12677/ASS.2016.54088 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
