Research on stock trend prediction methods - Taking CSI 300 and CSI 500 as examples

Abstract

As an important part of the capital market, the stock market can not only reflect the quality of the macro economy in time, but also reflect the policy changes in the change of the stock price.In addition, the stock market not only provides a public financing platform with strong liquidity for enterprises, but also plays a crucial role in the redistribution of social resources.This paper takes China's CSI 300 index CSI 500 index from 2007 to 2022 as the research object, and uses ARIMA, ARCH family and other models to implement it, which provides a better solution for the prediction of stock trends.