| 基于遗传BP网络的股市预测模型研究与仿真 |
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| 引用本文： | 邓凯,赵振勇.基于遗传BP网络的股市预测模型研究与仿真[J].计算机仿真,2009,26(5). |
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| 作者姓名： | 邓凯 赵振勇 |
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| 作者单位： | 1. 常州大学城信息化研发培训中心,江苏,常州,213164
2. 江苏省常州纺织服装职业技术学院信息技术系,江苏,常州,213164 |
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| 摘 要： | 股票价格走势已经成为人们关注的焦点,为了更精确的预测股票价格,得到更合理的股票投资意见,利用遗传算法全局寻优和BP神经网络局部寻优相结合的方法.提高了传统BP神经网络的计算精度和收敛速度.建立了基于遗传BP网络的股市预测系统模型,对贵州茅台股票价格进行预测.仿真结果表明,经遗传算法改进后的BP神经网络模型在降低计算和预测的平均误差的同时,迭代次数比一般BP神经网络模型也大大减少.因此适用于求解如股市预测等非线性问题,具有较高的精确度和应用价值.
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| 关 键 词： | 股市预测 反向传播神经网络 遗传算法 |
Research and Simulation of Stock Price Prediction Model Based on Genetic Algorithm BP Neural Network |
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| DENG Kai,ZHAO Zhen-yong.Research and Simulation of Stock Price Prediction Model Based on Genetic Algorithm BP Neural Network[J].Computer Simulation,2009,26(5). |
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| Authors: | DENG Kai ZHAO Zhen-yong |
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| Affiliation: | 1.Institute of Information Technology;Changzhou University Town;Changzhou Jiangsu 213164;China;2.Department of Information Technology;Changzhou Textile Garment Institute;China |
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| Abstract: | The stock price trend is now a very important study area.In order to forecast stock price more accurate and get more reasonable investment advice,by using the characteristics of global optimization of GA(Genetic Algorithm) and local optimization of BP(Back Propagation) neural network,the calculation accuracy and convergence rate of the traditional BP neural network are improved.A system model based on Genetic Algorithm BP Neural Network for predicting stock Price is studied and stock price of Mao-tai is pre... |
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| Keywords: | Stock prediction Back propagation neural network Genetic algorithm |
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