| GA神经网络在证券市场预测中的应用研究 |
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| 引用本文： | 欧阳林群. GA神经网络在证券市场预测中的应用研究[J]. 武汉理工大学学报(信息与管理工程版), 2006, 28(11): 160-163 |
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| 作者姓名： | 欧阳林群 |
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| 作者单位： | 武汉理工大学,信息工程学院,湖北,武汉,430070 |
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| 摘 要： | 以股市的可预测性为基础,以可量化股价影响因素作为输入变量,提出了将遗传算法与BP算法相结合用于股市价格预测的人工神经网络模型学习算法;建立了基于人工神经网络的股价预测模型。通过对海信电信(600060)的股票收盘价和大盘指数为预测目标进行了股市预测的仿真,并尝试预测未来一天内超短线存在机会,实验结果验证了股价预测模型的可行性。
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| 关 键 词： | 遗传算法 神经网络 BP算法 股市预测 |
| 文章编号： | 1007-144X（2006）11-0160-04 |
| 收稿时间： | 2006-09-15 |
| 修稿时间： | 2006-09-15 |
Application Research on Stock Market Prediction Based on GA Neural Network |
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| Ouyang Linqun. Application Research on Stock Market Prediction Based on GA Neural Network[J]. Journal of Wuhan University of Technology(Information & Management Engineering), 2006, 28(11): 160-163 |
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| Authors: | Ouyang Linqun |
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| Affiliation: | School of Information Engineering,WUT, Wuhan 430070, China |
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| Abstract: | The back-propagation algorithm suffers from the problem of slow learning speed and a tendency to get stuck in local minima.In order to overcome these disadvantages,a hybrid of genetic and back-propagation algorithms based on the predictability of stock market for stock price prediction is presented,and a neural network dealing model is developed.Using a sample stock(SA) in closing prices and major indices of stock market for simulating prediction,it is expected to forecast the dealing opportunity of the next day.Experimental results verify the feasibility of the prediction model. |
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| Keywords: | genetic algorithm neural netwouk BP algorithm stock price prediction |
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