A Study Of Stock Forecasting Model

Stock market became the most important and absolutely necessary part of securities and financial market after the establishment in China. More and more invertors pay their attentions to stock market. So the analysis and forecast of stock market have not only signification of theory but also merit of application. As the important part of stock market,Technical Analysis has achieved great progress in USA and Europe. New theory and technology has breathed into the analysis of Stock market along with the development of information technology. The demand of new analysis technique of Chinese stock market is an impetus of this study.In this paper, the author introduced the general situation and research in grey system theory and neural network existence of Chinese stock market firstly. Then the author analyzes Grey System Theory, relative analysis method and the development of Artificial Neural Network. After the introduction, the author discuss the possibility of applying grey topological prediction method on stock prediction, use advanced grey topological prediction to identify the development trend of stock market is proposed , achieved the application on single stock effectively and proved the model's feasibility and expansibility. At the same time, this article also discusses the Neural Network model which is based on relative analysis, and proposes a new method to choose input variable. Case citing in the paper also proves the model's validity.In this paper, the author summarizes a lot of useful laws of model-building and hopes them can be useful to other investigators. At the end of paper the author points out the direction.