Securities Market Macro-control Decision Support System

Chinese securities market has three basic functions in the development of national economy:raise funds, price determination for principal, implement collocate reasonable for funds, from the point view of economy development, the development of our nation's securities market should coordinate with the development trend of the whole macro-economy. With the background of macro-economy regulate and control, macro-economy controller hope making the securities market development acclimatize itself to our nation's GDP development through various macro-control measures, but not appear too obviously deviation. With this kind of requirement, the grasp for future securities market trend looks especially important.This paper based on the consult and read anciently literature of securities market analysis, Reference to the securities investment principles, procedures and methods, Comprehensive analysis of the main features of current stock market analysis and forecast, too the predictability of the stock market as a prerequisite, using the scientific disciplines of automated system, combined with stock market analysis theory, From the point of China's securities market development and overall economic adapted to the trend, focus on analysis and processing important factors affecting the securities market, to extract greater impact on the stock market data in several important aspects, combined with BP algorithm of neural networks, established a kind of neural network model based on stock market forecasting, making this as basis for decision making on control securities market, analysis and forecasting the SH stock index, in order to verify the validity of the model.On the first, this paper analysis the relationship between SH stock index and macro-economic trends, we focused on the work of find out the main factors impact on China's securities market development, especially the selection of input variables, at the same time, make summary for the current domestic and foreign stock market analysis and forecasting methods,the development and application of neural networks. After that, we introduce the main characteristic of neural network, discussed on the applicability of neural network for stock market forecasting, with the main features of BP neural network, build the prediction model, used the macro and transactions data from People's Bank of China and Shanghai Stock Exchange and other authoritative agencies, build prediction model, By the departure of predicted data and the GDP forecast data, establishment of decision-making mechanism, provide an initial basis for economic regulation, It was found that results is great, consistent with actual market trends and macroeconomic policies introduced, proved the effectiveness of this method, it is feasible.