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Predictive Analytics on CSI 300 Index Based on ARIMA and RBF-ANN Combined Model

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DOI: 10.4236/jmf.2015.54033    3,498 Downloads   3,829 Views   Citations

ABSTRACT

The time series of share prices is a highly noised, non-stationary chaotic system which possesses both linear and non-linear characteristics. The alternative of either linear or non-linear prediction models is of its inherent limitation. The paper establishes an ARIMA and RBF-ANN combined model and makes a short-term prediction on the time series of CSI 300 index by choosing various typical input variables. Results show that the combined model with multiple input indicators, compared with single ARIMA model, single RBF-ANN model, or models with single input variable, is of higher precision.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Yang, L. and Cheng, X. (2015) Predictive Analytics on CSI 300 Index Based on ARIMA and RBF-ANN Combined Model. Journal of Mathematical Finance, 5, 393-400. doi: 10.4236/jmf.2015.54033.

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