Forecast Analysis of Securities Index Based on Ridge Regression—In Case of Shanghai Composite Index
作者: 吴仍康 ：云南财经大学统计与数学学院，云南 昆明;
Abstract: Security market is an important indicator to measure a country’s overall level of economic devel-opment. The securities index is a reflection of the overall level of the securities market, and it is an important index of the majority of investors concerned. It not only reflects the basic situation of the securities market, but also plays an important role in guiding the economic trend. Prediction of securities index and trend analysis plays an important role to stabilize market and guide investors. However, serious multi-collinearity between variables often appears in the establishment of the corresponding statistical prediction model. In this paper, the model is improved, and the problem of multi-collinearity between independent variables is solved by using ridge regression. And taking the real data of Shanghai Composite Index as an example, the predicted value of the improved ridge regression model is compared with the true value, and the fitting result is better.
文章引用: 吴仍康 (2016) 基于岭回归的证券指数的预测分析—以上证综合指数为例。 商业全球化， 4， 47-55. doi: 10.12677/BGlo.2016.42007
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