journal6 ›› 2006, Vol. 27 ›› Issue (2): 28-30.

• Computer • Previous Articles     Next Articles

A Model of Effects of Policy on Stock Market and Its Parameters Estimation


  1. (1.Guangdong College of Banking and Finance,Guangzhou 510420,China;2.Henan University of Technology,Zhengzhou 450007,China)
  • Online:2006-03-25 Published:2012-09-16

Abstract: This paper elaborates a stock market forecasting model under the influence of government policies,which aims to quantify the extent and time span of the stock market policy’s influence.After a certain model has been proposed,the paper concentrates on how to select proper data in estimation of relative parameters in an effort to achieve estimations with high validity.

Key words: stock market, policy influence, parameter estimation, data selection, filtered Poisson process

WeChat e-book chaoxing Mobile QQ