Welcome to Francis Academic Press

The Frontiers of Society, Science and Technology, 2022, 4(5); doi: 10.25236/FSST.2022.040502.

Data Analysis on Hushen 300 Index


Wengeng Cui

Corresponding Author:
Wengeng Cui

University of South Florida, Florida, FL33620, USA


Research purposes: to study the correlation between Hushen 300 index and its lagged index. The specific methods is as follows: establishing the auto-regressive model (AR (P)). And the conclusion is that the model results show that the index of four days and six days ago are of great reference for the prediction of Hushen 300 index on that day. There was a positive correlation between the four days ago and that day in terms of Hushen 300 index, and on the contrary, there is a negative correlation between six days ago and the same day of Hushen 300 index.


Stock market prediction, Stock market volatility, Stock price forecasting

Cite This Paper

Wengeng Cui. Data Analysis on Hushen 300 Index. The Frontiers of Society, Science and Technology (2022) Vol. 4, Issue 5: 5-8. https://doi.org/10.25236/FSST.2022.040502.


[1] Atsalakis, G. S., & Valavanis, K. P. (2010). Surveying stock market forecasting techniques-Part I: Conventional methods. Journal of Computational Optimization in Economics and Finance, 2(1), 45-92.

[2] Hamilton, J. D., & Lin, G. (1996). Stock market volatility and the business cycle. Journal of applied econometrics, 11(5), 573-593.

[3] Hu, Z. (1995). Stock market volatility and corporate investment. International Monetary Fund.

[4] Liu, H. Y., & Bai, Y. P. (2011). Analysis of AR model and neural network for forecasting stock price. Math. Pract. Theory, 41(4), 14-19.

[5] Narayan, P. K. (2006). The behaviour of US stock prices: Evidence from a threshold autoregressive model. Mathematics and computers in simulation, 71(2), 103-108.

[6] Rusu, V., & Rusu, C. (2003). Forecasting methods and stock market analysis. Creative Math, 12, 103-110.

[7] Schwert, G. W. (1989). Why does stock market volatility change over time? The journal of finance, 44(5), 1115-1153.

[8] Schwert, G. W. (1990). Stock market volatility. Financial analysts journal, 46(3), 23-34.