首页|生成式AI对提升制造业虚拟资产价格预测精准性的研究

生成式AI对提升制造业虚拟资产价格预测精准性的研究

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在当今数字化时代,金融市场的波动特性与制造业的发展紧密相连.为了更准确地估计市场变化.本文以2014年1月至2023年1月深圳市场的制造业指数为研究样本,运用生成式AI技术对其波动特征进行了深入研究,发现造纸印刷业受宏观经济因素影响显著,揭示了其与整体经济的紧密联系.脉冲响应分析展示了各行业对经济冲击的动态反应,为预测行业变化趋势提供了依据.此外,运用修正Hurst检验和生成式AI技术检验时间序列的长记忆性,发现除木材家具业外,其他行业均显示出显著的长记忆特征,表明历史信息对未来价格走势具有重要影响,为预测其价格走势提供了更精确的方法.研究结果对投资者和政策制定者具有重要参考价值,同时展示了生成式AI在金融领域的巨大应用潜力.
Research on the Use of Generative AI to Enhance the Accuracy of Price Predictions for Virtual Assets in the Manufacturing Industry
In today's digital age,the volatility characteristics of financial markets are closely linked to the development of the manufacturing industry.To estimate market fluctuations more accurately,this paper uses the manufacturing index of the Shenzhen market from January 2014 to January 2023 as a research sample and employs generative AI technology to conduct an in-depth analysis of its volatility characteristics.The study finds that the paper and printing industry is significantly influenced by macroeconomic factors,revealing its close connection with the overall economy.Impulse response analysis demonstrates the dynamic responses of various industries to economic shocks,providing a basis for predicting industry trends.Furthermore,by applying the modified Hurst test and generative AI technology to examine the long memory characteristics of the time series,it is found that,except for the wood and furniture industry,other sectors exhibit significant long memory traits,indicating that historical information has a crucial impact on future price trends.This offers a more precise method for predicting price move-ments.The research findings hold significant reference value for investors and policymakers,while also showcasing the im-mense application potential of generative AI in the financial sector.

manufacturing industryvirtual assetsgenerative AIimpulse response

陈悦嫣、赖俊明

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浙江育英职业技术学院

浙江工商大学数字创新与全球价值链升级研究中心

制造业 虚拟资产 生成式AI 脉冲响应

浙江省高校重大人文社科攻关计划项目资助浙江工商大学数字创新与全球价值链升级研究中心课题浙江省教育厅一般科研项目余杭区社会科学研究常规资助课题

2023QN167SQP2023-014Y202352533Yhsk24C02

2024

价格理论与实践
中国价格协会

价格理论与实践

CSTPCDCHSSCD北大核心
影响因子:0.54
ISSN:1003-3971
年,卷(期):2024.(4)
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