Forecasting Analysis of Shanghai Stock Index Based on ARIMA Model

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ID: 70046
2017
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Ranked #53 of 300 articles by views in matec web of conferences

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Abstract
Prediction and analysis of the Shanghai Composite Index is conducive for investors to investing in the stock market, and providing investors with reference. This paper selects Shanghai Composite Index monthly closing price from Jan, 2005 to Oct, 2016 to construct ARIMA model. This paper carries on the forecast of the last three monthly closing price of Shanghai Stock Index that have occurred, and compared it with the actual value, which tests the accuracy and feasibility of the model in the short term Shanghai Stock Index forecast. At last, this paper uses the ARIMA model to forecast the Shanghai Composite Index closing price of the last two months in 2016.
Reference Key
chenggang2017forecastingmatec Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Chenggang, Li;Bing, Yang;Min, Li;
Journal matec web of conferences
Year 2017
DOI
DOI not found
URL
https://doi.org/10.1051/matecconf/201710002029
Keywords
Engineering (General). Civil engineering (General) Information technology Computer applications to medicine. Medical informatics business economics as a science finance computer engineering. computer hardware bibliography. library science. information resources accounting. bookkeeping

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