The Study on Statistical Variables for Modeling the Market

Authors

  • Kerui Chen

DOI:

https://doi.org/10.54691/bcpbm.v17i.409

Keywords:

Stocks; Histograms; Variables.

Abstract

Observe BB and NIO stocks from 2019 to 2021, and make different histograms of each stock every month. By observing the histograms of each month's stocks, we may know the trend of this stock in the future. But the experimental results show that it cannot, so we use the second way to find the variables of the stock market.

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References

Kim T H. Impact of the Change in Market Conditions on a Test for Market Cointegration[J]. Communications for Statistical Applications & Methods, 2011, 24(1).

Szulczyk K R, Zhang C. Switching-regime regression for modeling and predicting a stock market return [J]. Empirical Economics, 2020, 59.

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Zhu H. Study on the Influence of Stock Index Futures on the Volatility of Spot Market[C]// 2019 International Conference on Economic Management and Model Engineering (ICEMME). Shanghai University, 2019.

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Published

2022-02-23

Issue

Vol. 17 (2022): 2nd International Conference on Economic Development and Innovation (EDI 2021)

Section

Articles

License

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

Chen, K. (2022). The Study on Statistical Variables for Modeling the Market. BCP Business & Management, 17, 332-341. https://doi.org/10.54691/bcpbm.v17i.409
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