WebThis topic is a portfolio investment problem with quantitative trading as the background. In order to solve this problem, three types of mathematical models are used in this paper, namely the prediction model, decision model, and risk assessment model. The first is the forecasting model. The paper applies three forecasting models: the grey system … WebFeb 1, 2009 · The proposed grey forecasting modelIn this section, we research on the proposed forecasting model. We will give out the definition of the DGM model and we …
A Novel Discrete Grey Model and Its Application - Hindawi
WebTesting, Implementation and Forecasting of Grey Model (GM(1, 1)). For method details see Hsu, L. and Wang, C. (2007). < doi:10.1016/j.techfore.2006.02.005 >. WebFeb 16, 2024 · In order to weaken the randomness of the original time series, before establishing the grey forecast model, the original time series must be processed with data. The time series after data processing is called the generated column. The data processing methods commonly used in grey systems include accumulation and accumulation. marke coin
How to Choose the Right Forecasting Technique - Harvard Business Review
WebMay 1, 2013 · By Property 2, the homogeneous exponent property of GGM (1, 1) model, as GM (1, 1) model and DGM (1, 1) model, is a basic property in the grey forecasting theory. Property 3 Simulative unbiased property. It is unbiased to simulate the homogeneous exponent x ( k) = cdk−1 ( k = 1, 2, … , N) using GGM (1, 1) model. WebThe GM (1,1) power model (Wang, 2007; Wang et al., 2010; Wang, 2013) is a new grey prediction model developed in recent years in which the power index contained in the … WebA novel grey forecasting model named GMP(1,1,N) model aimed to enlarge the suitable ranges is proposed in this paper. GM(1,1) model, NGM(1,1,k) model and GM(1,1, t~a) model prove to be special cases of GMP(1,1 ,N) model with different polynomial orders. Moreover, a criterion for determining polynomial order is given out based on the stepwise ... marke constructa