Author(s)

Yujia Feng, Jingmei Di, Zixin Ma

Corresponding Author

Yujia Feng

ABSTRACT

This paper studies the problem of the best transaction, first carries on the data preprocessing and completes the missing data. Based on the grey prediction model and the improved Markowitz model, the QPDM model is established, and the key index is put forward: based on the established model, RMSE and MAE are introduced as the measurement of the model error. Based on the double error test, we show the test results more intuitively through text descriptions and visual images. The average error rates obtained are all less than 5%, indicating that the model has high accuracy and reflects the superiority of the investment strategy.

KEYWORDS

Markowitz, Grey prediction, Error analysis