Looking for breakthrough ideas for innovation challenges? Try Patsnap Eureka!

Stock market valuation method based on grey prediction algorithm and multiple regression analysis model

A technology of multiple regression analysis and gray forecasting, applied in forecasting, calculation, instruments, etc., can solve problems such as difficulty in accurate judgment and large uncertainty, and achieve the effect of increasing applicability and flexibility and solving stock market valuation problems

Inactive Publication Date: 2020-11-24
NANJING UNIV OF POSTS & TELECOMM
View PDF0 Cites 0 Cited by
  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

However, the commonly used DCF equity free cash flow model has great uncertainty for the future development of enterprises in the expansion period, and it is difficult to accurately judge

Method used

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
View more

Image

Smart Image Click on the blue labels to locate them in the text.
Viewing Examples
Smart Image
  • Stock market valuation method based on grey prediction algorithm and multiple regression analysis model
  • Stock market valuation method based on grey prediction algorithm and multiple regression analysis model
  • Stock market valuation method based on grey prediction algorithm and multiple regression analysis model

Examples

Experimental program
Comparison scheme
Effect test

Embodiment Construction

[0035] The technical solution of the present invention will be further described in detail below in conjunction with the accompanying drawings.

[0036] This embodiment proposes a stock market valuation method based on gray prediction algorithm and multiple regression analysis model, including the following steps:

[0037] Through the analysis of fundamentals such as annual operating income, annual net profit attributable to the parent company, and annual return on net assets, as well as liquidity indicators such as annual single stock trading volume, annual single stock transaction amount, and annual average turnover rate of single stocks, etc. The first-order accumulation of data forms the data sequence of these valuation indicators.

[0038] S1: Set the time series of stock market indicators such as fundamental indicators and liquidity indicators X (0) There are n observations

[0039] x (0) ={X (0) (1),X (0) (2),...,X (0) (n)}.

[0040] S2: Generate a new sequence X...

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to View More

PUM

No PUM Login to View More

Abstract

The invention provides a stock market valuation method based on a gray prediction algorithm and a multiple regression analysis model. The method comprises the following steps: S1, carrying out the first-order accumulation of data, forming a data sequence, and obtaining a corresponding gray differential equation; s2, solving parameters of a grey differential equation; s3, establishing a generated data sequence model to solve a differential equation to obtain a prediction model; s4, establishing an original data sequence model, namely, generating a simulation sequence value of the original datasequence through accumulation and subtraction; s5, solving valuation indexes. According to the method, the grey prediction algorithm and the multiple regression model are combined, in the field of absolute valuation, the improved ground algorithm can make up for the defects of a DCF stock right free cash flow model, and the stock market valuation problem is solved more accurately and quickly.

Description

technical field [0001] The invention relates to a stock market valuation method, specifically a stock market valuation method based on a gray prediction algorithm and a multiple regression analysis model, belonging to the technical field of enterprise stock market valuation. Background technique [0002] Stock market valuation plays an important role in the market, and there is a strong causal relationship between valuation indicators and other basic indicators and liquidity indicators in the current period, but the global method has not yet been unified. Since it is difficult to obtain stock market indicators such as the basic indicators and liquidity indicators of the current period, and the relevant indicators of previous years are determined, in absolute valuation, it is necessary to use the basic indicators and liquidity indicators of previous years to calculate the current stock market valuation. However, the commonly used DCF equity free cash flow model has great unce...

Claims

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to View More

Application Information

Patent Timeline
no application Login to View More
Patent Type & Authority Applications(China)
IPC IPC(8): G06Q10/04G06Q10/06G06Q40/06
CPCG06Q10/04G06Q10/06393G06Q40/06
Inventor 郭靖蔡佳佳张艺斌连晓娟
Owner NANJING UNIV OF POSTS & TELECOMM
Who we serve
  • R&D Engineer
  • R&D Manager
  • IP Professional
Why Patsnap Eureka
  • Industry Leading Data Capabilities
  • Powerful AI technology
  • Patent DNA Extraction
Social media
Patsnap Eureka Blog
Learn More
PatSnap group products

Browse by: Latest US Patents, China's latest patents, Technical Efficacy Thesaurus, Application Domain, Technology Topic, Popular Technical Reports.

© 2024 PatSnap. All rights reserved.Legal|Privacy policy|Modern Slavery Act Transparency Statement|Sitemap|About US| Contact US: help@patsnap.com