We take the advantage of GM matrix-setting to analyze,make accuracy test on and set a redistic matrix for some periods of Shanghai Stock Exchange.

• 通过模型,对证券价格变动趋势进行预测研究,建立灰色gm模型,并针对上海证券交易所某个时间段进行实证模型建立、分析及精度检验,取得了满意的结果。