原始数据采集于Yahoo finance(雅虎财经),采集的数据为每周数据,时间范围为1990-1-3至2012-3-26,共1160个S&P500指数数据,数据划分为二部分,其中1990-1-3至20123-20区间数据用于建立模型,2012-2-27至2012-3-26区间数据用于检验,原始数据折线图如下图所示: 图1原始数据折线图4.2参数确定 确定参数p,d,q并建立相...
市场新闻: 根据Yahoo Finance的报道,股市在Powell发表谨慎言论后上涨。 Fox Business报道,Food Lion和Kroger出售的冷冻蔬菜因李斯特菌问题被召回。 CNN报道,Zillow将提供1%的首付款贷款计划。 Wall Street Journal报道,50岁及以上的高收入者在401(k)规则上从IRS获得了两年的缓解。 未来走势分析: 根据上述数据,美股在本...
Yahoo Financehas a charts section with the option to view price history over various period lengths, including YTD. Yahoo Finance also provides downloadable historical price data for a variety of different investment types.3Similar to Yahoo's service, Google Financealso has a price chart functi...
Stock Market News, Oct. 28, 2024: Oil Prices Tumble; Dow, S&P 500 Close Higher - The Wall Street Journal Mon, 28 Oct 2024 Stock market today: Dow leads stock climb ahead of Big Tech earnings, crucial data - Yahoo Finance Mon, 28 Oct 2024 ...
According to the historical data from Yahoo Finance3, the S&P 500 had the following values for the same two-week periods: DateOpenHighLowClose Dec 15, 23 4,685.64 4,704.66 4,669.02 4,701.46 Dec 16, 23 4,704.66 4,727.15 4,700.62 4,722.84 Dec 17, 23 4,726.15 4,756.38 4,724.54 4,...
原始数据采集来源于Yahoofinace数据库,研究数据为标准普尔S&PS00指数收盘价,数据范围为1990—1—3至2O12—3—26,数据划分为建模数据与检验数据二部分。研究结果显示,预测模型为ARIMA(5,1,4)形式,模型预测平均精度为1.8。研究结果可为金融投资提供理论实证参考。关键词:S&P500指数;ARIMA模型;预测分析中图分类号:...
We implement hidden Markov models (HMMs) and hidden semi-Markov models (HSMMs) on Bitcoin/US dollar (BTC/USD) with the aim of market phase detection. We make analogous comparisons to Standard and Poor’s 500 (S and P 500), a benchmark traditional stock i
We implement hidden Markov models (HMMs) and hidden semi-Markov models (HSMMs) on Bitcoin/US dollar (BTC/USD) with the aim of market phase detection. We make analogous comparisons to Standard and Poor’s 500 (S and P 500), a benchmark traditional stock i
With the aim of comparing the effects of the two crises on the dynamics of the S&P 500 index, we have downloaded daily adjusted closing prices for the S&P 500 index covering the the period from January 2001 to the end of April 2020 (4726 observations), downloaded from Yahoo Finance. The ...
With the aim of comparing the effects of the two crises on the dynamics of the S&P 500 index, we have downloaded daily adjusted closing prices for the S&P 500 index covering the the period from January 2001 to the end of April 2020 (4726 observations), downloaded from Yahoo Finance. The ...