股票市场快速发展,股票价格波动性研究备受关注,准确预测股价走势对投资者决策和市场稳定意义重大。鉴于股票价格波动的不确定性与非线性特征,单一模型预测效果欠佳。为此,本文提出将garch与BP神经网络相结合的组合预测方法,以中国农业银行股票日收盘价数据为例,基于误差修正思想构建组合模型,运用BP神经网络对garch模型的残差数据进行预测校正。研究结果表明组合模型预测效果优于单一模型,验证了该组合模型在提高股票价格预测准确度方面的有效性。With the rapid development of the stock market, the study of stock price volatility has attracted much attention, and accurate prediction of stock price movements is of great significance to investors’ decision-making and market stability. In view of the uncertainty and nonlinear characteristics of stock price volatility, the prediction effect of a single model is not good. For this reason, this paper proposes a combined prediction method combining garch and BP neural network, taking the daily closing price data of Agricultural Bank of China as an example, constructing a combined model based on the idea of error correction, and utilizing BP neural network to correct the residual data of the garch model for prediction. The results show that the combination model predicts better than a single model, which verifies the effectiveness of the combination model in improving the accuracy of stock price prediction.
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