Real estate plate stock index predict based on Markov blanket timing sequence regression.

The real estate plate plays an important role in China's stock market, the real estate plate stock price index trend analysis helps to understand the Chinese stock market situation correctly. For the correlation between industry plates is difficult to find in the stock market and the real estate plate stock price index is hard to predict. Based on the stock market index fluctuation correlations between plates, the industry plates correlated with the real estate plate were selected by using Markov blanket algorithm. Causal analysis method was used to avoid the subjectivity of selecting relevant plate in current methods. Then from those plates above we found which plate had sequential causality with the real estate plate by Granger causality test, established timing sequence regression model with real estate plate to predict real estate plate stock price index effectively. In the end the model was analyzed by impulse response and variance decomposition. For the Shanghai stock market the experimental comparison and empirical analysis of the results showed that, this method can effectively predict the real estate plate stock index trend. [ABSTRACT FROM AUTHOR]