Title :
A Chaos Forecast Research on Capital Market Model
Author :
Zhujun, Xu ; Sijia, Yin ; Jia, Shen ; Xingchen, Zheng
Author_Institution :
Office of Acad. Adm., Ningbo Univ., Ningbo
Abstract :
According to the mechanism of capital market, the capital market model is developed in this case to simulate the influence among bargainer and price of stock. In this model, length of non-periodic cycle of stock price fluctuating will be accounted by V-Stat in chaos theory, and the process of the impact among bargainers and price fluctuating simulated by intelligent computed mode. So we can forecast the future stock price within the length of non-periodic cycle of price fluctuating. As a proof-test, results of chaos forecast under the capital market model, which show that chaos forecast of the capital market structure model is effective.
Keywords :
chaos; economic forecasting; neural nets; share prices; stock markets; V-Stat; artificial neural network; capital market structure model; chaos theory; future stock price forecasting; intelligent computation mode; stock bargaining; stock price fluctuation; Artificial neural networks; Chaos; Computational modeling; Computer science; Economic forecasting; Finance; Local government; Predictive models; Pricing; Software engineering; artificial neural network; capital market model; chaos; forecast;
Conference_Titel :
Computer Science and Software Engineering, 2008 International Conference on
Conference_Location :
Wuhan, Hubei
Print_ISBN :
978-0-7695-3336-0
DOI :
10.1109/CSSE.2008.1275
