Research And Forecast Of Stock Price Based On Shanghai Securities Composite Index

It is a hot issue for stock investors to predict the stock price,avoid the risk and increase the profit.Therefore,it is of great practical significance to study and forecast the stock price.The Shanghai index reflects the overall situation of Chinese stock price,this paper is mainly based on the AR(5)and other 15 technical indicators,try to model and predict the next day's closing price of Shanghai stock index,stock price trends and short-term changes.The background and significance of this research will first introduce the stock market,and discusses the nature of stock and stock price theory,the specific factors influencing the stock price and stock analysis method;grey correlation analysis and selection technology based on the index,the Shanghai index data from November 1,2016 to 2017 01 month 13 days for multiple regression modeling stock price and related technology the index,and predict the future stock price;finally,a BP neural network model and RBF neural network model,to explore the development trend of the stock price,then obtains the fitting results and the predicted value,and compare the two kinds of model.The Shanghai index value and the forecast value,the comparison of multiple models predictive ability,found that the grey relational analysis to establish a principal component regression model and BP model based on RBF neural network can better predict the next day's closing price of Shanghai Stock index.