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A Combination Prediction Model of SSE Composite Index and Profit Simulation based on Agent

机译:基于Agent的上证综合指数与利润模拟的组合预测模型。

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摘要

The prediction issue of the SSE Composite Index is an underlying concern for many investors. By applying artificial intelligence and computer simulation to predicate the SSE Composite Index with certain accuracy, has double meanings in aspect of theory and practice. This research selects the indicator, by including the data refers to both the technical index and the fundamentals. Since there is less researches use the data refers to the fundamentals to make prediction, this job will play an important role in obtaining the more accurate prediction; furthermore, it realizes the model's combination prediction mechanism, by establishing three prediction model. By comparing analysis the predicted and the actual results of the model, as well as the simulation analysis based on Agent, the findings are: the accurate rate of "single model", proposed prediction model is around 60%, it is consistent with the existing literatures, while the accurate rate of "combination model" in prediction is 75%, it reflects the advantage of the combination model.
机译:上证综合指数的预测问题是许多投资者的潜在关注点。通过运用人工智能和计算机模拟来预测上证综合指数具有一定的准确性,在理论和实践方面具有双重意义。本研究选择指标,方法是将涉及技术指标和基本面的数据包括在内。由于很少有研究使用数据作为基础来进行预测,因此这项工作将在获得更准确的预测中起重要作用。通过建立三个预测模型,实现了模型的组合预测机制。通过比较分析模型的预测结果和实际结果,以及基于Agent的仿真分析,发现:“单一模型”的准确率,提出的预测模型为60%左右,与现有模型相符。文献中,“组合模型”在预测中的准确率为75%,这反映了组合模型的优势。

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