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中文题名:

 基于时间序列和神经网络的股价波动研究——以贵州茅台为例    

姓名:

 汪靖然    

保密级别:

 公开    

论文语种:

 chi    

学科代码:

 071201    

学科专业:

 统计学    

学生类型:

 学士    

学位:

 理学学士    

学位年度:

 2024    

校区:

 北京校区培养    

学院:

 统计学院    

第一导师姓名:

 陈梦根    

第一导师单位:

 统计学院    

提交日期:

 2024-05-16    

答辩日期:

 2024-05-09    

外文题名:

 Research on stock price fluctuation based on time series analysis and neural network    

中文关键词:

 金融市场 ; 股票价格 ; ARIMA ; 神经网络    

外文关键词:

 Financial markets ; stock prices ; ARIMA ; neural network    

中文摘要:

        金融市场在国家经济发展中占有重要地位,股票市场作为其一部分有着密不可分的关系。现代社会中,投资门槛降低,资金充足,人们开始尝试各种投资方式。股票作为重要投资工具,其价格趋势预测在学术界和投资界都有着举足轻重的意义。1980年,我国金融市场纳入股票,现在股票市场正渐渐成熟。股票价格变化受经济环境、人为操纵、国际政经政策等多因素影响,飘忽不定,因此预测股票价格走势至关重要。国内外对股票价格研究从未停止,提出了道氏理论、波浪理论等,并将回归分析、GARCH模型、ARIMA模型等应用于股价预测。而最近几年,随着信息技术的发展,神经网络模型作为一个具有强大学习能力的模型,并逐步用于股票价格的预测。与此同时,随着多学科交叉研究的出现,为股价预测提供了新的思路和方法。

外文摘要:

        The financial market plays an important role in the development of the national economy, and the stock market, as a part of it, has an inseparable relationship. In modern society, with lower investment thresholds and sufficient funds, people are beginning to try various investment methods. As an important investment tool, predicting the price trend of stocks plays a crucial role in both academic and investment circles. In 1980, China's financial market included stocks, and now the stock market is gradually maturing. The fluctuation of stock prices is influenced by multiple factors such as economic environment, human manipulation, and international political and economic policies, making it crucial to predict the trend of stock prices. Research on stock prices has never stopped both domestically and internationally, with Dow theory, wave theory, etc. being proposed, and regression analysis, GARCH model, ARIMA model, etc. being applied to stock price prediction. In recent years, with the development of information technology, neural network models, as a model with strong learning ability, have gradually been applied to stock price prediction. At the same time, the rise of interdisciplinary research has driven the development of artificial neural networks, providing new ideas and methods for stock price prediction.

参考文献总数:

 20    

馆藏号:

 本071201/24065    

开放日期:

 2025-05-17    

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