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基于神经网络的股市预测
STOCK MARKET PREDICTION BASED ON NEURAL NETWORKS
【摘要】 本文研究了基于神经网络的股票预测方法.针对目前存在的问题,提出了联合Davidon最小二乘算法及遗传算法来综合训练网络结构和权值的新方法.经对上证指数的模拟预测表明,通过合理地选取参数,可获得满意的预测效果.
【Abstract】 This paper is focused on using neural networks (NN) method to predict stock market- Firstly, the complexity of stock market and the existed prediction methods are summarized. Secondly, a noval method for optimizing the strucutre and weights of NN is proposed, which combines genetic algorithm (GA) and Davidon,s least squares algorithm. Finally, Shanghai stock indexes are fitted and predicted. The good results confirms the performance of the method.
【关键词】 股票预测;
神经网络;
遗传算法;
Davidon最小二乘法;
【Key words】 stock prediction; neural networks; genetic algorithm(GA); Davidon’s least squares;
【Key words】 stock prediction; neural networks; genetic algorithm(GA); Davidon’s least squares;
- 【文献出处】 南开大学学报(自然科学版) ,JOURNAL OF NANKAI UNIVERSITY , 编辑部邮箱 ,1998年03期
- 【分类号】F830.91
- 【被引频次】54
- 【下载频次】714