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Three Major Speculations In The Stock Market:Believe It Or Not

Posted on:2021-04-07Degree:MasterType:Thesis
Country:ChinaCandidate:X YeFull Text:PDF
GTID:2427330623958746Subject:Statistics
Abstract/Summary:PDF Full Text Request
With the help of the knowledge of web crawlers and the crawler tools,we obtain the "General Conjecture","Capital Conjecture" and "Hot Conjecture" that included in the news named "Three Big Conjectures of Stock Market Next Week and the Countermeasures",which are released by Sina Financial every week.The Conjectures includes three parts: conjecture theme,causes analysis and the realization probability.Firstly,this paper uses the content analysis method to judge whether the conjecture in the "three conjectures" is realized in the prediction week by combining the conjecture theme with the actual situation of the prediction week.If the conjecture is realized in the prediction week,it is recorded as 1,and if it is not realized,it is 0.Then,we classify the causes analysis of the "three big conjectures" according to different influencing reasons and reasonably select the value.Combining the probability of the realization of the conjectures and the weekly data of the stock market,we construct the logistic regression model,and compare the regression results with the original conjectures,and make a comprehensive evaluation to the regression results.Finally,this paper analyses the development and changes of the "three big conjectures" and puts forward effective suggestions and opinions in order to improve the accuracy of the "three big conjectures".From the results of logistic regression model,we can draw the following conclusions on the prediction effect of "three big conjectures" :The overall accuracy rates of "General Conjecture","Capital Conjecture" and "Hot Conjecture" are over 60%,which can be used forreference.On the whole,the average accuracy of "General Conjecture","Capital Conjecture" and "Hot Conjecture" is 63.89%,which is 4.79% higher than that of the original conjecture and has a certain improvement on the whole.From a unilateral point of view,"General Conjecture" and "Capital Conjecture" for the actual realization of the conjecture prediction effect is more prominent,reaching 80% and 100%.Respectively,while "Hot Conjecture" for the actual unrealized prediction effect is better with 78.9%.From the perspective of the forecasting process,the accuracy of the model predicting "Three Conjectures" is more than60% when the forecasting week is realized or not.When the model predicts that the "Capital Conjectures" can not be realized in the forecast week,the accuracy rate reaches 100%.To a certain extent,it can provide early warning function for investors and remind investors to invest cautiously.In addition,this paper makes a detailed analysis of the changes of the conjectures and the influencing factors of the "Three Conjectures".And we dig out the specific reasons why the "Three Conjectures" have not been realized in the forecast week,and put forward some improvement measures and suggestions,so as to provide more effective investment suggestions for investors.
Keywords/Search Tags:three conjectures, logical regression, conjecture accuracy, suggestions for improvement
PDF Full Text Request
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