Financial product investment decision model based on ultimate benefit

Abstract

With the vigorous development of the financial market, more and more people enter the financial market for investment, it is very necessary to build a quantitative analysis and decision model based on data for ordinary traders.  This paper selects two time series prediction models GM(1,1) and ARIMA for comparison.  For GM(1,1), we improve it to obtain unbiased GM(1,1) and unbiased metabolic GM(1,1).  Unbiased metabolism GM(1,1) was selected from the three grey prediction, and three combinations were formed by ARIMA and grey prediction respectively.These three results are used separately for the decision model, which prediction model to choose is determined by the final return. The investment decision model established in this paper is helpful for financial practitioners to improve investment profit and has certain application value.