基于支持向量机的股票预测

针对股票预测的特点，选择对上市公司股票走势有重要影响的相关数据进行测试。为了避免传统的预测算法（如BP算法）的一些弊端，使用可以避免这些弊端并且具有良好分类功能的支持向量机对该上市公司股票走势进行预测。测试表明预测的精度明显高于采用BP算法等传统神经网络分类方法的测试结果，预测达到了让人满意的效果。     

基于交叉覆盖算法的股票预测

针对股票预测的特点,选择了对上市公司股票走势有重要影响的相关数据并对其进行测试,为了避免传统的神经网络分类方法(如BP算法)的学习过程收敛速度慢、网络性能差、可能存在局部极小值等弊端,文中使用可以避免这些弊端并且具有良好分类功能的交叉覆盖算法对上市公司股票走势进行预测,结果表明预测的精度明显高于采用BP算法等传统神经网络分类方法的测试结果,且速度快,结果的可解释性强,预测达到了让人满意的效果。     

基于交叉覆盖算法的股票预测

针对股票预测的特点,选择了对上市公司股票走势有重要影响的相关数据并对其进行测试,为了避免传统的神经网络分类方法(如BP算法)的学习过程收敛速度慢、网络性能差、可能存在局部极小值等弊端,文中使用可以避免这些弊端并且具有良好分类功能的交叉覆盖算法对上市公司股票走势进行预测,结果表明预测的精度明显高于采用BP算法等传统神经网络分类方法的测试结果,且速度快,结果的可解释性强,预测达到了让人满意的效果.     

股票价格短期预测的LM遗传神经网络算法

针对传统神经网络在股票价格预测中易陷入局部最优和预测精度偏低的问题,提出了一种改进的神经网络算法进行求解.改进的算法基于LM算法建立了改进的三层BP神经网络对股票价格建立预测模型,避免算法陷入局部最优,并运用遗传算法优化神经网络的权值和阈值,提高神经网络对股票价格的预测精度.采用Matlab对上述算法模型进行仿真测试,通过预测4支股票价格的实验证明改进后的神经网络预测算法对股票价格的短期预测有较好的精度和稳定性.     

基于神经网络的证券市场预测

利用BP网络很强的非线性映射功能，建立影响股票相关因素与股票开盘价、收盘价之间的关系，综合传统预测和滚动预测方法，建立了一个预测股票走势的模型，并用2000年的上证综合指数进行了验证。     

一种基于哈里斯鹰算法改进的BP神经网络

由于传统BP神经网络的训练过程对初始权值及阈值的依赖程度较大,且较优的初始权值及阈值又无法精确获取,采用哈里斯鹰算法对BP神经网络的权值、阈值进行优化。将BP神经网络训练过程中的误差作为适应度函数,并利用鸢尾花数据构建BP神经网络的训练集及测试集。测试结果表明,哈里斯鹰算法能够有效地优化权值及阈值并降低训练误差。BP神经网络的测试集分类准确率为86%,而经过哈里斯鹰算法优化后,BP神经网络的测试集分类准确率达到了96%。     

基于PSO-DE-BP的光伏发电功率短期预测

提高光伏发电功率预测精度对保障智能电网安全稳定运行有重要意义。针对传统BP神经网络存在预测精度不高且收敛速度慢的弊端,提出一种基于粒子群（PSO）差分进化（DE）并行计算优化BP神经网络的光伏发电短期预测方法。首先分析影响因素重要程度,通过带权重的欧式距离筛选相似的训练样本集。其次,对粒子群分组,通过粒子群和差分进化混合算法对粒子组内和组间优化,以保证种群多样性、提高预测稳定和精度、避免局部最优。然后,建立预测模型,通过基于spark的内存计算平台,将PSO-DE-BP算法并行优化以提高算法运行效率。最后,根据不同天气类型的预测结果对模型进行分析验证,此方法比PSO-BP、BP算法模型具有更高的稳定性和预测精度。     

基于遗传算法的BP网络快速自适应性算法

分析了标准BP网络存在的问题。利用遗传算法 ,探讨了确定初始学习速率、动量项值和BP网络结构的快速自适应性算法 ,并将该算法应用于XOR问题的学习和地下井巷开挖中岩爆的预测。实验结果表明 ,基于遗传算法的BP网络快速自适应性算法 ,可以避免手工试算决定BP结构的弊端 ,并且优化后的BP网络具有较快的收敛速度和较强鲁棒性     

改进GA-BPNN在短期电力负荷预测中的应用

为了避免传统方法预测短期电力负荷建模复杂性,将改进遗传算法（GA）和误差反向传播（BP）算法相结合构成的混合算法用于训练人工神经网络,结合电力负荷历史数据,对短期电力负荷进行仿真预测。仿真结果表明,该混合算法有效地解决了常规BP算法学习网络权值收敛速度慢、易陷入局部极小和GA算法独立训练神经网络速度缓慢等问题,具有较快的收敛速度和较高的预测精度。     

基于遗传BP网络的智能型电力负荷预测技术

为避免BP算法易陷入局部极小的缺陷,根据遗传算法具有全局寻优的特点,将二者结合起来形成GA-BP混合算法。以GA优化BP网络的初始权值和阈值,按负梯度方向修正网络权值及阈值,对网络进行训练。用matlab编写GA-BP计算程序,以多组数据进行测试,并与纯BP算法进行分析比较,结果表明该方法可以有效、准确的应用于短期电力负荷预测。     

Modeling the competitive market efficiency of Egyptian companies: A probabilistic neural network analysis

Understanding efficiency levels is crucial for understanding the competitive structure of a market and/or segments of a market. This study uses two artificial neural networks (NN) and a traditional statistical classification method to classify the relative efficiency of top listed Egyptian companies. Accuracy indices derived from the application of a non-parametric data envelopment analysis approach are used to assess the classification accuracy of the models. Results indicate that the NN models are superior to the traditional statistical methods. The study shows that the NN models have a great potential for the classification of companies’ relative efficiency due to their robustness and flexibility of modeling algorithms. The implications of these results for potential efficiency programs are discussed.     

基于集成学习的上市公司高送转预测实证研究

我国证券市场中高送转题材股备受中小投资者的追捧,但市场中也存在着借高送转概念炒作的乱象,如何利用上市公司的财务数据挖掘真正有潜力的股票无疑具有重要意义。采用2?158家制造业上市公司7年的财务指标作为研究数据,利用采样、特征选择以及集成学习算法构建上市公司高送转预测模型并进行实证研究。结果显示：采样和特征选择方法均能有效提高集成预测模型的性能;相较于数据集中的冗余信息,数据不平衡问题对模型预测准确率的影响更显著;ADASYN+mRMR+XGBoost组合模型取得了最好的预测结果,高送转样本的分类准确率达到84.96%,建议投资者优先选用该组合模型对上市公司的高送转情况进行预测。     

Predicting corporate financial distress based on integration of decision tree classification and logistic regression

Lately, stock and derivative securities markets continuously and rapidly evolve in the world. As quick market developments, enterprise operating status will be disclosed periodically on financial statement. Unfortunately, if executives of firms intentionally dress financial statements up, it will not be observed any financial distress possibility in the short or long run. Recently, there were occurred many financial crises in the international marketing, such as Enron, Kmart, Global Crossing, WorldCom and Lehman Brothers events. How these financial events affect world’s business, especially for the financial service industry or investors has been public’s concern. To improve the accuracy of the financial distress prediction model, this paper referred to the operating rules of the Taiwan Stock Exchange Corporation (TSEC) and collected 100 listed companies as the initial samples. Moreover, the empirical experiment with a total of 37 ratios which composed of financial and other non-financial ratios and used principle component analysis (PCA) to extract suitable variables. The decision tree (DT) classification methods (C5.0, CART, and CHAID) and logistic regression (LR) techniques were used to implement the financial distress prediction model. Finally, the experiments acquired a satisfying result, which testifies for the possibility and validity of our proposed methods for the financial distress prediction of listed companies.This paper makes four critical contributions: (1) the more PCA we used, the less accuracy we obtained by the DT classification approach. However, the LR approach has no significant impact with PCA; (2) the closer we get to the actual occurrence of financial distress, the higher the accuracy we obtain in DT classification approach, with an 97.01% correct percentage for 2 seasons prior to the occurrence of financial distress; (3) our empirical results show that PCA increases the error of classifying companies that are in a financial crisis as normal companies; and (4) the DT classification approach obtains better prediction accuracy than the LR approach in short run (less one year). On the contrary, the LR approach gets better prediction accuracy in long run (above one and half year). Therefore, this paper proposes that the artificial intelligent (AI) approach could be a more suitable methodology than traditional statistics for predicting the potential financial distress of a company in short run.     

基于神经网络集成学习算法的金融时间序列预测

本文在传统神经网络(NN)、循环神经网络(RNN)、长短时记忆网络(LSTM)与门控循环单元(GRU)等神经网络时间预测模型基础上, 进一步构建集成学习(EL)时间序列预测模型, 研究神经网络类模型、集成学习模型和传统时间序列模型在股票指数预测上的表现. 本文以16只A股和国际股票市场指数为样本, 比较模型在不同预测期间和不同国家和地区股票市场上的表现.本文主要结论如下: 第一, 神经网络类时间序列预测模型和神经网络集成学习时间序列预测模型在表现上显著稳健优于传统金融时间序列预测模型, 预测性能提高大约35%; 第二, 神经网络类模型和神经网络集成学习模型在中国和美国股票市场上的表现优于其他发达国家和地区的股票市场.     

时态神经网络模型及其在股票分类预测上应用

对具有时间属性的数据进行数据挖掘称为时态数据挖掘，用以发现数据在时间上的知识，当数据变化不规律时，如股票交易数据,就很难发现有价值的规律与规则。而神经网络具有并行、容错、可以硬件实现以及自我学习的优点,可作为股票分类预测应用的一种方法。通过将股票数据与时态型相结合，将股票数据转换成时态型股票数据，提出时态神经网络模型的分类方法，对收集的若干上市公司十年内的股票数据进行分析，构建了时态股票数据神经网络分类器对股票进行分类预测。经过实验验证，相比改进前的神经网络和支持向量机方法，该分类器具有更高的分类准确率。结果证明，这种时态数据神经网络模型对于多只股票的分类预测是非常有效的，可以很好地运用到股票市场的分类预测中。     

基于组合模型的股票停牌预测研究

针对股票的无规律性停牌和长时间停牌的问题,采用机器学习相关技术,提出了股票停牌预测的组合模型,选取财务和股票两方面的指标作为数据,通过计算各个指标的重要性进行筛选,并划分出多个特征数据集,进而完成多个分类子模型的学习,形成子模型池,系统随机抽取多个子模型进行分类,并通过投票法得到最终的预测结果。实证分析以中国上市公司为研究对象,结果表明组合模型预测取得了较高的准确率,与单一模型相比在误报率和漏报率上有较大的改进。     

股票价格预测的建模与仿真研究

研究股票价格准确预测问题,由于股票价格数据具非线性、随机性等变化规律,同时股票市场与国内外经济政治变化有关,传统股票价格预测方法只能对其线性变化规律进行准确预测,无法反映股票价格非线性部分进行有效建模,导致股价预测精度不高。为了提高股票价格预测精度,提出了一种遗传优化BP神经网络的股票价格预测模型。充分利用BP神经网络良好的非线性映射能力,对股票价格变化规律进行建模,并通过遗传算法对BP神经网络模型参数进行优化,从而获最优股票价格最优预测模型。实验结果表明,相对于传统股票价格预测模型,遗传算法优化BP神经网络的股票价格预测模型拟合程度更好,预测精度更高,为股票价格预测提供了依据。     

基于神经网络和模式匹配的股票预测研究

BP神经网络是分析股票数据最流行的工具之一。近期对模式匹配算法的研究表明模式匹配简化了股票趋势预测的复杂度并为股票市场预测提供了一种简单有效的方法。文中分别阐述了BP神经网络和模式匹配识别的原理,并提出将两种算法相结合,建立一个基于BP神经网络和模式匹配识别的股票市场分析和预测系统。这个系统克服了神经网络预测系统目标函数存在局部最小和模式匹配识别预测系统缺少股票价格自身变化特性的缺点,具有两种算法在股票预测应用方面的优势。通过对泰山石油的股价进行分析来测试这个系统。实验结果表明此方法不仅收敛速度快、预测精度高,而且易于操作,具有一定应用价值。     

Stock trend prediction based on a new status box method and AdaBoost probabilistic support vector machine

Stock trend prediction is regarded as one of the most challenging tasks of financial time series prediction. Conventional statistical modeling techniques are not adequate for stock trend forecasting because of the non-stationarity and non-linearity of the stock market. With this regard, many machine learning approaches are used to improve the prediction results. These approaches mainly focus on two aspects: regression problem of the stock price and prediction problem of the turning points of stock price. In this paper, we concentrate on the evaluation of the current trend of stock price and the prediction of the change orientation of the stock price in future. Then, a new approach named status box method is proposed. Different from the prediction issue of the turning points, the status box method packages some stock points into three categories of boxes which indicate different stock status. And then, some machine learning techniques are used to classify these boxes so as to measure whether the states of each box coincides with the stock price trend and forecast the stock price trend based on the states of the box. These results would support us to make buying or selling strategies. Comparing with the turning points prediction that only considered the features of one day, each status box contains a certain amount of points which represent the stock price trend in a certain period of time. So, the status box reflects more information of stock market. To solve the classification problem of the status box, a special features construction approach is presented. Moreover, a new ensemble method integrated with the AdaBoost algorithm, probabilistic support vector machine (PSVM), and genetic algorithm (GA) is constructed to perform the status boxes classification. To verify the applicability and superiority of the proposed methods, 20 shares chosen from Shenzhen Stock Exchange (SZSE) and 16 shares from National Association of Securities Dealers Automated Quotations (NASDAQ) are applied to perform stock trend prediction. The results show that the status box method not only have the better classification accuracy but also effectively solve the unbalance problem of the stock turning points classification. In addition, the new ensemble classifier achieves preferable profitability in simulation of stock investment and remarkably improves the classification performance compared with the approach that only uses the PSVM or back-propagation artificial neural network (BPN).