Comparison of stock price prediction ability based on GARCH and BP_ANN

摘要

This article first summarizes the history and development of two types of methods in the field of forecasting, GARCH model and artificial neural network ANA; then conducts data analysis and research in the Chinese stock market background which use matlab software and eviews software to run the double types respectively. This obvious BP-ANN model and GARCH model use to predict then continue to determine the trend of the Shanghai index which is A-share, and the price trend of a stock of Great Wisdom respectively. In the end, compare the output results to deepen the understanding of financial data analysis methods. Through the research of this article, it can be polished, whether it is in terms of stock index forecasting or single stock forecasting.