Fractal Analysis Of Hushen300 And Application Of Forecast Of Stock Price

This article bases on the fractal theories,studies the feature and the price move rules which existed in our stock market.It is expected providing some reference methods and the apocalypse for users.This article takes Hushen300 as a research subject,using R/S analysis method to test long memory sex,and invest the whole stock market review of the fractal characteristics.Basing on the short-term predictable sexual of fractal methods,we use the transform fractal distribution model of Fu Yuhua's and the improved transform fractal distribution model of this article to forecast the China petrochemical stock prices.(1) use R/S analysis method to calculate the Hurst index of Hushen300:H=0.59,0.5< H< 1.So we can see our stock market exit long memory sex,and it is a non-line distribution market.(2) Based on the short-term prediction of fractal methods,we use the transform fractal distribution model of Fu Yuhua's and choose a time of change as parameters.As a result,the prediction effect is not very good and error is larger.(3) We improve the transform fractal model,because the past stock prices have effect in the future stock prices and exist some contingency,so Fu Yuhua's selection a particular moment of dimensionality as parameters, errors is relatively large.We can choose from forecast for a period of time in recent time as the fractal parameters.Through calculation, we found that the improvement of fractal method error are small, superior to transform fractal method.