An application of logistic model in stock forecasting

This paper uses weekly closing price of Shenzhen Integrated Index to research on the volatility of Shenzhen Stock Market based on a logistic forecasting model. The results prove that most of the results are reasonably exact, whereas only several forecasting outcome produce a little deviation. In addition, the paper also adopts the statistical methods of the ME, MAE, RMSE, MAPE to test the out-of-sample. The results show us that the error statistical test results of the ME, MAE, MAPE are all the same, however only the results of RMSE have a little error.