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A Combination Prediction Model of SSE Composite Index and Profit Simulation based on Agent

Qian Liu, Yongli Li


The prediction issue of the SSE Composite Index is an underlying concern for many investors. By applying artificial intelligence and computer simulation to predicate the SSE Composite Index with certain accuracy, has double meanings in aspect of theory and practice. This research selects the indicator, by including the data refers to both the technical index and the fundamentals. Since there is less researches use the data refers to the fundamentals to make prediction, this job will play an important role in obtaining the more accurate prediction; furthermore, it realizes the model’s combination prediction mechanism, by establishing three prediction model. By comparing analysis the predicted and the actual results of the model, as well as the simulation analysis based on Agent, the findings are: the accurate rate of “single model”, proposed prediction model is around 60%, it is consistent with the existing literatures, while the accurate rate of “combination model” in prediction is 75%, it reflects the advantage of the combination model.


combination prediction, index returns, agent simulation.

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