Application Analysis of Financial Time Series in Stock Market

Abstract

Time series analysis is a basic tool in number investing. The time-series sequence is a sequence of variables measured in a fixed section sequence over some time. The fluctuation of stock price affects all aspects of social and economic life, so effectively predicting the trend of stock price changes has great economic and social value. Based on the existing research results on time series, this paper takes the stock market as an entry point, and sorts and summarizes the literature from the application fields and application methods of time series. The research results show that the application fields of time series involve the stock market, enterprises, macro economy, etc., among which the application of the stock market is the most commonly used and the most extensive. The research based on time series mainly innovates and corrects the research methods. The research in this paper can provide a theoretical reference value for further research on time series.