Stock market has received widespread attention from investors. How to grasp the changing regularity of the stock market and predict the trend of stock prices has always been a hot spot for investors and researchers. The rise and fall of stock prices are influenced by many factors such as politics, economy, society and market. For stock investors, the trend forecast of the stock market is directly related to the acquisition of profits. The more accurate the forecast, the more effectively it can avoid risks. For listed companies, the stock price not only reflects the company’s operating conditions and future development expectations, but also an important technical index for the analysis and research of the company. Stock forecasting research also plays an important role in the research of a country’s economic development. Therefore, the research on the intrinsic value and prediction of the stock market has great theoretical significance and wide application prospects.