深圳综合指数

而且，上证综合指数和深圳综合指数收益的短期表现优于它们的长期表现，在一定程度上解释了中国股市的投机性。

And the short-term performance of Shanghai Stock Index and Shenzhen Stock Index returns excelled than long-term perfor - ( mance ,) which in some extent reveals the speculation of China Stock Market .

这里以小波理论为基础，重点研究了小波网络在非线性时间序列中的建模预测方法，利用深圳综合指数数据，建立了股票指数预测模型。

To solve these problems , this paper presents essential research on modeling and prediction with wavelet neural network in the non-linear time series . Using Shenzhen 's integrative index dates , a prediction model of the stock index is established .

上海股票市场综合指数在过去两个月的时间里升高了30%，同时深圳交易所的综合指数上升了23%。

The Shanghai Composite Index has surged 30 per cent during the past two months , while that of the Shenzhen exchange has risen by 23 per cent .

我国对股票市场日历效应的研究始于九十年代，研究集中于对上海和深圳股票综合价格指数收益率的研究。

The studies on calendar effects of stock markets in China begin in the 1990s , the studies are focused on the returns of Shanghai composite stock price index and Shenzhen composite stock price index .