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Prediction Of Stock Trend Based On Logistic Regression Model

Posted on:2022-09-01Degree:MasterType:Thesis
Country:ChinaCandidate:X ChengFull Text:PDF
GTID:2480306311468884Subject:Applied Statistics
Abstract/Summary:PDF Full Text Request
With the sweeping of international financial tide,more and more people are investing in the financial industry of all over the world.The development of trend of economic globalization is becoming more and more unstoppable.Prediction of stock trend is an important aspect.Correctly predicting the trend of stock will help people avoid risks and prevent risks and choose the right investment direction and investment strategy reasonably.The model of time series has always been an significant tool for us to research the stock market in China.The paper is different from the general study of specific stock prices,and focuses on how to judge the stock price trend.This paper mainly introduces the background of financial market of development,the basic framework,innovation and deficiency on the paper,the development of stock forecasting methods and technologies,the basic concepts and theoretical knowledge of time series model,the preprocessing of time series data,the construction of the model,the evaluation of model performance,etc.Through the use of logistic regression model,the paper studies and analyzes the trend of price index of Shanghai Stock 50 and CSI 300 index in the historical stock.First of all,choose the appropriate index,choose the index reasonably and check out the correlation,and then make a forecast of the future trend of the closing price of Shanghai Stock 50 and CSI 300 index.Finally,the two groups of data are simulated simply to get the actual investment situation,and the specific operation results are obtained.The test results show that the new model has a good prediction accuracy for two groups of data,and is suitable for an available prediction of the trend of stock price.
Keywords/Search Tags:Logistic model, time series, stock forecast, trend, simulation invest
PDF Full Text Request
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